GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,476
COMMITMENTS
       0       50        0    5,496    6,091    5,496    6,141      980      335

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:         50)
       0     -100        0       45       70       45      -30        5       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     84.9     94.1     84.9     94.8     15.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       18       22       18       23
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,856
COMMITMENTS
      50      195      350    8,286    8,251    8,686    8,796      170       60

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.2      4.0     93.6     93.2     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       27       26       30       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,777
COMMITMENTS
      30        0       10    2,013    1,997    2,053    2,007      724      770

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        151)
       0        0        0      117      111      117      111       34       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.4     72.5     71.9     73.9     72.3     26.1     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       18       21       19       22
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,698
COMMITMENTS
      15       30       60    3,204    2,981    3,279    3,071      419      627

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        182)
       0        5      -50      297      267      247      222      -65      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      1.6     86.6     80.6     88.7     83.0     11.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       29       35       31       37
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      234,213
COMMITMENTS
  47,395   20,661   25,374  128,349  159,748  201,118  205,783   33,095   28,430

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     17,080)
  11,826     -773    3,173    2,091   14,699   17,090   17,099      -10      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      8.8     10.8     54.8     68.2     85.9     87.9     14.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      49       18       36       66       78      134      117
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      963,709
COMMITMENTS
 132,138  210,851  345,376  423,104  372,524  900,618  928,751   63,091   34,958

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      5,892)
  20,464    5,953    2,299  -17,765   -4,672    4,998    3,580      894    2,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     21.9     35.8     43.9     38.7     93.5     96.4      6.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      74       61       80       79       68      204      171
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,033
COMMITMENTS
     252   10,569    2,024   90,087   76,454   92,363   89,047    7,670   10,986

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        190)
    -350        0      276     -284     -124     -358      152      548       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.6      2.0     90.1     76.4     92.3     89.0      7.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       25       21       28       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,300
COMMITMENTS
   5,643   12,284    3,515   79,904   69,317   89,062   85,116    5,238    9,184

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      6,870)
   2,756    2,036      488    5,797    3,917    9,041    6,441   -2,171      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     13.0      3.7     84.7     73.5     94.4     90.3      5.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       28       26       33       31
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,355
COMMITMENTS
  15,636      372    4,168  106,576  120,807  126,380  125,347    7,975    9,008

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        426)
     367        0      151      550      277    1,068      428     -642       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.3      3.1     79.3     89.9     94.1     93.3      5.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        3       31       26       35       30
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,945
COMMITMENTS
  13,423    6,079    3,342   80,159   90,115   96,924   99,536   11,021    8,409

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      3,380)
       0      976      306    2,956    2,152    3,262    3,434      118      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.6      3.1     74.3     83.5     89.8     92.2     10.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       25       29       29       31
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,477
COMMITMENTS
   8,782    1,067    3,608   33,525   40,432   45,915   45,107    4,562    5,370

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      4,461)
  -1,158        0    2,453    3,534    2,100    4,829    4,553     -368      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      2.1      7.1     66.4     80.1     91.0     89.4      9.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       15       16       17       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,525
COMMITMENTS
   1,718        0    7,208   51,840   51,897   60,766   59,105    6,759    8,420

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      6,155)
  -4,220        0    3,621    5,815    2,503    5,216    6,124      939       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0     10.7     76.8     76.9     90.0     87.5     10.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       20       21       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,085
COMMITMENTS
   3,494      221    2,312   81,170   74,409   86,976   76,942    3,109   13,143

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        910)
     -88      125       28      418      757      358      910      552        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.2      2.6     90.1     82.6     96.5     85.4      3.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        2        3       31       35       34       38
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,669
COMMITMENTS
   4,332      247    4,321   89,794   98,636   98,447  103,204   14,222    9,465

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      1,268)
     768     -251      535      533    2,164    1,836    2,448     -568   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      3.8     79.7     87.5     87.4     91.6     12.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,520
COMMITMENTS
   6,722    2,662   10,777   52,827   50,948   70,326   64,387    4,194   10,133

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        236)
    -668    1,104      -72      738     -856       -2      176      238       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      3.6     14.5     70.9     68.4     94.4     86.4      5.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       19       15       23       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,036
COMMITMENTS
   4,958    1,129   16,914   65,969   61,998   87,841   80,041    2,195    9,995

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      4,270)
  -1,018     -136    2,509    2,655    1,039    4,146    3,412      124      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.3     18.8     73.3     68.9     97.6     88.9      2.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       15       17       19       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       73,104
COMMITMENTS
   1,960    2,264    3,515   62,012   56,398   67,487   62,177    5,617   10,927

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:         88)
       0   -1,738      672    2,066      683    2,738     -383   -2,650      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.1      4.8     84.8     77.1     92.3     85.1      7.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       24       23       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,504
COMMITMENTS
  18,029    1,712    6,188   88,549  104,939  112,766  112,839    8,738    8,665

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      3,725)
     -58    1,712      743    2,374    1,481    3,059    3,936      666     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      1.4      5.1     72.9     86.4     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        4       29       31       34       36
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,596
COMMITMENTS
   1,513        0      294   25,181   25,689   26,988   25,983    7,608    8,613

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        667)
     342        0      -14     -453       40     -125       26      792      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.8     72.8     74.3     78.0     75.1     22.0     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       14       13       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,027
COMMITMENTS
       0   19,388   18,532  102,348   84,837  120,880  122,757    9,147    7,270

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:       -740)
    -748      450      683     -675   -1,751     -740     -618        0     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9     14.3     78.7     65.2     93.0     94.4      7.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        6        6       36       31       42       37
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,986
COMMITMENTS
  15,227      968    3,123   62,360   76,498   80,710   80,589    9,276    9,397

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      3,874)
   2,534     -310     -298    1,877    5,638    4,113    5,030     -239   -1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      1.1      3.5     69.3     85.0     89.7     89.6     10.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        6       19       22       25       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,979
COMMITMENTS
   1,240      310        0   50,858   52,589   52,098   52,899    3,881    3,080

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      0.0     90.9     93.9     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12       13       13       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      246,263
COMMITMENTS
  16,075    4,620    4,830  210,496  223,025  231,401  232,475   14,862   13,788

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      2,034)
  -3,532      131    1,105    4,461    2,116    2,034    3,352        0   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.9      2.0     85.5     90.6     94.0     94.4      6.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        6       43       43       49       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      221,601
COMMITMENTS
  16,273      558   12,908  181,130  199,193  210,311  212,659   11,290    8,942

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      2,090)
  -3,261        0      334    5,139    1,484    2,212    1,818     -122      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.3      5.8     81.7     89.9     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        4       39       30       45       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      238,792
COMMITMENTS
   5,193   14,403   13,451  206,681  199,755  225,325  227,609   13,467   11,183

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     -1,638)
    -888   -1,741   -1,840    2,671      308      -57   -3,273   -1,581    1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      6.0      5.6     86.6     83.7     94.4     95.3      5.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       45       41       50       46
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,282
COMMITMENTS
       0    2,961    1,481   43,185   38,383   44,666   42,825    7,616    9,457

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      3,047)
     -19    2,961     -801    2,800   -1,145    1,980    1,015    1,067    2,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      2.8     82.6     73.4     85.4     81.9     14.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       18       22       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,858
COMMITMENTS
  36,124    7,073   13,207  163,769  194,376  213,100  214,656   20,758   19,202

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      9,337)
  10,532     -302     -628     -602   10,169    9,302    9,239       35       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      3.0      5.6     70.0     83.1     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        5       35       39       41       44
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,638
COMMITMENTS
   5,154    9,796    1,222   67,885   59,544   74,261   70,562    5,377    9,076

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:       -818)
       0   -1,101       31     -601   -1,742     -570   -2,812     -248    1,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     12.3      1.5     85.2     74.8     93.2     88.6      6.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        1       25       23       28       26
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,111,658
COMMITMENTS
 781,831  194,494  939,022  1353038  1952591  3073891  3086107   37,767   25,551

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:    108,236)
  34,743   35,455   11,311   63,598   61,084  109,652  107,850   -1,416      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      6.3     30.2     43.5     62.8     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      36       15       43      103       92      159      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      961,024
COMMITMENTS
  79,881  261,917  210,191  664,971  481,712  955,043  953,820    5,981    7,204

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:     13,359)
  18,271    8,816  -11,135    6,236   15,669   13,372   13,350      -13        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     27.3     21.9     69.2     50.1     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       21       36       45       42       88       82
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,778
COMMITMENTS
   1,833      545      375   29,928   30,952   32,136   31,872      642      906

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          8)
       0        8        0        7        0        7        8        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.7      1.1     91.3     94.4     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        1       28       27       32       32
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       14,816
COMMITMENTS
   1,492    2,115      234   13,090   12,424   14,816   14,773        0       43

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.3      1.6     88.4     83.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1        9       15       11       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       17,157
COMMITMENTS
   4,140       40      321   12,075   16,511   16,536   16,872      621      285

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          0)
       0       40        0        0      -10        0       30        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      0.2      1.9     70.4     96.2     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       17       19       20       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,742
COMMITMENTS
     978      500    1,254   22,184   24,456   24,416   26,210    3,326    1,532

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -240        0     -240        0      140     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.8      4.5     80.0     88.2     88.0     94.5     12.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       21       17       24       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       20,846
COMMITMENTS
   1,290        0      890   18,240   19,142   20,420   20,032      426      814

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        880)
    -120        0        0    1,000      880      880      880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      4.3     87.5     91.8     98.0     96.1      2.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        2       21       20       23       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,355,135
COMMITMENTS
 232,424  177,226  335,437  704,558  753,061  1272419  1265724   82,716   89,411

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:    -37,900)
  14,914   -8,710  -16,701  -12,522    7,447  -14,309  -17,964  -23,591  -19,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.1     24.8     52.0     55.6     93.9     93.4      6.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      83      124      126       82      101      253      273
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      116,968
COMMITMENTS
  21,660   20,043    4,162   64,077   39,831   89,899   64,036   27,069   52,932

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     17.1      3.6     54.8     34.1     76.9     54.7     23.1     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        4       14       14       19       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,485
COMMITMENTS
       0      550      100   15,385   14,835   15,485   15,485        0        0

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.6     99.4     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       23       28       24       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      158,886
COMMITMENTS
  28,253   26,222   37,424   80,463   85,956  146,140  149,602   12,746    9,284

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        121)
     409    6,891   -3,602    1,284   -3,419   -1,909     -130    2,030      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     16.5     23.6     50.6     54.1     92.0     94.2      8.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       15       24       23       25       49       50
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,960
COMMITMENTS
       0      550        0    6,900    6,410    6,900    6,960       60        0

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0     99.1     92.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       12       16       13
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,607
COMMITMENTS
  12,367    2,060      308    3,675   17,311   16,350   19,679    4,257      928

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        311)
     148     -203      -39     -264       25     -155     -217      466      528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     10.0      1.5     17.8     84.0     79.3     95.5     20.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      80       12        4       15       26       98       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,153
COMMITMENTS
  10,078    3,043       51    2,145   11,152   12,274   14,246    3,879    1,907

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:      1,018)
     -27       30     -127      872      487      718      390      300      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.4     18.8      0.3     13.3     69.0     76.0     88.2     24.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      54       19        3       12       23       69       42
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      258,636
COMMITMENTS
  55,296   15,704   28,330  146,700  198,776  230,326  242,810   28,310   15,826

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        965)
   6,360   -2,563   -2,406   -4,335    7,354     -381    2,385    1,346   -1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.1     11.0     56.7     76.9     89.1     93.9     10.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      65       24       43       88       99      169      152
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,450
COMMITMENTS
      50        0      200    2,200    2,250    2,450    2,450        0        0

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      8.2     89.8     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       15       14       16
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,813
COMMITMENTS
     225    2,795      453    9,747    7,136   10,425   10,384      388      429

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:        207)
      75     -225        0      132      407      207      182        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     25.8      4.2     90.1     66.0     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       21       22       23       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 02/19/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,605
COMMITMENTS
     950        0      825    3,830    4,680    5,605    5,505        0      100

CHANGES FROM 02/12/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0     14.7     68.3     83.5    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       21       16       22       17
 

Updated July 29, 2008