GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,076
COMMITMENTS
      75        0        0   20,001   20,076   20,076   20,076        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,162)
      75        0        0   -1,171   -1,087   -1,096   -1,087      -66      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        0        0       36       36       37       36
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,328
COMMITMENTS
     100      770      135   12,933   12,383   13,168   13,288      160       40

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,553)
       0      275     -230   -1,303   -1,578   -1,533   -1,533      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.8      1.0     97.0     92.9     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       24       28       27       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,639
COMMITMENTS
     146       28      113    6,261    6,438    6,520    6,579    1,119    1,060

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:          6)
     105     -321       -7     -172     -136      -74     -464       80      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.4      1.5     82.0     84.3     85.4     86.1     14.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       30       33       34       36
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,020
COMMITMENTS
      80       35       65    5,161    5,198    5,306    5,298      714      722

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -448)
      30     -110      -50     -340     -202     -360     -362      -88      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.6      1.1     85.7     86.3     88.1     88.0     11.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       37       38       40       41
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      264,194
COMMITMENTS
  23,742   11,177   66,314  140,815  160,026  230,870  237,517   33,324   26,678

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      1,648)
     357   -4,358    1,021   -1,639    4,610     -261    1,273    1,909      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      4.2     25.1     53.3     60.6     87.4     89.9     12.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      28       22       42       62       70      114      117
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,470
COMMITMENTS
   1,935    3,567    6,801    4,037    2,769   12,773   13,137      698      333

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:         77)
    -457     -231      361      181      -37       85       93       -7      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     26.5     50.5     30.0     20.6     94.8     97.5      5.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4       11       13       13       24       24
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       12,530
COMMITMENTS
      37    1,801      162   11,981   10,127   12,180   12,090      350      440

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,482)
     -37      238      -13   -1,832   -2,110   -1,882   -1,885     -600     -597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.4      1.3     95.6     80.8     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        2       32       37       35       43
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,840
COMMITMENTS
       0       50        0    5,815    6,765    5,815    6,815    1,025       25

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -375)
    -200      -25        0     -425     -350     -625     -375      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     85.0     98.9     85.0     99.6     15.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       20       24       20       25
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,095,330
COMMITMENTS
  91,174  263,871  454,494  471,346  340,604  1017015  1058969   78,315   36,361

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -20,492)
 -32,665    5,692    1,595   10,265  -25,354  -20,805  -18,068      313   -2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     24.1     41.5     43.0     31.1     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      66       66       87       75       68      196      172
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       33,488
COMMITMENTS
  13,394   18,823    5,460   14,448    8,924   33,302   33,208      186      281

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        648)
    -525     -533      626      501      468      602      561       47       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0     56.2     16.3     43.1     26.6     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6       13       13        7       10       21       28
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,872
COMMITMENTS
       0    7,843    2,069   80,649   67,858   82,718   77,770    7,154   12,102

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -3,074)
       0    1,461     -654   -2,184   -2,479   -2,838   -1,672     -236   -1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      2.3     89.7     75.5     92.0     86.5      8.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       24       21       26       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,587
COMMITMENTS
   3,110    9,034    4,457   40,193   31,143   47,760   44,634    6,827    9,953

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,286)
    -100   -1,479     -540   -5,530   -3,199   -6,170   -5,218      884      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     16.5      8.2     73.6     57.1     87.5     81.8     12.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        4       18       13       22       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,545
COMMITMENTS
   2,421        0    1,434   78,014   78,824   81,869   80,258    6,676    8,287

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -7,192)
    -870        0        0   -5,512   -5,921   -6,382   -5,921     -810   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      1.6     88.1     89.0     92.5     90.6      7.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       27       29       30       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,136
COMMITMENTS
       0        0        0   72,413   63,776   72,413   63,776   11,723   20,360

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.1     75.8     86.1     75.8     13.9     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       19       17       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,830
COMMITMENTS
   9,398    2,227    4,067   52,993   57,929   66,458   64,223    7,372    9,607

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,833)
  -2,010      386   -1,688     -774   -3,121   -4,472   -4,423    1,639    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      3.0      5.5     71.8     78.5     90.0     87.0     10.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       22       21       25       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,777
COMMITMENTS
   1,742    8,868    2,436   73,273   68,604   77,451   79,908    8,326    5,869

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -10,317)
    -924   -1,997     -523  -10,212   -7,529  -11,659  -10,049    1,342     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     10.3      2.8     85.4     80.0     90.3     93.2      9.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       28       32       30       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,529
COMMITMENTS
  13,702      372    4,981   72,609   77,499   91,292   82,852    9,237   17,677

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -6,981)
   2,222     -360   -1,382   -6,770   -5,087   -5,930   -6,829   -1,051     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.4      5.0     72.2     77.1     90.8     82.4      9.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       18       25       20       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,151
COMMITMENTS
   4,638    7,062    1,078   26,765   25,875   32,481   34,015    6,670    5,136

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -3,581)
    -556        0        0   -2,231   -2,749   -2,787   -2,749     -794     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     18.0      2.8     68.4     66.1     83.0     86.9     17.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       14       14       17       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,415
COMMITMENTS
   1,127    4,770   21,812   57,022   54,227   79,961   80,809    5,454    4,606

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -4,085)
    -897     -542      151   -2,869   -3,544   -3,615   -3,935     -470     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.6     25.5     66.8     63.5     93.6     94.6      6.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       14       15       18       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,655
COMMITMENTS
       0        0        0   47,094   46,533   47,094   46,533    7,561    8,122

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,663)
       0     -469        0   -2,460      -10   -2,460     -479     -203   -2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.2     85.1     86.2     85.1     13.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,684
COMMITMENTS
   2,903    5,474    7,666   67,284   62,290   77,853   75,430    8,831   11,254

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -6,285)
    -465     -683       95   -7,330   -5,153   -7,700   -5,741    1,415     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.3      8.8     77.6     71.9     89.8     87.0     10.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       28       29       34       35
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,137,449
COMMITMENTS
 111,479   30,312  985,646  1035664  1117447  2132788  2133404    4,660    4,044

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,086)
   3,886  -39,508   24,496  -33,169    9,969   -4,787   -5,043     -299      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.4     46.1     48.5     52.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      47       22       63       55       53      122      118
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,586
COMMITMENTS
   7,511   20,336   19,360   68,639   60,593   95,510  100,289   17,076   12,297

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,143)
   1,106    2,855   -2,896   -2,487   -6,947   -4,277   -6,988     -866    1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     18.1     17.2     61.0     53.8     84.8     89.1     15.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        5        6       26       24       32       30
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,676
COMMITMENTS
  12,525      496   10,765   92,537   94,915  115,827  106,176    7,849   17,500

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -4,268)
  -5,865      496    3,057   -3,854  -11,173   -6,662   -7,620    2,394    3,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.4      8.7     74.8     76.7     93.7     85.9      6.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       20       19       24       24
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,592
COMMITMENTS
  12,913    8,741    4,930  192,992  201,352  210,835  215,023   12,757    8,569

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -12,891)
     686   -1,747     -118  -12,518   -9,431  -11,950  -11,296     -941   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      3.9      2.2     86.3     90.1     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        4       41       35       47       40
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      194,207
COMMITMENTS
   3,201   14,159    9,144  170,859  163,496  183,204  186,799   11,003    7,408

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -8,251)
     787   -3,098     -794   -8,836   -8,237   -8,843  -12,129      592    3,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      7.3      4.7     88.0     84.2     94.3     96.2      5.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        6       36       32       42       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,449
COMMITMENTS
   2,114   10,777   13,949  214,983  208,931  231,046  233,657   13,403   10,792

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -13,797)
    -655    3,297   -3,889   -8,472  -14,125  -13,016  -14,717     -781      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.4      5.7     87.9     85.5     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        4        6       41       44       47       50
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      197,460
COMMITMENTS
  15,569    8,625   25,259  151,019  155,573  191,847  189,457    5,613    8,003

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -5,571)
  -3,687    1,859       65   -1,922   -8,370   -5,544   -6,446      -27      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      4.4     12.8     76.5     78.8     97.2     95.9      2.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        7       33       32       42       39
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,361
COMMITMENTS
     248      549      341   39,817   37,107   40,406   37,997    6,955    9,364

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -272)
       0      118        0      416      228      416      346     -688     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.2      0.7     84.1     78.3     85.3     80.2     14.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       15       17       16
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,541,472
COMMITMENTS
 1043464  203,857  1153686  1318708  2168187  3515858  3525730   25,614   15,742

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:   -178,613)
 -48,318  -57,229  -40,823  -83,839  -69,688 -172,980 -167,740   -5,633  -10,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      5.8     32.6     37.2     61.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       22       46      104       98      155      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,165,349
COMMITMENTS
 140,390  353,609  310,419  709,586  499,083  1160395  1163111    4,954    2,238

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:   -121,930)
 -48,110  -14,428  -30,568  -44,006  -69,498 -122,684 -114,494      754   -7,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     30.3     26.6     60.9     42.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       25       35       38       38       79       78
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,803
COMMITMENTS
      25        0       50    2,678    2,703    2,753    2,753       50       50

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        -60)
    -250     -150     -150      290      290     -110      -10       50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      1.8     95.5     96.4     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       18       13
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,403
COMMITMENTS
   3,480      484   13,401   83,762   87,419  100,643  101,303      760      100

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -7,230)
  -1,361     -102   -1,105   -4,857   -5,601   -7,322   -6,807       92     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.5     13.2     82.6     86.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        6        7       32       30       42       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,581
COMMITMENTS
   2,750       16      592   28,003   30,916   31,345   31,525    1,237    1,057

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,625)
     286      -90     -221   -2,538   -2,570   -2,472   -2,881     -153      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      1.8     85.9     94.9     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       21       20       23       22
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,368
COMMITMENTS
       0       80        0   12,124   11,976   12,124   12,056    1,244    1,312

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -158)
       0      -40        0     -272      -60     -272     -100      114      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     90.7     89.6     90.7     90.2      9.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       15       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,536
COMMITMENTS
       0      900      780   29,891   30,107   30,671   31,787    1,865      749

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -2,856)
       0      260   -1,460     -751   -1,177   -2,211   -2,377     -645     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      2.4     91.9     92.5     94.3     97.7      5.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       24       21       26       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,794
COMMITMENTS
       0       40      120   30,472   29,694   30,592   29,854      202      940

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,720)
       0      -20      -60   -1,682   -1,358   -1,742   -1,438       22     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.4     99.0     96.4     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       22       18       23       19
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,793
COMMITMENTS
       0      683      439    9,047    9,153    9,486   10,275    1,307      518

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,083)
       0     -414     -199     -819     -711   -1,018   -1,325      -65      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      4.1     83.8     84.8     87.9     95.2     12.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       18       17       20       19
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       11,296
COMMITMENTS
      80        0        0   11,028   10,576   11,108   10,576      188      720

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -638)
     -40        0        0     -574     -616     -614     -616      -24      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     97.6     93.6     98.3     93.6      1.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       17       21       17
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,436
COMMITMENTS
       0        0        0   11,378   10,992   11,378   10,992       58      444

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      1,698)
       0      -25        0    1,690    1,688    1,690    1,663        8       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.5     96.1     99.5     96.1      0.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       21       20       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,198,306
COMMITMENTS
 187,191  108,321  1421531  1541270  1593005  3149992  3122856   48,314   75,450

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -22,107)
  -2,579   -9,083   21,343  -40,279  -43,917  -21,515  -31,657     -593    9,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      3.4     44.4     48.2     49.8     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      89      117      155       80       96      267      277
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,016
COMMITMENTS
  10,926   14,178   37,829   80,171   74,948  128,926  126,955    2,090    4,061

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     12,140)
    -150    1,291    4,573    7,808    3,981   12,231    9,844      -91    2,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     10.8     28.9     61.2     57.2     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4       11       14       15       12       30       26
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      176,569
COMMITMENTS
  26,938   11,437   10,939  101,524   98,626  139,401  121,002   37,168   55,567

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      3,057)
      89   -3,772       73     -337    5,088     -175    1,389    3,232    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      6.5      6.2     57.5     55.9     78.9     68.5     21.1     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        7       20       20       27       27
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      423,612
COMMITMENTS
  31,827   12,851  185,291  203,886  222,372  421,004  420,513    2,608    3,099

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:    -11,731)
  -5,531   -2,204   -7,128      984   -2,234  -11,675  -11,565      -56     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      3.0     43.7     48.1     52.5     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       27       44       34       34       82       81
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      407,363
COMMITMENTS
  16,385    8,804   84,672  295,037  298,951  396,094  392,427   11,269   14,936

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -8,573)
    -925      540   -7,794     -676   -2,409   -9,394   -9,663      821    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.2     20.8     72.4     73.4     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        2        9       33       33       42       42
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,621
COMMITMENTS
      60    2,257      825   46,736   44,539   47,621   47,621        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -551)
     -20    1,332      -10      754      549      724    1,871   -1,275   -2,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.7      1.7     98.1     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        6        4       37       39       42       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      204,039
COMMITMENTS
  21,361   33,638   41,341  130,641  120,344  193,343  195,323   10,696    8,716

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      7,884)
   2,834   -1,671    4,792    1,094    3,469    8,720    6,590     -836    1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     16.5     20.3     64.0     59.0     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13       21       29       22       21       53       53
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       34,530
COMMITMENTS
   6,227    9,798    5,181   20,143   17,291   31,551   32,270    2,979    2,260

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        765)
     -15        0      245      395      595      625      840      140      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     28.4     15.0     58.3     50.1     91.4     93.5      8.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        5       12       13       20       21
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       58,402
COMMITMENTS
       0    6,560      720   48,541   40,796   49,261   48,076    9,141   10,326

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,886)
    -971   -1,745   -1,116      272    2,014   -1,815     -847      -71   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.2      1.2     83.1     69.9     84.3     82.3     15.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       19       18       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,370
COMMITMENTS
       0      970        0   15,370   14,400   15,370   15,370        0        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -313)
       0      -50        0     -163     -113     -163     -163     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      0.0    100.0     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        0       23       25       23       29
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,470
COMMITMENTS
   8,789    3,299        0    2,665    9,365   11,454   12,664    2,016      806

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -716)
    -580     -139        0     -288     -359     -868     -498      152     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.2     24.5      0.0     19.8     69.5     85.0     94.0     15.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      38       22        0       20       24       58       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,761
COMMITMENTS
   8,299    1,502       26    4,838   12,827   13,163   14,355    2,598    1,406

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        327)
    -141      246      -53      407      288      213      481      114     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.7      9.5      0.2     30.7     81.4     83.5     91.1     16.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24       13        1       14       21       38       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      182,210
COMMITMENTS
  47,108   10,937   28,723   91,545  130,265  167,375  169,924   14,834   12,285

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        438)
   4,880     -851      644   -4,979     -239      546     -445     -107      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      6.0     15.8     50.2     71.5     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      47       23       33       65       76      129      119
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,572
COMMITMENTS
     250      150        0    6,122    6,222    6,372    6,372      200      200

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:     -1,314)
     100       50     -100   -1,256   -1,168   -1,256   -1,218      -58      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.3      0.0     93.2     94.7     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        0       24       23       26       25
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,566
COMMITMENTS
   1,280      378      289   15,035   16,824   16,604   17,491      962       75

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:       -907)
      25       36     -136     -708     -477     -819     -577      -88     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      2.2      1.6     85.6     95.8     94.5     99.6      5.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       24       24       27       26
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,961
COMMITMENTS
      60      335        0    4,365    4,441    4,425    4,776      536      185

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        637)
     -30     -275        0      632      942      602      667       35      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      6.8      0.0     88.0     89.5     89.2     96.3     10.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       14       16       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,735
COMMITMENTS
       0       50       50    5,635    5,585    5,685    5,685       50       50

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        600)
       0        0      -50      675      675      625      625      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.9     98.3     97.4     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       19       23       20       24
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,860
COMMITMENTS
     361      159        0   12,705   13,610   13,066   13,769      794       91

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        986)
     -64        0        0      978    1,000      914    1,000       72      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.1      0.0     91.7     98.2     94.3     99.3      5.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       20       20       21       22
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,943
COMMITMENTS
       8        0      258    6,610    6,685    6,876    6,943       67        0

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:        811)
     -37     -375       46      863    1,210      872      881      -61      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      3.7     95.2     96.3     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       23       20       24       21
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,056
COMMITMENTS
   5,326   11,946      902   29,047   21,066   35,275   33,914    1,781    3,142

CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST:      1,591)
     412     -450     -418    3,295    2,533    3,289    1,665   -1,698      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     32.2      2.4     78.4     56.8     95.2     91.5      4.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       21       26       27       32
 

Updated November 7, 2008