GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,729
COMMITMENTS
       0      225        0    7,729    8,304    7,729    8,529    1,000      200

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        425)
       0      150        0      425      175      425      325        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     88.5     95.1     88.5     97.7     11.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       22       23       22       25
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,369
COMMITMENTS
       0    2,251        0   12,249    9,999   12,249   12,250      120      119

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.2      0.0     99.0     80.8     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       29       24       29       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,564
COMMITMENTS
       0        0        0    1,633    1,695    1,633    1,695      931      869

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     63.7     66.1     63.7     66.1     36.3     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       19       19       19
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,183
COMMITMENTS
       0       23      183    3,627    3,486    3,810    3,692      373      491

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        475)
       0      -10       92      353      418      445      500       30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      4.4     86.7     83.3     91.1     88.3      8.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        2       31       35       33       37
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      264,759
COMMITMENTS
  50,621   14,597   33,451  137,562  185,876  221,635  233,924   43,125   30,835

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -5,047)
  -1,429     -241   -4,903    3,195      195   -3,137   -4,949   -1,909      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      5.5     12.6     52.0     70.2     83.7     88.4     16.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      54       21       38       65       71      136      118
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,195,152
COMMITMENTS
  63,352  140,983  492,630  567,083  521,310  1123065  1154922   72,087   40,230

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -85,770)
  -9,977   -9,973  -40,611  -34,525  -33,922  -85,113  -84,506     -657   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     11.8     41.2     47.4     43.6     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      56       71       91       81       71      193      181
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,481
COMMITMENTS
      49   12,610    2,596   82,617   66,788   85,262   81,994   10,219   13,487

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      4,050)
    -147    1,045      -98    4,323    2,979    4,078    3,926      -28      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     13.2      2.7     86.5     69.9     89.3     85.9     10.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       23       22       25       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,637
COMMITMENTS
       0   12,465    2,094   71,888   56,426   73,982   70,985    5,655    8,652

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      8,001)
       0    4,753   -1,316    9,407    3,810    8,091    7,247      -90      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.7      2.6     90.3     70.9     92.9     89.1      7.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       29       22       31       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      152,609
COMMITMENTS
  26,516      904    5,302  113,909  142,349  145,727  148,555    6,882    4,054

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,432)
  -2,196     -546    2,004    5,292    3,554    5,100    5,012      332      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      0.6      3.5     74.6     93.3     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        4       37       36       42       40
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,735
COMMITMENTS
  13,676   12,944    4,515   86,433   84,989  104,624  102,448    7,111    9,287

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,628)
       0      756     -695    3,666    1,165    2,971    1,226   -1,343      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     11.6      4.0     77.4     76.1     93.6     91.7      6.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       26       25       31       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,918
COMMITMENTS
  13,229      987    5,157   39,058   49,901   57,444   56,045    4,474    5,873

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,274)
    -277      184      187    1,445      779    1,355    1,150      -81      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      1.6      8.3     63.1     80.6     92.8     90.5      7.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        5       17       19       22       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,581
COMMITMENTS
   6,302      403    3,889   44,691   48,714   54,882   53,006    5,699    7,575

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        465)
    -240       62      488      -31     -329      217      221      248      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.7      6.4     73.8     80.4     90.6     87.5      9.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       20       25       23       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,503
COMMITMENTS
   6,399    4,049    2,880   75,921   78,627   85,200   85,556    8,303    7,947

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -167)
    -830      988        3    1,506    2,046      679    3,037     -846   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.3      3.1     81.2     84.1     91.1     91.5      8.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       27       31       32       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,963
COMMITMENTS
   3,660    5,210    3,536   81,822   81,372   89,018   90,118   10,945    9,845

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,632)
     775      536     -254    6,578    2,160    7,099    2,442   -5,467     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.2      3.5     81.9     81.4     89.1     90.2     10.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       27       23       30       27
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,750
COMMITMENTS
  10,505        0    5,250   30,219   36,699   45,974   41,949    2,776    6,801

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,850)
   1,770        0       60      826    3,646    2,656    3,706      194     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      0.0     10.8     62.0     75.3     94.3     86.0      5.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       18       13       22       16
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,065
COMMITMENTS
   5,485    1,234    6,173   48,660   47,634   60,318   55,041    6,747   12,024

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,731)
    -988     -816      611    2,540    1,772    2,163    1,567      568    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      1.8      9.2     72.6     71.0     89.9     82.1     10.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        4       15       17       19       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,493
COMMITMENTS
  23,316    2,872    1,058   60,123   82,759   84,497   86,689    5,996    3,804

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,672)
   2,127      496     -509       -6    1,317    1,612    1,304       60      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      3.2      1.2     66.4     91.5     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       30       29       33       31
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,539
COMMITMENTS
  13,293    7,794    4,876   94,563   99,324  112,732  111,994   10,807   11,545

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      9,216)
   7,010    1,039     -878    3,830   10,369    9,962   10,530     -746   -1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      6.3      3.9     76.5     80.4     91.3     90.7      8.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       28       28       32       31
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,955
COMMITMENTS
       0    3,007    1,974   42,022   38,671   43,996   43,652    8,959    9,303

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        159)
       0     -438      311     -220      218       91       91       68       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      3.7     79.4     73.0     83.1     82.4     16.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       18       20       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,445
COMMITMENTS
   7,506    2,728        0   21,351   26,097   28,857   28,825      588      620

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      9.3      0.0     72.5     88.6     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        0       13       15       15       18
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       17,977
COMMITMENTS
   1,240        0        0   15,685   17,144   16,925   17,144    1,052      833

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     87.3     95.4     94.1     95.4      5.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       10       13       10
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,813
COMMITMENTS
     657   21,209   12,889  112,136   95,544  125,682  129,642   10,131    6,171

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -569)
       0   -1,031      337     -569      428     -232     -266     -337     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     15.6      9.5     82.6     70.3     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        7        7       38       32       45       40
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,944
COMMITMENTS
     424    3,542    5,052   80,601   68,422   86,077   77,016    4,867   13,928

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      2,808)
    -405   -1,142    1,705    1,632    1,879    2,932    2,442     -124      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.9      5.6     88.6     75.2     94.6     84.7      5.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        4       23       23       27       27
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,035
COMMITMENTS
   9,826    2,728        0   51,047   55,961   60,873   58,689    1,162    3,346

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,549)
   1,333      868        0    4,185    4,835    5,518    5,703       31     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      4.4      0.0     82.3     90.2     98.1     94.6      1.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        0       16       25       19       28
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      261,361
COMMITMENTS
  17,250      271    7,307  224,734  244,049  249,291  251,627   12,070    9,734

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,813)
  -2,687     -511    1,662    1,257      505      232    1,656    1,581      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.1      2.8     86.0     93.4     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        2        6       50       49       56       55
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      201,339
COMMITMENTS
   8,388        0   13,038  167,059  184,070  188,485  197,108   12,854    4,231

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        609)
   1,487     -757     -848      -45    2,037      594      432       15      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      6.5     83.0     91.4     93.6     97.9      6.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        0        5       42       36       48       41
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      205,850
COMMITMENTS
   3,598   11,227    9,876  175,262  174,869  188,736  195,972   17,114    9,878

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      7,080)
  -2,633   -2,488    1,571    7,296    7,298    6,234    6,381      846      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.5      4.8     85.1     84.9     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        6       44       38       50       45
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,290
COMMITMENTS
       0    3,706    1,124   42,257   38,871   43,381   43,701    9,909    9,589

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -220)
       0       62       62       58      754      120      878     -340   -1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      2.1     79.3     72.9     81.4     82.0     18.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       21       22       23       24
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,126
COMMITMENTS
  24,907   10,621   14,537  166,461  175,295  205,905  200,453   15,221   20,673

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,224)
  -2,144     -692      688    3,950    2,879    2,494    2,875   -1,270   -1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      4.8      6.6     75.3     79.3     93.1     90.7      6.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        6       40       41       46       48
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,379
COMMITMENTS
   4,214   12,753    3,669   63,502   50,289   71,385   66,711    4,994    9,668

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        -81)
       0     -115      260      575      659      835      804     -916     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     16.7      4.8     83.1     65.8     93.5     87.3      6.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        5       28       27       33       33
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,857,033
COMMITMENTS
 423,037  226,606  878,025  1532166  1734783  2833228  2839414   23,805   17,619

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     23,066)
  21,007   20,955   -1,050    6,791    2,400   26,748   22,305   -3,682      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      7.9     30.7     53.6     60.7     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      31       22       43      111       98      159      146
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,055,670
COMMITMENTS
 110,644  203,386  270,321  664,024  575,368  1044989  1049075   10,681    6,595

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     26,693)
 -11,807  -20,688   17,159   13,283   25,695   18,635   22,166    8,058    4,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     19.3     25.6     62.9     54.5     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       21       35       41       42       83       84
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,592
COMMITMENTS
     798        0      675    9,725   10,617   11,198   11,292      394      300

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      5.8     83.9     91.6     96.6     97.4      3.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       16       13       19       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,655
COMMITMENTS
   1,884      986    5,118   93,722   94,620  100,724  100,723      931      932

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,135)
     -95      139      165    1,000      744    1,070    1,048       65       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.0      5.0     92.2     93.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        3       10       32       30       44       40
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       16,401
COMMITMENTS
   1,484        0      351   14,483   15,967   16,318   16,318       83       83

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      2.1     88.3     97.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       13       20       15       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,422
COMMITMENTS
   5,174      160      662   23,098   28,196   28,934   29,018    1,488    1,404

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,778)
     -18        0       -7    1,750    1,736    1,725    1,729       53       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.5      2.2     75.9     92.7     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       20       22       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,533
COMMITMENTS
     422      362       66    9,451   10,821    9,939   11,249    1,594      284

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        -18)
       0       18        6        0      -18        6        6      -24      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.1      0.6     81.9     93.8     86.2     97.5     13.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       13       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,747
COMMITMENTS
     955      894      217   25,707   26,744   26,879   27,855    1,868      892

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,240)
       0      160        0    1,240    1,080    1,240    1,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.1      0.8     89.4     93.0     93.5     96.9      6.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       22       22       24       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,866
COMMITMENTS
     912      390      444   22,632   23,224   23,988   24,058      878      808

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240        0      240        0        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.6      1.8     91.0     93.4     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       19       17       22       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,866
COMMITMENTS
   1,080      440      560    7,714    8,354    9,354    9,354      512      512

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        120)
       0      120        0      120        0      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      4.5      5.7     78.2     84.7     94.8     94.8      5.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       15       18       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,402,025
COMMITMENTS
 258,452  141,735  870,827  1185614  1307624  2314893  2320186   87,133   81,839

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:    -26,334)
  -5,234   19,463   31,094  -34,584  -46,082   -8,724    4,475  -17,610  -30,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      5.9     36.3     49.4     54.4     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
     119      125      162       82      107      299      307
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      100,084
COMMITMENTS
  19,089   17,847    5,726   50,330   41,668   75,145   65,241   24,939   34,843

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      3,827)
     -70    2,661    2,537    1,222    1,296    3,689    6,494      138   -2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     17.8      5.7     50.3     41.6     75.1     65.2     24.9     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        5       16       16       22       22
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,981
COMMITMENTS
      50        0        0   12,881   12,931   12,931   12,931       50       50

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,417)
      50        0        0    1,317    1,367    1,367    1,367       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.2     99.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       27       27       28       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      104,816
COMMITMENTS
   8,468   23,291   29,944   61,551   47,187   99,963  100,422    4,853    4,394

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      5,043)
  -1,818    1,352    3,596    3,893      439    5,671    5,387     -628     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     22.2     28.6     58.7     45.0     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10       14       20       22       19       44       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,799
COMMITMENTS
   9,796    3,528      125    4,012   11,624   13,933   15,277    1,866      522

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:        -18)
     188     -223      -87     -325      453     -224      143      206     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.0     22.3      0.8     25.4     73.6     88.2     96.7     11.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      54       23        3       15       21       72       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,729
COMMITMENTS
   8,772      841      696    1,765   11,282   11,233   12,819    2,496      910

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:      1,524)
   1,669     -307      523     -789    1,119    1,403    1,335      121      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.9      6.1      5.1     12.9     82.2     81.8     93.4     18.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      38        6        5        7       23       50       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      213,695
COMMITMENTS
  59,775    9,698   22,238  114,436  166,185  196,449  198,120   17,247   15,575

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:     -4,855)
     969   -1,106   -1,975   -3,319   -1,503   -4,325   -4,585     -530     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      4.5     10.4     53.6     77.8     91.9     92.7      8.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      69       25       35       77       88      164      131
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,250
COMMITMENTS
      50        0        0    3,200    3,000    3,250    3,000        0      250

CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST:       -150)
    -250        0        0      150     -200     -100     -200      -50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.5     92.3    100.0     92.3      0.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       14       15       15       15
 

Updated July 29, 2008