GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,449
COMMITMENTS
       0       50        0    6,152    6,997    6,152    7,047    1,297      402

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -113)
       0        0        0      -85      -70      -85      -70      -28      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     82.6     93.9     82.6     94.6     17.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       22       19       23


NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,723
COMMITMENTS
      50      358        0    8,553    8,295    8,603    8,653      120       70

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        -95)
      50       50      -50      -65      -65      -65      -65      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.1      0.0     98.1     95.1     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        0       27       27       28       30


EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,705
COMMITMENTS
       0        0        0    1,850    2,069    1,850    2,069      855      636

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       11       16       11       16       30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     68.4     76.5     68.4     76.5     31.6     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       20       14       20


SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,887
COMMITMENTS
       0       85       40    3,424    3,436    3,464    3,561      423      326

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        116)
       0       -5       10       81       41       91       46       25       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.2      1.0     88.1     88.4     89.1     91.6     10.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       32       27       34


NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      203,242
COMMITMENTS
  33,146   13,720   27,163  114,146  136,650  174,455  177,533   28,787   25,709

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -682)
   2,368      328    2,423   -3,137   -4,598    1,654   -1,847   -2,336    1,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      6.8     13.4     56.2     67.2     85.8     87.4     14.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      39       26       40       66       76      128      122


NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      829,008
COMMITMENTS
  92,260  186,804  266,294  411,509  334,996  770,063  788,094   58,945   40,914

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      1,052)
   1,271    8,019  -14,083   12,328    1,386     -484   -4,678    1,536    5,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     22.5     32.1     49.6     40.4     92.9     95.1      7.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      55       62       75       83       69      181      168


MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,371
COMMITMENTS
       0   12,317    1,595   92,782   76,068   94,377   89,980    9,994   14,391

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      1,855)
       0     -218      261    2,812    1,446    3,073    1,489   -1,218      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      1.5     88.9     72.9     90.4     86.2      9.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       22       17       24       21


PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,268
COMMITMENTS
     146    7,242    3,186   67,334   55,534   70,666   65,962    6,602   11,306

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        850)
     146   -1,511     -111    2,302    3,612    2,337    1,990   -1,487   -1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      9.4      4.1     87.1     71.9     91.5     85.4      8.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       22       21       24       24


M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      144,049
COMMITMENTS
  18,279    2,413    4,524  108,109  128,216  130,912  135,153   13,137    8,896

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      6,240)
   1,318     -310      302    1,849    5,607    3,469    5,599    2,771      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.7      3.1     75.1     89.0     90.9     93.8      9.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       30       25       33       30


TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,840
COMMITMENTS
  13,723   11,380    1,179   81,999   84,501   96,901   97,060    7,939    7,780

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:     -1,410)
       0   -3,031      -89   -2,177    2,169   -2,266     -951      856     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     10.9      1.1     78.2     80.6     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       20       23       24       25


MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,519
COMMITMENTS
  12,494      948    1,380   27,667   42,032   41,541   44,360    7,978    5,159

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        216)
     227        0     -274      263      641      216      367        0     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      1.9      2.8     55.9     84.9     83.9     89.6     16.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3        9       14       13       17


PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,547
COMMITMENTS
   4,842        0    3,151   39,675   44,739   47,668   47,890    6,879    6,657

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      1,013)
    -993        0      210    1,394      987      611    1,197      402     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      5.8     72.7     82.0     87.4     87.8     12.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       17       23       19       24


NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,109
COMMITMENTS
   4,201    1,003    3,381   72,994   71,064   80,576   75,448    4,533    9,661

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      5,335)
  -1,124      108      980    5,355    4,731    5,211    5,819      124     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.2      4.0     85.8     83.5     94.7     88.6      5.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        4       23       32       27       36


NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,193
COMMITMENTS
   2,071       39    3,900   88,063   94,520   94,034   98,459   13,159    8,734

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      3,780)
    -103       39      183    3,286    3,126    3,366    3,348      414      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      3.6     82.2     88.2     87.7     91.9     12.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       23       23       26       26


DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,386
COMMITMENTS
  16,298        0    3,379   29,077   40,177   48,754   43,556    5,632   10,830

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        994)
  -1,516        0      -39    2,729    1,153    1,174    1,114     -180     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      0.0      6.2     53.5     73.9     89.6     80.1     10.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       16       13       20       16


VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,912
COMMITMENTS
   6,879    5,346    6,781   51,423   46,911   65,083   59,038    2,829    8,874

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:         64)
     378   -1,460      264     -468      788      174     -408     -110      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      7.9     10.0     75.7     69.1     95.8     86.9      4.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       16       15       20       18


DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,796
COMMITMENTS
  12,178        0    2,330   61,162   71,144   75,670   73,474    6,126    8,322

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      3,852)
  -2,859        0     -825    7,254    4,869    3,570    4,044      282     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      2.8     74.8     87.0     92.5     89.8      7.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       23       26       26       28


WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,126
COMMITMENTS
  11,710        0    6,447   87,440  100,331  105,597  106,778    9,529    8,348

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        834)
  -3,449        0    2,813    1,282    1,570      646    4,383      188   -3,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      5.6     76.0     87.1     91.7     92.7      8.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        2       25       31       28       33


ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,400
COMMITMENTS
     444   19,369   21,015  100,691   84,923  122,150  125,307   10,250    7,093

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      6,008)
       0      -74    2,362    3,130    2,914    5,492    5,202      516      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     14.6     15.9     76.1     64.1     92.3     94.6      7.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        6       35       30       41       37


CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,523
COMMITMENTS
   2,273    3,745    5,158   66,371   59,537   73,802   68,440    7,721   13,083

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      1,365)
   1,924      166   -1,074    1,524    3,188    2,374    2,280   -1,009     -915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.6      6.3     81.4     73.0     90.5     84.0      9.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        3       20       21       23       25


HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      248,345
COMMITMENTS
  19,678    5,024    2,330  214,858  224,572  236,866  231,926   11,479   16,419

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      9,287)
   6,909     -521      106      -86    8,538    6,929    8,123    2,358    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      2.0      0.9     86.5     90.4     95.4     93.4      4.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        6       46       42       52       48


NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      205,740
COMMITMENTS
   8,281    6,163   12,373  174,533  178,015  195,187  196,551   10,553    9,189

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        971)
       0      372      329      214      270      543      971      428        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.0      6.0     84.8     86.5     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        3       37       32       42       35


PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      218,940
COMMITMENTS
   4,944   11,793    9,209  187,239  187,870  201,392  208,872   17,548   10,068

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -345)
     364      703   -2,558    2,341   -1,453      147   -3,308     -492    2,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      5.4      4.2     85.5     85.8     92.0     95.4      8.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        4       43       37       48       43


SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,680
COMMITMENTS
       0      662    1,908   38,414   36,952   40,322   39,522    7,358    8,158

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        427)
       0      612     -332      821      147      489      427      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      4.0     80.6     77.5     84.6     82.9     15.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       17       20       18


SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      198,348
COMMITMENTS
  23,182    6,191   11,279  144,924  159,316  179,385  176,786   18,963   21,562

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      3,224)
    -550     -898      -93    3,198    3,028    2,555    2,037      669    1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      3.1      5.7     73.1     80.3     90.4     89.1      9.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       31       35       37       40


TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,177
COMMITMENTS
   4,410    8,029    2,359   65,186   60,698   71,955   71,086    8,222    9,091

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      8,463)
       0    1,091     -556    6,568    7,975    6,012    8,510    2,451      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     10.0      2.9     81.3     75.7     89.7     88.7     10.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       27       28       30       32


HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,755,208
COMMITMENTS
 522,831  146,010  847,396  1342091  1730736  2712318  2724142   42,890   31,066

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:     22,758)
  21,613   14,967    1,717   -2,570    2,894   20,760   19,578    1,998    3,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      5.3     30.8     48.7     62.8     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      28       19       42      100       91      147      134


HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      943,933
COMMITMENTS
  57,710  256,510  205,934  676,016  476,148  939,660  938,592    4,273    5,341

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:     25,992)
 -19,762    8,574   19,505   27,200   -2,084   26,943   25,995     -951       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     27.2     21.8     71.6     50.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       23       32       41       39       77       74


CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,323
COMMITMENTS
      31        0        0   10,026   10,782   10,057   10,782    1,266      541

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        135)
    -105     -345        0       15      315      -90      -30      225      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     88.5     95.2     88.8     95.2     11.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       13       18       13


PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,813
COMMITMENTS
   1,702      496      789   33,455   34,725   35,946   36,010      867      803

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        443)
    -106       16       58      546      693      498      767      -55     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.3      2.1     90.9     94.3     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        3        5       31       26       39       33


NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,596
COMMITMENTS
   1,456       45      336   12,784   14,195   14,576   14,576       20       20

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.3      2.3     87.6     97.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       14       21       16       23


ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,703
COMMITMENTS
   4,547       40      297   11,201   16,151   16,045   16,488      658      215

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -180)
    -480        0       80      220     -260     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      0.2      1.8     67.1     96.7     96.1     98.7      3.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       18       19       20       22


NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,200
COMMITMENTS
      79        0       10    8,841    9,178    8,930    9,188    1,270    1,012

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        303)
       0        0        0      303      106      303      106        0      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.1     86.7     90.0     87.5     90.1     12.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       12       16       13


PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,802
COMMITMENTS
   1,054    1,524      618   23,046   24,658   24,718   26,800    3,084    1,002

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -120)
       0      240     -240       60     -120     -180     -120       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.5      2.2     82.9     88.7     88.9     96.4     11.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       23       21       26       24


NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,102
COMMITMENTS
   1,384        0    1,140   16,996   17,978   19,520   19,118      582      984

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:         20)
      60     -236        0      -40       16       20     -220        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      5.7     84.5     89.4     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        2       20       21       22       23


ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        8,746
COMMITMENTS
   1,410      780       70    6,828    7,120    8,308    7,970      438      776

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -720)
       0        0        0     -960     -720     -960     -720      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.9      0.8     78.1     81.4     95.0     91.1      5.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14       13       16       15


CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,380,907
COMMITMENTS
 214,193  176,167  360,513  732,035  761,245  1306741  1297925   74,166   82,982

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:     -1,619)
  -1,044   -4,916    4,540   -5,528   -8,683   -2,032   -9,059      413    7,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     12.8     26.1     53.0     55.1     94.6     94.0      5.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      96      113      125       79       95      260      260


DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,160
COMMITMENTS
       0      650       50   15,110   14,460   15,160   15,160        0        0

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -125      -25     -125      -25        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.3      0.3     99.7     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       27       28       28       30


WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      134,021
COMMITMENTS
  23,001   21,664   35,550   65,426   68,407  123,977  125,621   10,044    8,400

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      7,033)
   1,358    1,860    2,960    2,269    2,956    6,587    7,776      446     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     16.2     26.5     48.8     51.0     92.5     93.7      7.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7       12       15       21       20       40       36


BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,625
COMMITMENTS
      25      600        0    7,450    7,025    7,475    7,625      150        0

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        150)
       0        0        0        0      150        0      150      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      7.9      0.0     97.7     92.1     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       11       17       12       18


PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,332
COMMITMENTS
   8,771    1,884       70    3,815   11,908   12,656   13,862    1,676      470

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:       -429)
    -351      -72      -88     -122     -409     -561     -569      132      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.2     13.1      0.5     26.6     83.1     88.3     96.7     11.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      40       20        4       15       21       59       42


PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,092
COMMITMENTS
   9,306    2,803      106    1,411   10,107   10,823   13,016    3,269    1,076

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        195)
     378     -136       49      -63      542      364      455     -169     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0     19.9      0.8     10.0     71.7     76.8     92.4     23.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      39       10        2        7       22       47       33


GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      204,220
COMMITMENTS
  47,033    8,972   17,982  117,468  161,546  182,483  188,500   21,737   15,720

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      8,565)
  -2,516    1,085    4,149    5,923    2,585    7,556    7,819    1,009      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.4      8.8     57.5     79.1     89.4     92.3     10.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      59       16       35       79       90      156      127


SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,625
COMMITMENTS
     150        0      250    3,225    3,375    3,625    3,625        0        0

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      6.9     89.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       16       19       17


UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        5,288
COMMITMENTS
     380      323      456    3,639    3,474    4,475    4,253      813    1,035

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:        560)
       0      175        0      500      275      500      450       60      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      6.1      8.6     68.8     65.7     84.6     80.4     15.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15       14       17       15


SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF12/11/07                          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,480
COMMITMENTS
   1,525        0      375    2,580    3,955    4,480    4,330        0      150

CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST:      1,275)
     450        0      375      450      900    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0      0.0      8.4     57.6     88.3    100.0     96.7      0.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       17       15       18       16


Updated Jun 20, 2011