GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,790
COMMITMENTS
      75        0        0   26,650   26,725   26,725   26,725       65       65

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      4,342)
       0        0        0    4,392    4,392    4,392    4,392      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.5     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        0        0       40       35       41       35
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,315
COMMITMENTS
     100      770      285   15,780   15,220   16,165   16,275      150       40

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,846)
       0        0      150    1,681    1,671    1,831    1,821       15       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.7      1.7     96.7     93.3     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       28       34       32       38
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,655
COMMITMENTS
     144      177      137    8,043    8,462    8,324    8,776    1,331      879

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,067)
       4       28       -8      640    1,035      636    1,055      431       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.8      1.4     83.3     87.6     86.2     90.9     13.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        4       30       36       34       41
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,498
COMMITMENTS
      90      185      130    6,461    6,481    6,681    6,796      817      702

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        637)
       0       55       60      563      561      623      676       14      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.5      1.7     86.2     86.4     89.1     90.6     10.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        4       39       37       44       42
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,112
COMMITMENTS
       0      169        0    3,110    3,031    3,110    3,200    1,002      912

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.0     75.6     73.7     75.6     77.8     24.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       18       16       19
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,248
COMMITMENTS
  20,819   18,018   35,291  145,592  152,754  201,702  206,063   28,546   24,185

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     10,105)
  -1,687    3,216      453   11,607    6,139   10,373    9,808     -268      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      7.8     15.3     63.2     66.3     87.6     89.5     12.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      27       22       38       71       72      118      118
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       14,127
COMMITMENTS
      61    1,913      250   13,261   11,409   13,572   13,572      555      555

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        885)
       0      175        0      645      470      645      645      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     13.5      1.8     93.9     80.8     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        6        3       35       40       39       47
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,120
COMMITMENTS
       0       50        0    9,695    9,945    9,695    9,995      425      125

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,300)
       0        0        0    1,900    1,200    1,900    1,200     -600      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     95.8     98.3     95.8     98.8      4.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       22       28       22       29
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      742,054
COMMITMENTS
  84,867  251,207  267,258  315,943  188,126  668,068  706,591   73,986   35,463

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     -9,225)
  -6,977     -988   -2,655      421   -4,547   -9,211   -8,190      -14   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     33.9     36.0     42.6     25.4     90.0     95.2     10.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      58       61       82       75       57      182      157
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,212
COMMITMENTS
     511    2,611    3,549   84,547   80,248   88,607   86,408    6,605    8,804

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      4,009)
     450      197       46    3,513    3,462    4,009    3,705        0      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.7      3.7     88.8     84.3     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       25       23       27       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,365
COMMITMENTS
   2,541    8,734    4,064   42,470   33,002   49,075   45,800    6,290    9,565

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:       -290)
       0      357     -543      929      146      386      -40     -676     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     15.8      7.3     76.7     59.6     88.6     82.7     11.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        3       18       15       21       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,778
COMMITMENTS
   2,190    1,192      428   82,064   80,694   84,682   82,314    5,096    7,464

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:       -232)
       0      366      -62    1,384      715    1,322    1,019   -1,554   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.3      0.5     91.4     89.9     94.3     91.7      5.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       29       29       31       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,494
COMMITMENTS
       0        0        0   71,243   62,988   71,243   62,988   12,251   20,506

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:       -428)
       0        0        0     -863     -360     -863     -360      435      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.3     75.4     85.3     75.4     14.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       18       17       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,972
COMMITMENTS
   8,622    2,254    3,818   56,430   59,701   68,870   65,773    8,102   11,199

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      2,015)
    -590   -1,667      866    1,189    1,898    1,465    1,097      550      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.9      5.0     73.3     77.6     89.5     85.5     10.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       22       22       25       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,928
COMMITMENTS
   2,434    7,698    2,608   76,582   73,448   81,624   83,754    8,304    6,174

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      3,134)
    -494   -1,015      444    2,709    3,821    2,659    3,250      475     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      8.6      2.9     85.2     81.7     90.8     93.1      9.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       29       32       31       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,709
COMMITMENTS
  13,052      372    4,899   77,474   80,495   95,425   85,766    9,284   18,943

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      3,520)
  -1,961        0       41    5,486    2,641    3,566    2,682      -46      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.4      4.7     74.0     76.9     91.1     81.9      8.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       20       26       22       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,423
COMMITMENTS
   4,582    7,062    1,201   26,765   25,875   32,548   34,138    6,875    5,285

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:         61)
    -236        0      123        0        0     -113      123      174      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     17.9      3.0     67.9     65.6     82.6     86.6     17.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       14       17       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,430
COMMITMENTS
     832    7,867   20,626   56,826   48,812   78,284   77,305    6,146    7,125

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:       -192)
    -211      521       35     -124   -1,176     -300     -620      108      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      9.3     24.4     67.3     57.8     92.7     91.6      7.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       13       14       17       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,573
COMMITMENTS
       0        0        0   50,310   50,017   50,310   50,017    8,263    8,556

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      3,496)
       0        0        0    3,036    2,894    3,036    2,894      460      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.9     85.4     85.9     85.4     14.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       20       23       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,715
COMMITMENTS
   1,931    5,572    7,923   72,178   66,899   82,032   80,394    9,683   11,321

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      4,357)
     650      863     -279    4,200    4,038    4,571    4,622     -214     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      6.1      8.6     78.7     72.9     89.4     87.7     10.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        5       27       28       33       34
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,686
COMMITMENTS
   8,358   19,470   21,231   71,732   65,677  101,321  106,378   17,365   12,308

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      2,138)
   1,113   -1,030      140    1,064    2,843    2,317    1,953     -179      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     16.4     17.9     60.4     55.3     85.4     89.6     14.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        6       27       24       33       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,752
COMMITMENTS
  13,692    2,433   11,052   96,231  101,972  120,975  115,457    8,777   14,295

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      4,288)
   2,086    1,800   -1,051    2,213    4,180    3,248    4,929    1,040     -641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      1.9      8.5     74.2     78.6     93.2     89.0      6.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        4       20       22       26       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,724
COMMITMENTS
   4,900        0        0  100,824  104,682  105,724  104,682        0    1,042

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     95.4     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       16       12       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      226,610
COMMITMENTS
  11,995    9,550    5,105  195,786  202,984  212,886  217,639   13,724    8,971

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      3,639)
    -372      751      213    3,090    2,277    2,931    3,241      708      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.2      2.3     86.4     89.6     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        3       42       35       47       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      196,438
COMMITMENTS
   1,144   14,790    9,021  174,549  165,026  184,714  188,837   11,724    7,601

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,102)
  -1,689      871     -187    2,870      225      994      909      108      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      7.5      4.6     88.9     84.0     94.0     96.1      6.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       37       33       42       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      257,576
COMMITMENTS
   2,300   11,264   13,658  227,366  221,091  243,324  246,013   14,252   11,563

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      7,534)
   1,135    2,027     -345    6,391    6,959    7,181    8,641      353   -1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.4      5.3     88.3     85.8     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        6       42       46       48       52
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,362
COMMITMENTS
   7,863   15,061   22,086  175,718  167,264  205,667  204,411    5,695    6,951

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      2,976)
     471      248      261    2,162    3,939    2,894    4,448       82   -1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.1     10.4     83.1     79.1     97.3     96.7      2.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        3        6       36       34       44       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,651
COMMITMENTS
     248    1,169      341   41,517   39,080   42,106   40,590    7,545    9,061

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,766)
       0        0        0    1,487    2,132    1,487    2,132      279     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.4      0.7     83.6     78.7     84.8     81.8     15.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       16       19       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,584,357
COMMITMENTS
 1011759  192,548  1155981  1390608  2215874  3558348  3564403   26,009   19,954

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     16,085)
 -29,466  -20,198    9,794   31,357   22,624   11,685   12,220    4,400    3,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      5.4     32.3     38.8     61.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      34       22       51      106       99      163      153
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,284,887
COMMITMENTS
 206,930  391,519  326,550  747,980  550,984  1281460  1269053    3,427   15,834

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     81,742)
  46,220   22,530    6,340   30,111   39,833   82,671   68,703     -929   13,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     30.5     25.4     58.2     42.9     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      21       29       41       40       39       86       84
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,008
COMMITMENTS
     300        0        0    3,658    3,958    3,958    3,958       50       50

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        705)
      25     -100        0      680      805      705      705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.0     91.3     98.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       15       17       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,688
COMMITMENTS
   2,594    2,322    1,135   25,733   27,045   29,462   30,502    1,226      186

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,055)
     -40      -44        0      679    1,009      639      965      416       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.6      3.7     83.9     88.1     96.0     99.4      4.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        5       31       28       37       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,601
COMMITMENTS
      38       44        0    9,924   10,241    9,962   10,285      639      316

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        189)
       0        0        0      189      189      189      189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.4      0.0     93.6     96.6     94.0     97.0      6.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       11       15       12
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       18,817
COMMITMENTS
   2,760       82      328   14,573   17,885   17,661   18,295    1,156      522

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        858)
       0       40       -2      860      800      858      838        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.4      1.7     77.4     95.0     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       20       20       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,728
COMMITMENTS
       0       80        0   12,484   12,336   12,484   12,416    1,244    1,312

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      340      340      340      340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     90.9     89.9     90.9     90.4      9.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       15       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       33,646
COMMITMENTS
       0      900      780   30,237   31,251   31,017   32,931    2,629      715

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        564)
       0        0        0     -188      598     -188      598      752      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      2.3     89.9     92.9     92.2     97.9      7.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       21       26       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,020
COMMITMENTS
       0       40       60   30,698   29,980   30,758   30,080      262      940

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        332)
       0        0        0      272      332      272      332       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.2     99.0     96.6     99.2     97.0      0.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       19       22       20
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        8,006
COMMITMENTS
       0      480      160    6,211    6,728    6,371    7,368    1,635      638

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        146)
       0        0        0        6      -94        6      -94      140      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      2.0     77.6     84.0     79.6     92.0     20.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       16       17       18
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| 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:       11,292
COMMITMENTS
      80        0        0   10,904   10,572   10,984   10,572      308      720

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:       -152)
       0        0        0     -272     -152     -272     -152      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     96.6     93.6     97.3     93.6      2.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       17       22       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,244
COMMITMENTS
       0        0        0   13,191   12,840   13,191   12,840       53      404

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      190      150      190      150      -35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.6     96.9     99.6     96.9      0.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       20       21       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,122,604
COMMITMENTS
 184,453  173,468  300,339  573,044  576,098  1057836  1049905   64,768   72,699

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:    -32,136)
  -7,814  -71,783    7,679  -42,952    7,580  -43,087  -56,524   10,951   24,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     15.5     26.8     51.0     51.3     94.2     93.5      5.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      74       88      115       76       89      219      233
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      186,484
COMMITMENTS
  25,813   12,433   11,811  103,073  108,518  140,697  132,762   45,787   53,722

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      7,560)
    -100      191      102    6,093    7,071    6,095    7,364    1,465      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      6.7      6.3     55.3     58.2     75.4     71.2     24.6     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        4        6       20       20       26       28
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       52,886
COMMITMENTS
     140    2,782    1,250   50,666   48,024   52,056   52,056      830      830

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      4,501)
      55     -100      250    3,896    3,976    4,201    4,126      300      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.3      2.4     95.8     90.8     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        4        4       38       37       44       43
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      194,211
COMMITMENTS
  24,819   38,816   31,708  126,864  115,739  183,391  186,263   10,820    7,948

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     -9,388)
   3,291    4,164   -7,627   -5,605   -4,944   -9,941   -8,407      553     -981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     20.0     16.3     65.3     59.6     94.4     95.9      5.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       18       25       22       21       49       50
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,831
COMMITMENTS
       0    7,590      620   52,459   44,085   53,079   52,295    9,752   10,536

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,104)
       0      880        0      364      299      364    1,179      740      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.1      1.0     83.5     70.2     84.5     83.2     15.5     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       21       19       23       22
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,887
COMMITMENTS
       0      670        0   17,887   17,217   17,887   17,887        0        0

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,740)
       0        0        0    1,740    1,740    1,740    1,740        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.0    100.0     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       24       28       24       31
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,355
COMMITMENTS
   8,889    2,893        7    2,605    9,564   11,501   12,464    1,854      891

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:         77)
     156      -87        2     -118      109       40       24       37       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     21.7      0.1     19.5     71.6     86.1     93.3     13.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      41       16        2       21       20       62       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,731
COMMITMENTS
   9,339    1,252       56    4,965   13,755   14,360   15,063    2,371    1,668

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        676)
     253      -85        0      247      696      500      611      176       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      7.5      0.3     29.7     82.2     85.8     90.0     14.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      33       11        2       14       23       48       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,988
COMMITMENTS
  49,907    9,817   15,814  102,291  144,236  168,012  169,867   15,976   14,121

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:     18,713)
   3,607     -688      483   12,364   17,386   16,454   17,181    2,259    1,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      5.3      8.6     55.6     78.4     91.3     92.3      8.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       25       39       72       82      136      127
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,507
COMMITMENTS
     300      300        0    7,007    7,007    7,307    7,307      200      200

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        100)
      50       50        0       50       50      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.0      0.0     93.3     93.3     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        0       26       23       29       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,411
COMMITMENTS
   1,280      303      290   15,924   17,818   17,494   18,411      917        0

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        389)
       0      -75        0      464      539      464      464      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.6      1.6     86.5     96.8     95.0    100.0      5.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       26       25       29       27
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,533
COMMITMENTS
      40      335        0    5,957    5,983    5,997    6,318      536      215

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,262)
       0        0        0    1,262    1,262    1,262    1,262        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.1      0.0     91.2     91.6     91.8     96.7      8.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       16       16       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,250
COMMITMENTS
       0       50       50    6,150    6,100    6,200    6,200       50       50

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.8     98.4     97.6     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       19       25       20       26
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,394
COMMITMENTS
     389      159        0   16,139   17,112   16,528   17,271      866      123

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,244)
     -32        0        0    1,258    1,241    1,226    1,241       18        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.9      0.0     92.8     98.4     95.0     99.3      5.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       21       24       22       26
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,438
COMMITMENTS
       0       46      131    8,231    8,243    8,362    8,420       76       18

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:        187)
      -8       46      -46      241      187      187      187        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      1.6     97.5     97.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       17       24       18
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 11/18/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       38,343
COMMITMENTS
   4,456   13,026    1,067   29,929   21,312   35,452   35,405    2,891    2,938

CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST:      1,268)
     609    1,080       30     -522      486      117    1,596    1,151     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     34.0      2.8     78.1     55.6     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       22       26       28       32
 

Updated Novenber 21, 2008