GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,320
COMMITMENTS
       0      650        0    6,420    6,670    6,420    7,320      900        0

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        250)
       0       75        0      250      175      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0     87.7     91.1     87.7    100.0     12.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       19       19       19       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       12,050
COMMITMENTS
     375    1,079      120   11,195   10,761   11,690   11,960      360       90

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        -25)
      75        0        0     -100      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      9.0      1.0     92.9     89.3     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       29       28       31       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,443
COMMITMENTS
       0        0        0    1,741    1,636    1,741    1,636      702      807

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      240      170      240      170     -125      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     71.3     67.0     71.3     67.0     28.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       20       20       20
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        5,598
COMMITMENTS
       0       34      101    5,113    5,071    5,214    5,206      384      392

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:         80)
       0        5       10      -15       45       -5       60       85       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.8     91.3     90.6     93.1     93.0      6.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        2       29       36       31       38
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,609
COMMITMENTS
  50,634   15,151   47,645  133,410  181,471  231,689  244,267   42,920   30,342

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -1,601)
   1,077      658      227   -1,145     -846      158       38   -1,759   -1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      5.5     17.4     48.6     66.1     84.4     89.0     15.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      45       29       42       64       72      135      121
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,214,827
COMMITMENTS
  78,656  144,002  506,298  555,874  525,448  1140828  1175748   73,999   39,079

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     14,053)
  14,312    4,559    6,812   -7,606    6,632   13,519   18,004      534   -3,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     11.9     41.7     45.8     43.3     93.9     96.8      6.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      67       79      104       84       72      210      201
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,655
COMMITMENTS
     812   12,663    1,826   86,729   72,941   89,367   87,430   13,288   15,225

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      4,699)
     812      398       73    1,680    1,206    2,565    1,677    2,134    3,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     12.3      1.8     84.5     71.1     87.1     85.2     12.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       20       16       22       20
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,894
COMMITMENTS
       0   10,054    3,430   71,480   54,012   74,910   67,496    5,984   13,398

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        858)
       0   -1,449      571      304    1,473      875      595      -17      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.4      4.2     88.4     66.8     92.6     83.4      7.4     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       25       21       26       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      148,199
COMMITMENTS
  19,604    3,220    3,010  115,164  130,893  137,778  137,123   10,421   11,076

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -1,313)
  -2,646      628      392    1,066   -3,518   -1,188   -2,498     -125    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.2      2.0     77.7     88.3     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       32       31       36       35
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,052
COMMITMENTS
  14,028   10,327    3,804   84,481   86,220  102,313  100,351    8,739   10,701

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     -1,063)
       0   -1,741     -179    1,429      584    1,250   -1,336   -2,313      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      9.3      3.4     76.1     77.6     92.1     90.4      7.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       19       19       23       21
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,110
COMMITMENTS
  14,667      768    2,379   33,719   48,230   50,765   51,377    7,345    6,733

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -487)
    -882        0       30     -185     -455   -1,037     -425      550      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      1.3      4.1     58.0     83.0     87.4     88.4     12.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        3       10       14       15       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,119
COMMITMENTS
   9,141      174    3,290   39,516   48,063   51,947   51,527    8,172    8,592

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      4,360)
   1,377        0     -263    2,083    5,963    3,197    5,700    1,163   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      0.3      5.5     65.7     79.9     86.4     85.7     13.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       17       23       20       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,502
COMMITMENTS
   4,563    4,206    3,672   74,343   72,234   82,578   80,112    6,924    9,390

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -622)
  -1,212    1,406   -1,533    1,922     -302     -823     -429      201     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.7      4.1     83.1     80.7     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        4       26       31       30       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,543
COMMITMENTS
   4,974    1,424    2,642   73,102   86,553   80,718   90,619   17,825    7,924

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,872)
     188      136     -390    1,372    2,915    1,170    2,661    1,702      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.4      2.7     74.2     87.8     81.9     92.0     18.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       23       23       26       26
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,416
COMMITMENTS
  13,473    1,350    4,369   31,802   39,477   49,644   45,196    4,772    9,220

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -248)
   1,123       60      132   -2,320     -879   -1,065     -687      817      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      2.5      8.0     58.4     72.5     91.2     83.1      8.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       17       13       21       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,248
COMMITMENTS
   8,015    7,131    5,663   54,644   50,994   68,322   63,788    4,926    9,460

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        621)
    -244      544      -58    1,256      287      954      773     -333     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      9.7      7.7     74.6     69.6     93.3     87.1      6.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        4       15       15       20       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,508
COMMITMENTS
  22,978    4,544    1,332   58,424   78,667   82,734   84,543    4,774    2,965

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,976)
   2,282      932        0       94    2,050    2,376    2,982     -400   -1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      5.2      1.5     66.8     89.9     94.5     96.6      5.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        1       25       30       27       32
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,447
COMMITMENTS
  12,270    2,709    7,783   94,751  102,751  114,804  113,243   11,643   13,204

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      4,258)
     -88     -589    1,868    3,640    3,533    5,420    4,812   -1,162     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.1      6.2     74.9     81.3     90.8     89.6      9.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       24       28       27       30
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,109
COMMITMENTS
       0    1,015    2,257   38,025   37,507   40,282   40,779    8,827    8,330

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -128)
       0        0        0     -188     -128     -188     -128       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      4.6     77.4     76.4     82.0     83.0     18.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       16       18       17       19
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,566
COMMITMENTS
     765   14,959   21,230  102,203   93,015  124,198  129,204   13,368    8,362

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      3,212)
      18   -2,060    2,459      826    2,844    3,303    3,243      -91      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     10.9     15.4     74.3     67.6     90.3     93.9      9.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        5        7       32       25       39       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,483
COMMITMENTS
      12    6,147    4,910   81,249   69,110   86,171   80,167    8,312   14,316

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,507)
    -822    1,250      937    3,153     -506    3,268    1,681     -761      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      5.2     86.0     73.1     91.2     84.8      8.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       22       21       25       25
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,889
COMMITMENTS
   8,400    1,200        0   44,589   49,563   52,989   50,763    1,900    4,126

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,160)
       0        0        0    2,160    2,160    2,160    2,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      2.2      0.0     81.2     90.3     96.5     92.5      3.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11       15       13       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      256,055
COMMITMENTS
  10,603        2    6,408  225,763  237,446  242,774  243,856   13,281   12,199

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      4,413)
  -2,852        0    1,653    5,869    3,294    4,670    4,947     -257     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      2.5     88.2     92.7     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        1        6       47       43       54       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      197,905
COMMITMENTS
   7,622    4,207   11,481  166,425  176,327  185,528  192,015   12,377    5,890

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,809)
       0      840      107    1,832      806    1,939    1,753     -130       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.1      5.8     84.1     89.1     93.7     97.0      6.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        4       37       33       42       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,006
COMMITMENTS
     587   13,775   16,178  190,599  184,665  207,364  214,618   17,642   10,388

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,640)
  -3,521      636    2,356    4,388      -49    3,223    2,943     -583     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.1      7.2     84.7     82.1     92.2     95.4      7.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        5       45       40       51       46
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,177
COMMITMENTS
       0    2,431    1,654   39,557   38,331   41,211   42,416    8,966    7,761

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        175)
       0      426     -248      423      211      175      389        0     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      3.3     78.8     76.4     82.1     84.5     17.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       19       20       20       22
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,210
COMMITMENTS
  23,864   10,061   13,852  156,781  166,203  194,497  190,116   16,713   21,094

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        -75)
    -878   -1,446     -671       85    1,586   -1,464     -531    1,389      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      4.8      6.6     74.2     78.7     92.1     90.0      7.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        6       38       36       44       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,724
COMMITMENTS
   5,113    4,819    8,723   61,720   60,945   75,556   74,487    6,168    7,237

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      1,605)
       0   -2,254    1,767      927    3,320    2,694    2,833   -1,089   -1,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      5.9     10.7     75.5     74.6     92.5     91.1      7.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        5        4       25       27       30       33
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,762,776
COMMITMENTS
 409,355  167,671  867,606  1458645  1709159  2735606  2744436   27,170   18,340

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     52,114)
  -1,982    8,102    6,876   50,244   37,898   55,138   52,876   -3,024     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      6.1     31.4     52.8     61.9     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      30       20       43      107       94      155      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      942,038
COMMITMENTS
  90,455  196,051  231,923  615,971  510,972  938,349  938,946    3,689    3,092

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:     29,847)
   5,142   -9,257   23,788    4,573   18,500   33,503   33,031   -3,656   -3,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     20.8     24.6     65.4     54.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       27       38       42       41       83       86
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       11,359
COMMITMENTS
     110        0      435   10,073   10,504   10,618   10,939      741      420

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      3.8     88.7     92.5     93.5     96.3      6.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       16       14       18       15
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,399
COMMITMENTS
   2,095      672    5,899   92,307   93,777  100,300  100,348    1,099    1,051

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      2,547)
    -109       -0      308    2,596    2,207    2,795    2,515     -248       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.7      5.8     91.0     92.5     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        3        9       29       28       39       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,319
COMMITMENTS
   1,280       45      512   13,399   14,698   15,191   15,255      128       64

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        128)
       0        0        0      128      128      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.3      3.3     87.5     95.9     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       12       20       14       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,939
COMMITMENTS
   5,237      120      598   25,590   31,138   31,425   31,856      514       83

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        -89)
      12        0       42     -105      -86      -51      -44      -37      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      0.4      1.9     80.1     97.5     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       21       21       23       24
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       11,086
COMMITMENTS
     240      162       84    9,448   10,482    9,772   10,728    1,314      358

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:         88)
       0        0        0       88       88       88       88        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      1.5      0.8     85.2     94.6     88.1     96.8     11.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       13       18       15
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,272
COMMITMENTS
     962    1,064    1,170   25,382   26,052   27,514   28,286    1,758      986

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        566)
       0      120      240      286      174      526      534       40       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.6      4.0     86.7     89.0     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       24       22       27       25
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,726
COMMITMENTS
     712      454    1,324   22,892   23,244   24,928   25,022      798      704

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        786)
     180      -24        0      650      810      830      786      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.8      5.1     89.0     90.4     96.9     97.3      3.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       17       24       20
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,164
COMMITMENTS
   1,240      520      320    8,119    8,814    9,679    9,654      485      510

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        716)
       0        0        0      696      716      696      716       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      5.1      3.1     79.9     86.7     95.2     95.0      4.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       14       16       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,523,149
COMMITMENTS
 260,258  138,689  941,206  1235447  1358358  2436912  2438253   86,237   84,895

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:   -143,139)
  -4,663    4,848  -43,038  -83,587  -84,777 -131,288 -122,966  -11,852  -20,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      5.5     37.3     49.0     53.8     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     128      135      169       81      108      307      319
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       99,857
COMMITMENTS
  19,967   23,150    5,728   46,427   28,636   72,122   57,514   27,735   42,343

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        388)
     392    2,095     -399     -350   -4,595     -357   -2,899      745    3,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     23.2      5.7     46.5     28.7     72.2     57.6     27.8     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        5       12       11       18       17
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,847
COMMITMENTS
      50      600        0   15,797   15,247   15,847   15,847        0        0

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      3,400)
      50      600        0    3,350    2,800    3,400    3,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      3.8      0.0     99.7     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       30       33       31       34
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      113,994
COMMITMENTS
  13,388   28,500   31,385   63,576   48,263  108,349  108,148    5,645    5,846

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:       -955)
     808      511    1,414   -3,230   -3,113   -1,008   -1,188       53      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     25.0     27.5     55.8     42.3     95.0     94.9      5.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       18       20       21       19       43       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,714
COMMITMENTS
  11,226    3,013       66    3,153   13,138   14,445   16,217    2,269      497

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        454)
     262     -103       -4      -40      325      218      218      236      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.2     18.0      0.4     18.9     78.6     86.4     97.0     13.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      50       16        4       12       25       66       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,504
COMMITMENTS
  10,584    1,774      147    1,766   12,690   12,497   14,611    3,007      893

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        536)
     575        3       -2      165      519      738      520     -202       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.3     11.4      0.9     11.4     81.8     80.6     94.2     19.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      43        9        1        7       29       51       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      228,249
COMMITMENTS
  64,956    7,930   28,182  115,149  176,220  208,287  212,333   19,962   15,916

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:      6,465)
   3,565      106    1,394    2,159    7,187    7,118    8,687     -652   -2,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      3.5     12.3     50.4     77.2     91.3     93.0      8.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      69       24       38       82       89      171      133
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        4,210
COMMITMENTS
     325        0        0    3,070    3,025    3,395    3,025      815    1,185

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      0.0     72.9     71.9     80.6     71.9     19.4     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       13       16       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,550
COMMITMENTS
     500      150        0    2,900    3,050    3,400    3,200      150      350

CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST:        -50)
       0      150        0     -125     -125     -125       25       75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.2      0.0     81.7     85.9     95.8     90.1      4.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       17       15       19       16
 

Updated July 29, 2008