GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,784 COMMITMENTS 0 0 0 6,764 6,729 6,764 6,729 20 55 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 556) 0 0 0 556 556 556 556 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 25 29 25 29 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,678 COMMITMENTS 0 320 625 7,003 6,588 7,628 7,533 50 145 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 190) 0 -75 25 165 240 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 8.1 91.2 85.8 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 1 29 29 30 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,952 COMMITMENTS 72 563 34 3,116 2,880 3,222 3,477 730 475 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 40) 0 -1 -5 86 112 81 106 -41 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 14.2 0.9 78.8 72.9 81.5 88.0 18.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 25 31 27 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,304 COMMITMENTS 0 20 35 2,389 2,562 2,424 2,617 880 687 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 251) 0 0 0 219 162 219 162 32 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.1 72.3 77.5 73.4 79.2 26.6 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 26 28 27 29 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,026 COMMITMENTS 30,759 12,049 37,347 117,528 142,558 185,634 191,954 34,392 28,072 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -2,975) -2,127 -4,375 -2,077 618 3,168 -3,586 -3,284 611 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 5.5 17.0 53.4 64.8 84.4 87.2 15.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 35 18 36 54 60 106 101 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,790 COMMITMENTS 730 0 100 6,760 7,390 7,590 7,490 200 300 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 730) 355 -20 -250 675 900 780 630 -50 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 1.3 86.8 94.9 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 0 1 25 28 29 29 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,569 COMMITMENTS 914 369 0 4,270 5,170 5,184 5,539 385 30 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 200) 0 0 0 150 300 150 300 50 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 6.6 0.0 76.7 92.8 93.1 99.5 6.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 12 16 14 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 907,257 COMMITMENTS 201,203 348,339 291,250 339,054 233,553 831,507 873,142 75,750 34,115 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -14,856) -15,298 2,609 -9,052 8,419 -8,458 -15,931 -14,901 1,075 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 38.4 32.1 37.4 25.7 91.7 96.2 8.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 85 53 91 83 67 215 173 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,688 COMMITMENTS 1,874 8,303 2,649 92,940 85,548 97,463 96,500 8,225 9,188 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 854) -269 -109 219 1,097 672 1,047 782 -193 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 7.9 2.5 87.9 80.9 92.2 91.3 7.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 27 24 29 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,345 COMMITMENTS 2,695 12,018 4,913 51,967 40,672 59,575 57,603 6,770 8,742 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,145) 0 298 573 1,018 1,309 1,591 2,180 -446 -1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 18.1 7.4 78.3 61.3 89.8 86.8 10.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 5 30 22 35 28 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 102,755 COMMITMENTS 5,154 5,270 1,336 89,471 87,591 95,961 94,197 6,794 8,558 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 389) 0 298 31 358 -242 389 87 0 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.1 1.3 87.1 85.2 93.4 91.7 6.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 29 26 33 29 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 89,939 COMMITMENTS 3,782 3,083 1,405 72,594 71,869 77,781 76,357 12,158 13,582 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 27) 0 151 0 -2,080 -970 -2,080 -819 2,107 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.4 1.6 80.7 79.9 86.5 84.9 13.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 20 23 24 25 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,265 COMMITMENTS 4,011 2,780 5,622 37,468 39,382 47,101 47,784 2,164 1,481 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,518) -906 98 723 1,851 577 1,668 1,398 -150 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 5.6 11.4 76.1 79.9 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 20 19 23 21 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,291 COMMITMENTS 8,051 1,815 5,000 59,131 62,144 72,182 68,959 7,109 10,332 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,094) 1,238 0 -88 184 876 1,334 788 -240 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.3 6.3 74.6 78.4 91.0 87.0 9.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 23 23 27 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,901 COMMITMENTS 6,364 4,898 2,341 85,568 88,322 94,273 95,561 5,628 4,340 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,107) 883 337 -329 943 1,669 1,497 1,677 -390 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.9 2.3 85.7 88.4 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 4 30 38 34 43 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 113,600 COMMITMENTS 11,526 248 5,160 90,256 92,490 106,942 97,898 6,658 15,702 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 957) 2,156 0 -346 1,366 2,050 3,176 1,704 -2,219 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.2 4.5 79.5 81.4 94.1 86.2 5.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 4 24 28 28 32 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,169 COMMITMENTS 2,624 5,555 3,533 43,427 36,012 49,584 45,100 4,585 9,069 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 952) -394 1,280 -128 1,398 -216 876 936 76 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 10.3 6.5 80.2 66.5 91.5 83.3 8.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 19 18 23 22 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,942 COMMITMENTS 3,156 6,705 19,353 73,816 68,021 96,325 94,079 1,617 3,863 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -798) -387 -1,187 394 -805 -373 -798 -1,166 0 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.8 19.8 75.4 69.5 98.3 96.1 1.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 18 21 23 24 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,330 COMMITMENTS 678 141 2,159 49,918 50,307 52,755 52,607 8,575 8,723 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 341) 190 -58 -310 612 919 492 551 -151 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 3.5 81.4 82.0 86.0 85.8 14.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 25 24 28 26 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,645 COMMITMENTS 1,372 7,348 6,145 77,908 72,958 85,425 86,451 6,220 5,194 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,462) -845 3,588 -407 3,486 217 2,234 3,398 228 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 8.0 6.7 85.0 79.6 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 4 5 32 35 38 40 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,979 COMMITMENTS 0 4,603 0 42,061 40,526 42,061 45,129 7,918 4,850 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -976) 0 -976 0 -856 0 -856 -976 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 0.0 84.2 81.1 84.2 90.3 15.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 13 16 15 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,545 COMMITMENTS 5,532 22,188 18,195 75,841 63,750 99,568 104,133 12,977 8,412 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -389) 0 -1,426 490 -607 1,488 -117 552 -272 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 19.7 16.2 67.4 56.6 88.5 92.5 11.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 8 35 30 43 38 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,388 COMMITMENTS 13,068 2,268 9,969 80,938 87,852 103,975 100,089 7,413 11,299 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 5,292) 1,079 1,284 4,129 84 95 5,292 5,508 0 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 2.0 8.9 72.7 78.9 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 4 22 22 27 26 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,225 COMMITMENTS 6,720 240 0 85,773 91,826 92,493 92,066 732 1,159 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,260) 0 0 0 45,260 45,260 45,260 45,260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.3 0.0 92.0 98.5 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 14 15 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 239,604 COMMITMENTS 7,234 5,368 8,252 210,595 214,833 226,081 228,453 13,523 11,151 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 612) 1,549 -268 -56 -43 1,474 1,450 1,150 -838 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.2 3.4 87.9 89.7 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 4 6 45 42 52 50 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 225,329 COMMITMENTS 9,056 17,538 13,908 191,616 187,191 214,580 218,637 10,749 6,692 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 876) 222 -214 -84 658 1,174 796 876 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 7.8 6.2 85.0 83.1 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 4 39 34 45 38 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 229,006 COMMITMENTS 4,806 10,062 14,849 200,618 189,887 220,273 214,798 8,733 14,208 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,803) -155 -694 751 2,008 183 2,604 240 199 2,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.4 6.5 87.6 82.9 96.2 93.8 3.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 5 8 51 49 60 57 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,784 COMMITMENTS 2,706 34 2,378 34,035 34,876 39,119 37,288 6,665 8,496 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 605) 1,927 0 -898 212 10 1,241 -888 -636 1,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.1 5.2 74.3 76.2 85.4 81.4 14.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 18 14 20 16 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 209,338 COMMITMENTS 15,821 12,072 20,161 168,230 168,649 204,212 200,882 5,126 8,456 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -118) 597 4,378 -1,713 5,090 1,363 3,974 4,028 -4,092 -4,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.8 9.6 80.4 80.6 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 7 40 39 47 47 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,152 COMMITMENTS 1,249 5,394 660 41,445 36,055 43,354 42,109 10,798 12,043 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 266) 0 186 0 84 0 84 186 182 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 10.0 1.2 76.5 66.6 80.1 77.8 19.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 20 17 23 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,798,025 COMMITMENTS 1450462 391,865 1074519 1246691 2317444 3771672 3783828 26,353 14,197 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 68,243) -93 -13,065 39,367 33,426 47,877 72,700 74,179 -4,457 -5,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 10.3 28.3 32.8 61.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 30 21 46 102 100 153 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,192,089 COMMITMENTS 117,700 406,178 310,593 759,447 472,147 1187740 1188918 4,349 3,171 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 45,210) 14,757 21,190 12,085 18,437 12,398 45,279 45,673 -69 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 34.1 26.1 63.7 39.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 27 36 42 43 82 84 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,299 COMMITMENTS 2,240 3,780 1,018 27,301 25,910 30,559 30,708 740 591 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 472) 256 660 28 212 -168 496 520 -24 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 12.1 3.3 87.2 82.8 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 6 26 28 32 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,665 COMMITMENTS 1,236 84 0 10,109 11,325 11,345 11,409 320 256 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.7 0.0 86.7 97.1 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 13 11 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,609 COMMITMENTS 3,160 0 349 10,406 13,444 13,915 13,793 694 816 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 78) -20 0 0 98 -42 78 -42 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 0.0 2.4 71.2 92.0 95.2 94.4 4.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 3 18 18 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,826 COMMITMENTS 220 556 644 21,164 20,836 22,028 22,036 1,798 1,790 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 204) 0 0 0 216 216 216 216 -12 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.3 2.7 88.8 87.5 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 20 16 23 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,826 COMMITMENTS 0 340 300 28,972 27,604 29,272 28,244 554 1,582 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,024) 0 6 0 504 504 504 510 520 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 1.0 97.1 92.6 98.1 94.7 1.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 24 22 25 23 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,250 COMMITMENTS 0 0 0 8,780 9,190 8,780 9,190 470 60 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.9 99.4 94.9 99.4 5.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 15 16 15 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 7,739 COMMITMENTS 1,140 304 60 5,538 6,305 6,738 6,669 1,001 1,070 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 3.9 0.8 71.6 81.5 87.1 86.2 12.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 13 12 15 15 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,170 COMMITMENTS 120 60 0 9,954 9,484 10,074 9,544 96 626 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.0 97.9 93.3 99.1 93.8 0.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 17 17 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,203,758 COMMITMENTS 204,335 192,676 313,490 623,370 625,635 1141195 1131801 62,563 71,957 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -37,657) 12,254 -8,535 -40,881 -16,229 5,014 -44,856 -44,402 7,199 6,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 16.0 26.0 51.8 52.0 94.8 94.0 5.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 80 97 117 84 99 239 246 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 132,446 COMMITMENTS 20,990 13,756 8,179 69,379 52,587 98,548 74,522 33,898 57,924 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,934) -120 -15 122 3,570 1,845 3,572 1,952 -1,638 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 10.4 6.2 52.4 39.7 74.4 56.3 25.6 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 7 17 16 24 23 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,697 COMMITMENTS 800 575 200 19,532 19,572 20,532 20,347 165 350 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,505) 0 0 150 1,305 1,105 1,455 1,255 50 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.8 1.0 94.4 94.6 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 1 36 33 38 37 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 210,928 COMMITMENTS 18,166 26,247 56,630 124,195 119,199 198,991 202,076 11,937 8,852 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,974) 1,596 -86 1,816 2,010 5,588 5,422 7,318 -448 -2,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 12.4 26.8 58.9 56.5 94.3 95.8 5.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 16 25 23 22 49 47 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,498 COMMITMENTS 3,091 6,723 2,693 21,690 18,939 27,474 28,355 3,024 2,143 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,515) 881 -756 -993 -1,224 251 -1,336 -1,498 -179 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 22.0 8.8 71.1 62.1 90.1 93.0 9.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 2 13 14 17 18 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,294 COMMITMENTS 0 550 0 7,294 6,744 7,294 7,294 0 0 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -150) 0 0 0 192 225 192 225 -342 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 20 17 20 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,417 COMMITMENTS 7,737 4,403 65 3,803 7,956 11,605 12,424 1,812 993 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -557) -382 -196 -108 -160 -343 -650 -647 93 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 32.8 0.5 28.3 59.3 86.5 92.6 13.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 40 28 2 20 21 61 50 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,563 COMMITMENTS 6,552 3,562 0 3,725 7,390 10,277 10,952 2,286 1,611 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 305) 435 -565 0 -338 569 97 4 208 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 28.4 0.0 29.7 58.8 81.8 87.2 18.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 28 10 0 13 16 41 26 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,341 COMMITMENTS 58,991 13,502 20,486 130,024 178,177 209,501 212,165 16,840 14,176 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 7,073) 1,210 282 1,103 6,965 5,871 9,278 7,256 -2,205 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 6.0 9.1 57.4 78.7 92.6 93.7 7.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 50 27 39 72 80 143 127 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,725 COMMITMENTS 200 100 50 4,350 4,525 4,600 4,675 125 50 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 175) 50 0 0 575 625 625 625 -450 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.1 1.1 92.1 95.8 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 23 22 25 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,100 COMMITMENTS 1,045 0 864 11,986 13,121 13,895 13,985 205 115 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 644) -375 0 475 664 254 764 729 -120 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 6.1 85.0 93.1 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 2 27 27 29 29 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 2,168 COMMITMENTS 0 660 10 1,727 1,453 1,737 2,123 431 45 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.4 0.5 79.7 67.0 80.1 97.9 19.9 2.1 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 FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,535 COMMITMENTS 50 100 100 4,335 4,235 4,485 4,435 50 100 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 325) -50 50 100 275 175 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.2 2.2 95.6 93.4 98.9 97.8 1.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 20 19 22 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,655 COMMITMENTS 508 0 0 2,589 3,409 3,097 3,409 558 246 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 179) 0 0 0 272 179 272 179 -93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.0 0.0 70.8 93.3 84.7 93.3 15.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 12 13 14 13 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,579 COMMITMENTS 1,556 2,607 499 10,786 9,739 12,841 12,845 1,738 1,734 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -248) 0 -255 0 437 661 437 406 -685 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 17.9 3.4 74.0 66.8 88.1 88.1 11.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 4 22 25 28 31
Updated August 22, 2008