GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,124
COMMITMENTS
       0        0        0    8,068    8,079    8,068    8,079       56       45

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,583)
     -26        0        0    1,693    1,708    1,667    1,708      -84     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.3     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       26       31       26       31
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,194
COMMITMENTS
       0      235      630    7,544    7,329    8,174    8,194       20        0

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,164)
       0        0       70    1,114    1,229    1,184    1,299      -20     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      7.7     92.1     89.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       24       26       26       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,471
COMMITMENTS
      71      565      122    3,298    3,097    3,491    3,784      980      687

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        375)
     -35       84       75      333      254      373      413        2      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     12.6      2.7     73.8     69.3     78.1     84.6     21.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       23       26       26       30
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,626
COMMITMENTS
       0       10       70    2,889    2,788    2,959    2,868      667      758

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        427)
       0       -5       30      487      271      517      296      -90      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      1.9     79.7     76.9     81.6     79.1     18.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        2       32       34       34       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      259,666
COMMITMENTS
  26,088   14,694   65,385  133,085  150,689  224,558  230,768   35,108   28,897

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      5,018)
   2,484    1,225    1,670    3,173      -41    7,328    2,855   -2,310    2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      5.7     25.2     51.3     58.0     86.5     88.9     13.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      34       22       43       59       60      115      107
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       16,503
COMMITMENTS
   2,403    4,413    8,624    4,391    2,889   15,417   15,926    1,086      577

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        132)
     647      533     -655       78      221       69      100       63       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     26.7     52.3     26.6     17.5     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5       11       11       10       22       21
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        9,200
COMMITMENTS
     355    1,388       50    8,470    7,437    8,875    8,875      325      325

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,113)
       0      938      -75    1,163      225    1,088    1,088       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     15.1      0.5     92.1     80.8     96.5     96.5      3.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        1       29       27       32       30
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,347
COMMITMENTS
     592      222        0    3,520    4,095    4,112    4,317      235       30

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      5.1      0.0     81.0     94.2     94.6     99.3      5.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       12       17       14       19
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,307,108
COMMITMENTS
 206,287  387,581  523,552  492,057  354,187  1221896  1265321   85,212   41,787

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     -2,372)
   5,245  -20,972   13,912  -20,793    3,069   -1,636   -3,991     -736    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     29.7     40.1     37.6     27.1     93.5     96.8      6.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     103       63      109       79       72      232      202
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       29,755
COMMITMENTS
  11,644   17,902    4,344   13,639    6,761   29,627   29,007      128      748

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:       -217)
   1,750      870   -1,815     -115       69     -180     -876      -37      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     60.2     14.6     45.8     22.7     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       13       15        6        8       22       28
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,413
COMMITMENTS
     632    6,664    3,167   89,856   82,111   93,655   91,942    7,758    9,471

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        598)
  -1,938        0      898    1,638       57      598      955        0     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.6      3.1     88.6     81.0     92.4     90.7      7.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       26       24       29       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,900
COMMITMENTS
   2,397   12,852    4,159   46,770   36,311   53,326   53,322    7,574    7,578

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        646)
       0      490      589      -54     -116      535      963      111     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     21.1      6.8     76.8     59.6     87.6     87.6     12.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       28       22       31       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,825
COMMITMENTS
   4,054    2,266      792   82,549   84,058   87,395   87,116    7,430    7,709

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,420)
     960      302     -360     -874      748     -274      690    1,694      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.4      0.8     87.1     88.6     92.2     91.9      7.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       31       29       35       33
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,767
COMMITMENTS
   1,922    3,161      248   70,631   67,172   72,801   70,581   10,966   13,186

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:          0)
       0     -180        0        0      180        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.8      0.3     84.3     80.2     86.9     84.3     13.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       20       24       24       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,864
COMMITMENTS
   3,169    6,380    4,234   31,864   29,110   39,267   39,724    4,597    4,140

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     14.5      9.7     72.6     66.4     89.5     90.6     10.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       13       10       17       14
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,355
COMMITMENTS
  16,912      503    5,286   45,929   62,472   68,127   68,261    9,228    9,094

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      3,007)
     838     -368      728      -47    2,285    1,519    2,645    1,488      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      0.7      6.8     59.4     80.8     88.1     88.2     11.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        3       23       25       28       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,479
COMMITMENTS
   3,655    7,995    3,843   80,298   78,251   87,796   90,089    7,683    5,390

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        622)
  -1,100      -62      788    1,056     -852      744     -126     -122      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      8.4      4.0     84.1     82.0     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        3       31       37       34       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,608
COMMITMENTS
   9,176      488    5,733   86,537   85,733  101,446   91,954    6,162   15,654

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:         72)
    -801        0      538      295     -534       32        4       40       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.5      5.3     80.4     79.7     94.3     85.5      5.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       27       26       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,815
COMMITMENTS
   2,363    6,048    2,279   35,188   28,869   39,830   37,196    4,985    7,619

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        190)
     178      434      -97       16      120       97      457       93     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     13.5      5.1     78.5     64.4     88.9     83.0     11.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       19       22       23
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,651
COMMITMENTS
   1,719    6,485   20,835   66,361   64,467   88,915   91,787    4,736    1,864

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,828)
    -118   -1,530      616    1,749    4,026    2,247    3,112     -419   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.9     22.2     70.9     68.8     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       18       22       22       25
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,194
COMMITMENTS
   1,052        0    1,697   41,477   44,003   44,226   45,700    9,968    8,494

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      3.1     76.5     81.2     81.6     84.3     18.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       22       23       25       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,794
COMMITMENTS
   3,545    4,305    6,597   74,902   75,969   85,044   86,871    6,750    4,923

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      2,528)
  -1,651     -945    1,540    2,845    1,961    2,734    2,556     -206      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      4.7      7.2     81.6     82.8     92.6     94.6      7.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       33       35       39       40
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,744
COMMITMENTS
       0    1,270        0   40,843   41,610   40,843   42,880    6,901    4,864

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:          0)
       0   -2,509        0        0    2,118        0     -391        0      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      0.0     85.5     87.2     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       15       18       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,301,279
COMMITMENTS
 158,250   25,513  1103750  1022681  1157648  2284682  2286912   16,598   14,368

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     99,490)
 -23,645    4,229   64,404   48,503   20,617   89,262   89,250   10,228   10,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      1.1     48.0     44.4     50.3     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      45       22       59       62       60      128      120
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,280
COMMITMENTS
   8,282   19,585   15,348   71,773   66,672   95,403  101,605   14,877    8,675

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      3,793)
   1,888      103   -1,579    3,126    7,407    3,435    5,931      358   -2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     17.8     13.9     65.1     60.5     86.5     92.1     13.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        6        6       34       31       40       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,531
COMMITMENTS
  14,604        0   11,055   87,218   96,274  112,877  107,329    6,654   12,202

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      2,933)
   2,593        0       31      309    2,902    2,933    2,933        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      9.2     73.0     80.5     94.4     89.8      5.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        4       24       22       30       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,222
COMMITMENTS
   5,520        0        0   85,210   90,453   90,730   90,453      492      769

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      3,667)
       0        0        0    3,667    3,667    3,667    3,667        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.0      0.0     93.4     99.2     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,562
COMMITMENTS
  10,141    5,246    6,097  204,159  217,364  220,397  228,707   19,165   10,855

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,681)
     980       22     -628   -4,394    2,133   -4,042    1,527    5,723      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.2      2.5     85.2     90.7     92.0     95.5      8.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        4        6       44       38       52       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,364
COMMITMENTS
   5,235   18,464   11,811  187,014  178,728  204,060  209,003   11,304    6,361

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        957)
  -2,296       50      462    1,783      445      -51      957    1,008        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      8.6      5.5     86.8     83.0     94.8     97.0      5.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       38       31       44       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      245,140
COMMITMENTS
   7,268    5,103   19,983  203,733  204,641  230,984  229,727   14,156   15,413

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     18,060)
   3,360    1,622       17   13,836   15,263   17,213   16,902      847    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.1      8.2     83.1     83.5     94.2     93.7      5.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        6        8       48       48       56       57
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,862
COMMITMENTS
   2,348      798    1,857   30,733   30,945   34,938   33,600    6,924    8,262

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        -34)
    -517        0      242       90     -338     -185      -96      151       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      1.9      4.4     73.4     73.9     83.5     80.3     16.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       13       17       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      201,011
COMMITMENTS
  18,621    4,761   22,641  152,983  165,967  194,245  193,369    6,766    7,642

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        152)
  -1,557   -2,304      968    1,012    1,602      423      266     -271     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      2.4     11.3     76.1     82.6     96.6     96.2      3.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        6       39       38       47       45
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,161
COMMITMENTS
     957    3,623    1,354   40,116   37,157   42,427   42,134    8,734    9,027

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        392)
     248     -149       90      113      392      451      333      -59       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      7.1      2.6     78.4     72.6     82.9     82.4     17.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       23       20       27       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,960,091
COMMITMENTS
 1529758  458,946  1159416  1243140  2325362  3932314  3943724   27,777   16,367

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     12,691)
 -12,424     -454    7,336   16,402    8,047   11,314   14,929    1,377   -2,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6     11.6     29.3     31.4     58.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      28       22       48      105       99      158      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,252,753
COMMITMENTS
 148,838  532,067  289,647  809,904  429,748  1248389  1251462    4,364    1,291

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     54,116)
  11,053   -1,571   39,067    5,053   18,166   55,173   55,662   -1,057   -1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     42.5     23.1     64.6     34.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       25       39       43       43       84       88
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      108,022
COMMITMENTS
   3,259      595   16,685   86,675   89,809  106,620  107,089    1,402      932

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,096)
     503      -63     -168      247    1,102      582      872      514      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.6     15.4     80.2     83.1     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        8       27       29       35       37
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,221
COMMITMENTS
   2,993      188      789   26,777   29,452   30,560   30,429      661      792

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        730)
      -5       10       22      684      698      701      730       29       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.6      2.5     85.8     94.3     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       20       22       23       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       35,571
COMMITMENTS
       0      616    2,324   31,310   31,092   33,634   34,032    1,937    1,539

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      5,832)
       0        0      960    4,752    4,752    5,712    5,712      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      6.5     88.0     87.4     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        3       21       17       24       20
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,274
COMMITMENTS
       0      340      240   28,582   27,164   28,822   27,744      452    1,530

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        254)
       0        0        0      254      254      254      254        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.8     97.6     92.8     98.5     94.8      1.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       23       19       24       20
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| 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:        9,868
COMMITMENTS
     120       40        0    9,652    9,004    9,772    9,044       96      824

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:         12)
       0        0        0       12       12       12       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.4      0.0     97.8     91.2     99.0     91.6      1.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       16       19       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,232,663
COMMITMENTS
 200,697  123,831  1471270  1463544  1536223  3135511  3131324   97,152  101,339

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:    271,369)
   6,616   -7,450  148,520  102,012  121,963  257,147  263,033   14,222    8,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      3.8     45.5     45.3     47.5     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
     116      116      172       83       95      293      298
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       92,055
COMMITMENTS
  20,798   15,161   25,739   43,850   50,301   90,387   91,200    1,668      854

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     -3,348)
     426   -2,036     -625   -2,825     -828   -3,023   -3,489     -325      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     16.5     28.0     47.6     54.6     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       12       14       14       12       30       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      133,863
COMMITMENTS
  19,803   13,246    8,904   64,302   58,086   93,009   80,236   40,854   53,627

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      3,744)
     105     -696      528    2,290    8,331    2,923    8,163      821   -4,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      9.9      6.7     48.0     43.4     69.5     59.9     30.5     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        7       16       16       23       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      417,791
COMMITMENTS
  29,215   14,250  188,281  189,127  203,762  406,623  406,293   11,167   11,497

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     43,001)
   5,505    2,773   18,543   10,748   13,956   34,796   35,272    8,205    7,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      3.4     45.1     45.3     48.8     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       26       45       38       37       88       86
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      297,100
COMMITMENTS
  15,184    6,534   80,191  190,228  198,589  285,603  285,314   11,497   11,787

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     16,115)
  -1,098     -151   -1,018   13,869   12,034   11,753   10,865    4,362    5,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.2     27.0     64.0     66.8     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        9       30       29       39       38
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,866
COMMITMENTS
     300      875      525   24,376   23,816   25,201   25,216      665      650

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,865)
    -850      375      300    3,715    2,440    3,165    3,115   -1,300   -1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.4      2.0     94.2     92.1     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        2       36       33       39       38
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      198,989
COMMITMENTS
  19,598   30,408   46,510  123,256  115,499  189,364  192,417    9,625    6,572

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        388)
   1,723     -383     -135      681    2,737    2,269    2,219   -1,881   -1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     15.3     23.4     61.9     58.0     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      13       17       27       23       22       51       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       31,691
COMMITMENTS
   5,311    8,547    3,537   20,307   17,572   29,155   29,656    2,536    2,035

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:     -1,601)
   2,230     -194     -806   -2,731     -351   -1,307   -1,351     -294     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     27.0     11.2     64.1     55.4     92.0     93.6      8.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        4       12       13       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,059
COMMITMENTS
      50      500        0    8,009    7,559    8,059    8,059        0        0

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:         48)
       0        0        0       48       48       48       48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.2      0.0     99.4     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       19       20       20       22
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,577
COMMITMENTS
   9,563    4,386       66    3,109    9,018   12,738   13,470    1,839    1,107

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      1,307)
   2,080      -22       56     -594    1,267    1,542    1,301     -235        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.6     30.1      0.5     21.3     61.9     87.4     92.4     12.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      43       31        3       21       24       67       56
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,405
COMMITMENTS
   6,798    3,257      127    4,011    8,375   10,936   11,759    2,469    1,646

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        263)
     189       17      101     -245      324       45      442      218     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     24.3      0.9     29.9     62.5     81.6     87.7     18.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      22       10        3       11       20       34       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,189
COMMITMENTS
  48,841   13,047   45,834  115,778  157,190  210,452  216,071   16,737   11,118

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        333)
  -4,696     -763   14,090   -7,306  -10,838    2,087    2,490   -1,754   -2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      5.7     20.2     51.0     69.2     92.6     95.1      7.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      50       21       42       74       80      144      126
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,700
COMMITMENTS
     250      100      100    4,150    4,250    4,500    4,450      200      250

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        100)
       0        0      100      -25        0       75      100       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.1      2.1     88.3     90.4     95.7     94.7      4.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       23       22       25       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,691
COMMITMENTS
   1,399        0      864   11,029   12,437   13,292   13,301      399      390

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        145)
     -50        0        0      103       -5       53       -5       92      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      6.3     80.6     90.8     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        2       29       28       31       30
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,504
COMMITMENTS
       0      500      130    1,986    1,654    2,116    2,284      388      220

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        171)
       0     -170      130       29      171      159      131       12       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.0      5.2     79.3     66.1     84.5     91.2     15.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       14       13       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,275
COMMITMENTS
     275        0        0    2,850    3,200    3,125    3,200      150       75

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        115)
     225     -125      -75     -185      290      -35       90      150       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      0.0     87.0     97.7     95.4     97.7      4.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       19       22       21       22
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,176
COMMITMENTS
     444       32       64    2,693    3,798    3,201    3,894      975      282

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:        471)
     -32       32       64      112      336      144      432      327       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.8      1.5     64.5     90.9     76.7     93.2     23.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       15       17       16
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       17,314
COMMITMENTS
   1,656    4,442    1,925   11,834    8,706   15,415   15,073    1,899    2,241

CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST:      2,095)
       0    2,152      537    1,474     -813    2,011    1,876       84      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     25.7     11.1     68.3     50.3     89.0     87.1     11.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        6       24       26       32       33
 

Updated September 19, 2008