GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,034
COMMITMENTS
       0       50        0    6,004    6,664    6,004    6,714    1,030      320

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        558)
       0        0        0      508      573      508      573       50      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     85.4     94.7     85.4     95.5     14.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       18       23       18       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,906
COMMITMENTS
      50      195      125    8,561    8,526    8,736    8,846      170       60

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:         50)
       0        0     -225      275      275       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.2      1.4     96.1     95.7     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        1       27       28       29       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,108
COMMITMENTS
      30        0       10    2,431    2,383    2,471    2,393      637      715

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        331)
       0        0        0      418      386      418      386      -87      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.3     78.2     76.7     79.5     77.0     20.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       22       22       23
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,945
COMMITMENTS
      15       35       55    3,499    3,406    3,569    3,496      376      449

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        247)
       0        5       -5      295      425      290      425      -43     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.9      1.4     88.7     86.3     90.5     88.6      9.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        2       32       37       34       39
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      273,200
COMMITMENTS
  51,190   22,225   39,716  143,292  178,684  234,198  240,626   39,001   32,574

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     -3,444)
   3,135      228   -8,936      517    3,437   -5,284   -5,271    1,839    1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      8.1     14.5     52.4     65.4     85.7     88.1     14.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      51       14       31       66       77      131      111
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,372,159
COMMITMENTS
 137,193  325,383  486,398  646,779  510,785  1270371  1322566  101,788   49,592

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -46,086)
   5,787   45,042  -78,225   -7,592  -23,276  -80,030  -56,459   33,944   10,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     23.7     35.4     47.1     37.2     92.6     96.4      7.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      85       48       87       82       73      214      167
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,408
COMMITMENTS
     430   10,569    2,621   90,931   76,250   93,982   89,440    7,426   11,968

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,375)
     178        0      597      844     -204    1,619      393     -244      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     10.4      2.6     89.7     75.2     92.7     88.2      7.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        4       24       21       28       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,823
COMMITMENTS
   6,373   13,460    3,665   81,691   71,238   91,729   88,363    6,094    9,460

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      3,523)
     730    1,176      150    1,787    1,921    2,667    3,247      856      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     13.8      3.7     83.5     72.8     93.8     90.3      6.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        4       29       26       34       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,214
COMMITMENTS
  15,514      372    4,229  109,864  124,910  129,607  129,511    7,607    7,703

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,859)
    -122        0       61    3,288    4,103    3,227    4,164     -368   -1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.3      3.1     80.1     91.0     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       32       28       36       32
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,805
COMMITMENTS
  13,423    5,777    3,770   81,867   91,359   99,060  100,906   10,745    8,899

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,860)
       0     -302      428    1,708    1,244    2,136    1,370     -276      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      5.3      3.4     74.6     83.2     90.2     91.9      9.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       26       30       30       32
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,737
COMMITMENTS
  13,016    1,067    3,870   33,230   43,366   50,116   48,303    4,621    6,434

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      4,260)
   4,234        0      262     -295    2,934    4,201    3,196       59    1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      1.9      7.1     60.7     79.2     91.6     88.2      8.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       17       17       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,949
COMMITMENTS
   5,173        0    6,909   53,098   56,651   65,180   63,560    6,769    8,389

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      4,424)
   3,455        0     -299    1,258    4,754    4,414    4,455       10      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      9.6     73.8     78.7     90.6     88.3      9.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       21       24       23       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,079
COMMITMENTS
     621       96    2,943   82,956   75,927   86,520   78,966    3,559   11,113

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:         -6)
  -2,873     -125      631    1,786    1,518     -456    2,024      450   -2,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.1      3.3     92.1     84.3     96.0     87.7      4.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        2       29       37       31       39
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,558
COMMITMENTS
   4,154    1,490    3,852   90,871   98,844   98,877  104,186   14,681    9,372

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        889)
    -178    1,243     -469    1,077      208      430      982      459      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.3      3.4     80.0     87.0     87.1     91.7     12.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,028
COMMITMENTS
   5,369    3,886   10,575   56,788   52,425   72,732   66,886    4,296   10,142

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,508)
  -1,353    1,224     -202    3,961    1,477    2,406    2,499      102        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      5.0     13.7     73.7     68.1     94.4     86.8      5.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       20       16       24       20
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,582
COMMITMENTS
   5,772    1,109   16,804   66,839   63,376   89,415   81,289    2,167   10,293

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,546)
     814      -20     -110      870    1,378    1,574    1,248      -28      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.2     18.3     73.0     69.2     97.6     88.8      2.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       15       18       19       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,435
COMMITMENTS
   1,960    1,896    4,831   60,909   54,725   67,700   61,452    5,735   11,983

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        331)
       0     -368    1,316   -1,103   -1,673      213     -725      118    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.6      6.6     82.9     74.5     92.2     83.7      7.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       25       23       29       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,948
COMMITMENTS
  19,028    1,803    7,936   90,697  106,065  117,661  115,804    7,287    9,144

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      3,444)
     999       91    1,748    2,148    1,126    4,895    2,965   -1,451      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      1.4      6.4     72.6     84.9     94.2     92.7      5.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       30       31       35       36
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,135
COMMITMENTS
     867        0      674   25,274   27,124   26,815   27,798    9,320    8,337

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,539)
    -646        0      380       93    1,435     -173    1,815    1,712     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      1.9     69.9     75.1     74.2     76.9     25.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       14       13       15
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       23,402
COMMITMENTS
   7,704      744        0   15,450   20,084   23,154   20,828      248    2,574

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      3.2      0.0     66.0     85.8     98.9     89.0      1.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13        8       14       10
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,534
COMMITMENTS
       0   17,525   18,860  100,491   85,879  119,351  122,264   10,183    7,270

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -493)
       0   -1,863      328   -1,857    1,042   -1,529     -493    1,036        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.5     14.6     77.6     66.3     92.1     94.4      7.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        6        6       36       31       42       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,888
COMMITMENTS
  17,168      112    3,138   63,733   79,477   84,039   82,727    8,849   10,161

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,902)
   1,941     -856       15    1,373    2,979    3,329    2,138     -427      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.1      3.4     68.6     85.6     90.5     89.1      9.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        6       21       23       27       29
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,025
COMMITMENTS
   2,232      310        0   51,385   54,488   53,617   54,798    4,408    3,227

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,046)
     992        0        0      527    1,899    1,519    1,899      527      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.5      0.0     88.6     93.9     92.4     94.4      7.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       12       16       14       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,796
COMMITMENTS
  15,565    5,672    5,393  210,609  222,131  231,567  233,196   16,229   14,600

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,533)
    -510    1,052      563      113     -894      166      721    1,367      812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      2.3      2.2     85.0     89.6     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        6       43       44       49       50
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,862
COMMITMENTS
  13,462      496   12,683  181,861  197,520  208,006  210,699   12,856   10,163

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -739)
  -2,811      -62     -225      731   -1,673   -2,305   -1,960    1,566    1,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.2      5.7     82.3     89.4     94.2     95.4      5.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        3       40       32       45       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,991
COMMITMENTS
   6,351    9,592   14,447  208,120  207,459  228,918  231,498   13,073   10,493

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      3,199)
   1,158   -4,811      996    1,439    7,704    3,593    3,889     -394     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      4.0      6.0     86.0     85.7     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       45       42       50       47
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,641
COMMITMENTS
       0    4,398    1,759   43,682   39,908   45,441   46,065    9,200    8,576

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,359)
       0    1,437      278      497    1,525      775    3,240    1,584     -881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      3.2     79.9     73.0     83.2     84.3     16.8     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       18       22       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,400
COMMITMENTS
  29,661    8,908   15,663  170,646  192,477  215,970  217,048   20,430   19,352

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      2,542)
  -6,463    1,835    2,456    6,877   -1,899    2,870    2,392     -328      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.8      6.6     72.2     81.4     91.4     91.8      8.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        5       37       39       43       44
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,305
COMMITMENTS
   5,154    9,746      881   69,005   61,050   75,040   71,677    6,265    9,628

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,667)
       0      -50     -341    1,120    1,506      779    1,115      888      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     12.0      1.1     84.9     75.1     92.3     88.2      7.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        1       26       23       29       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,219,319
COMMITMENTS
 850,374  192,801  958,687  1368355  2040876  3177416  3192364   41,903   26,955

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    107,661)
  68,543   -1,693   19,665   15,317   88,285  103,525  106,257    4,136    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      6.0     29.8     42.5     63.4     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      38       15       44      113       97      169      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,007,982
COMMITMENTS
  96,897  280,726  205,860  697,188  503,348  999,945  989,934    8,037   18,048

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:     46,958)
  17,016   18,809   -4,331   32,217   21,636   44,902   36,114    2,056   10,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     27.9     20.4     69.2     49.9     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       24       34       46       43       86       84
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       90,005
COMMITMENTS
   1,541      462    3,922   83,936   84,747   89,398   89,130      607      875

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,668)
     -52     -318     -114    1,883    2,111    1,718    1,679      -49      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.5      4.4     93.3     94.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        2        6       31       30       39       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,816
COMMITMENTS
   1,492    2,115      234   13,090   12,424   14,816   14,773        0       43

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     14.3      1.6     88.4     83.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1        9       15       11       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,163
COMMITMENTS
   4,121       40      375   24,026   28,443   28,522   28,858      641      305

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        -17)
       2        0       -9      -10       -8      -17      -17        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.1      1.3     82.4     97.5     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       20       22       23       25
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,700
COMMITMENTS
       0        0        0    8,416    8,896    8,416    8,896    1,284      804

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.8     91.7     86.8     91.7     13.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,742
COMMITMENTS
     978      500    1,254   22,136   24,456   24,368   26,210    3,374    1,532

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -48        0      -48        0       48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.8      4.5     79.8     88.2     87.8     94.5     12.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       21       17       24       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       21,698
COMMITMENTS
     950        0      890   19,412   19,974   21,252   20,864      446      834

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        852)
    -340        0        0    1,172      832      832      832       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      4.1     89.5     92.1     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        2       22       20       24       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,699,603
COMMITMENTS
 302,206  154,855  985,970  1321430  1466386  2609606  2607211   89,996   92,392

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    111,358)
  23,721    2,971   45,566   35,240   58,140  104,527  106,677    6,831    4,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      5.7     36.5     48.9     54.3     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      99      150      157       83      110      284      324
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      120,284
COMMITMENTS
  21,169   21,483    4,984   65,237   40,143   91,390   66,610   28,894   53,674

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      3,316)
    -491    1,440      822    1,160      312    1,491    2,574    1,825      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     17.9      4.1     54.2     33.4     76.0     55.4     24.0     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       14       14       19       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,885
COMMITMENTS
       0      550      100   16,785   16,235   16,885   16,885        0        0

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,400)
       0        0        0    1,400    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.6     99.4     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       25       28       26       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      159,221
COMMITMENTS
  29,137   26,477   40,799   76,294   83,592  146,230  150,868   12,991    8,353

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        335)
     884      255    3,375   -4,169   -2,364       90    1,266      245     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     16.6     25.6     47.9     52.5     91.8     94.8      8.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       13       23       22       23       47       47
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,185
COMMITMENTS
     150      550        0    6,975    6,635    7,125    7,185       60        0

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        225)
     150        0        0       75      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.7      0.0     97.1     92.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       13       16       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       22,230
COMMITMENTS
  12,306    2,119      468    5,571   19,171   18,345   21,758    3,885      472

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,623)
     -61       59      160    1,896    1,860    1,995    2,079     -372     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4      9.5      2.1     25.1     86.2     82.5     97.9     17.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      71       13       10       19       27       97       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,486
COMMITMENTS
   9,138    2,943       34    1,920   11,215   11,092   14,192    4,394    1,294

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:       -667)
    -940     -100      -17     -225       63   -1,182      -54      515     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.0     19.0      0.2     12.4     72.4     71.6     91.6     28.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      48       20        3       14       24       64       45
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      297,672
COMMITMENTS
  62,966   20,262   51,380  142,720  201,283  257,066  272,925   40,606   24,747

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:    -15,890)
   6,021    4,409   -9,885  -15,752  -10,940  -19,615  -16,416    3,725      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      6.8     17.3     47.9     67.6     86.4     91.7     13.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      68       27       46       91      103      179      159
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,550
COMMITMENTS
      50        0      200    2,300    2,350    2,550    2,550        0        0

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      7.8     90.2     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       15       15       16
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,883
COMMITMENTS
     300    1,935    1,033   10,162    8,486   11,495   11,454      388      429

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:      1,070)
      75     -860      580      415    1,350    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     16.3      8.7     85.5     71.4     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       22       22       24       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,730
COMMITMENTS
     950        0      825    3,955    4,805    5,730    5,630        0      100

CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.0     14.4     69.0     83.9    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       22       16       23       17
 

Updated July 29, 2008