GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       33,689
COMMITMENTS
      75        0        0   33,324   33,519   33,399   33,519      290      170

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,340)
       0        0        0    1,393    1,393    1,393    1,393      -53      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     98.9     99.5     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        0        0       37       35       38       35
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,168
COMMITMENTS
     725      120      355   22,901   23,643   23,981   24,118      187       50

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      5,641)
     125     -475       75    5,516    6,110    5,716    5,710      -75      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.5      1.5     94.8     97.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       31       34       35       38
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,159
COMMITMENTS
   1,429        0      303    4,553    5,942    6,285    6,245      874      914

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.0      4.2     63.6     83.0     87.8     87.2     12.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       18       19       19
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,739
COMMITMENTS
       0      179      119   10,384   10,854   10,503   11,152    1,236      587

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        852)
       0      -54       66      929      967      995      979     -143     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      1.0     88.5     92.5     89.5     95.0     10.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        3        2       34       43       36       46
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,565
COMMITMENTS
     144       65       85    7,689    7,767    7,918    7,917      647      648

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        392)
     114        0       80      307      348      501      428     -109      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.8      1.0     89.8     90.7     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        3       41       43       45       47
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,914
COMMITMENTS
       0      259        0    3,993    3,965    3,993    4,224      921      690

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        262)
       0        0        0      255      242      255      242        7       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     81.3     80.7     81.3     86.0     18.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       22       19       23
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      223,673
COMMITMENTS
  22,009   14,346   25,626  140,521  155,227  188,156  195,199   35,517   28,474

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,631)
   2,554   -1,130   -3,424      597    5,980     -273    1,426    2,904    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.4     11.5     62.8     69.4     84.1     87.3     15.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      23       22       37       71       68      116      111
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       15,331
COMMITMENTS
     103    1,088      630   14,558   13,423   15,291   15,141       40      190

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,385)
     -50       50       50    1,485    1,235    1,485    1,335     -100       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      7.1      4.1     95.0     87.6     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        5        1       36       43       38       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,456
COMMITMENTS
      75       25        0    9,776   10,306    9,851   10,331      605      125

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:       -300)
      75        0        0     -375     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.2      0.0     93.5     98.6     94.2     98.8      5.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       22       25       23       26
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      712,293
COMMITMENTS
  79,938  242,772  255,842  301,419  178,382  637,199  676,996   75,094   35,297

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     -4,115)
  -3,393      630   -1,669    2,228     -821   -2,834   -1,860   -1,281   -2,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     34.1     35.9     42.3     25.0     89.5     95.0     10.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      55       67       85       74       56      184      161
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,139
COMMITMENTS
     102       73    3,159   87,575   83,379   90,836   86,611    6,303   10,528

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        236)
     102   -3,984      284     -157    2,884      229     -816        7    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      3.3     90.2     85.8     93.5     89.2      6.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       25       26       27       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,589
COMMITMENTS
   2,624    2,922    4,437   42,234   33,459   49,295   40,818    6,294   14,771

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,714)
       0      -66      585    2,359    3,678    2,944    4,197   -1,230   -2,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.3      8.0     76.0     60.2     88.7     73.4     11.3     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       17       15       19       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,355
COMMITMENTS
   2,125      822      516   76,232   73,935   78,873   75,273    6,482   10,082

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        335)
     416     -137     -114      -23      800      279      549       56     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.0      0.6     89.3     86.6     92.4     88.2      7.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       27       25       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,248
COMMITMENTS
       0        0        0   84,376   77,169   84,376   77,169   11,872   19,079

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      3,756)
       0        0        0    5,468    3,700    5,468    3,700   -1,712       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.7     80.2     87.7     80.2     12.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       22       22       22
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       41,434
COMMITMENTS
     680    3,983    6,856   31,719   28,905   39,255   39,744    2,179    1,690

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      9.6     16.5     76.6     69.8     94.7     95.9      5.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        3       13       13       16       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,932
COMMITMENTS
   5,580    1,032    3,568   57,892   59,214   67,040   63,814    5,892    9,118

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:       -262)
       0     -879       20      205    2,179      225    1,320     -487   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.4      4.9     79.4     81.2     91.9     87.5      8.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       25       25       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,189
COMMITMENTS
   1,595    6,291    5,148   74,119   71,835   80,862   83,274    8,327    5,915

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,932)
  -1,487      150      486    3,236    2,257    2,235    2,893     -303     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      7.1      5.8     83.1     80.5     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       26       29       30       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,957
COMMITMENTS
  18,917        0    3,996   71,194   80,101   94,107   84,097    9,850   19,860

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:       -862)
     112     -534     -619     -396   -2,109     -903   -3,262       41    2,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.0      3.8     68.5     77.1     90.5     80.9      9.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       19       26       22       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,658
COMMITMENTS
   4,657    7,062    1,106   27,605   23,208   33,368   31,376    4,290    6,282

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:         28)
    -275        0      182      121     -154       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     18.8      2.9     73.3     61.6     88.6     83.3     11.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       15       14       18       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,634
COMMITMENTS
     630   10,959   17,091   58,131   47,430   75,852   75,480    5,782    6,154

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,129)
       0    1,509     -178    1,110     -124      932    1,207      197      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     13.4     20.9     71.2     58.1     92.9     92.5      7.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       13       17       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,575
COMMITMENTS
       0        0        0   50,090   48,453   50,090   48,453    7,485    9,122

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,172)
       0        0        0    2,324    1,682    2,324    1,682     -152      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.0     84.2     87.0     84.2     13.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22       20       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,164
COMMITMENTS
   4,559    2,495    7,262   69,625   69,744   81,446   79,501    9,718   11,663

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      3,551)
   2,045   -1,801      815    1,075    4,841    3,935    3,855     -384     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      2.7      8.0     76.4     76.5     89.3     87.2     10.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        4       25       28       30       33
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,889
COMMITMENTS
   7,051   20,448   18,770   77,148   66,472  102,969  105,690   17,920   15,199

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        836)
    -199   -1,515      760    1,397    1,772    1,958    1,017   -1,122     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     16.9     15.5     63.8     55.0     85.2     87.4     14.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        5       24       23       29       29
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,943
COMMITMENTS
   9,184    2,571   10,961   97,719   98,130  117,864  111,662    8,079   14,281

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,066)
  -1,380      677      275    4,056      530    2,951    1,482     -885      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.0      8.7     77.6     77.9     93.6     88.7      6.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        5       21       23       26       28
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      226,237
COMMITMENTS
   9,902   11,586    6,098  196,449  200,730  212,449  218,414   13,788    7,823

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,909)
    -329        9      466    4,554    4,394    4,691    4,869   -1,782   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.1      2.7     86.8     88.7     93.9     96.5      6.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        5       40       32       47       37
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      179,942
COMMITMENTS
       0   10,534    5,255  158,851  154,381  164,106  170,170   15,836    9,772

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     -1,678)
       0      725      206   -2,063   -1,647   -1,857     -716      179     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      2.9     88.3     85.8     91.2     94.6      8.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        3       34       30       37       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,314
COMMITMENTS
   1,218    5,596   17,220  227,456  230,754  245,894  253,570   19,420   11,744

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     12,012)
     766   -2,329    2,440    7,646   11,570   10,852   11,681    1,160      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.1      6.5     85.7     87.0     92.7     95.6      7.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        4        5       41       42       46       47
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,082
COMMITMENTS
   4,204   24,078   15,735  189,008  169,250  208,947  209,063    8,135    8,019

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,705)
       0    1,499   -2,226    5,323    2,124    3,097    1,397   -1,392      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     11.1      7.2     87.1     78.0     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       35       32       42       38
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,641
COMMITMENTS
       0    1,504        0   41,169   38,179   41,169   39,683    7,472    8,958

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:         59)
       0        0        0        0     -277        0     -277       59      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0     84.6     78.5     84.6     81.6     15.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       16       17       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,459,992
COMMITMENTS
 873,443  168,284  1156661  1401790  2115097  3431894  3440042   28,098   19,950

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:    -49,404)
  -5,476   -1,607  -29,828  -15,831  -19,642  -51,135  -51,077    1,731    1,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      4.9     33.4     40.5     61.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      28       27       47      108       97      160      149
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,271,082
COMMITMENTS
 221,344  345,408  332,305  711,925  589,766  1265574  1267479    5,508    3,603

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     39,430)
  14,038  -11,620    6,980   18,566   44,056   39,584   39,416     -154       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     27.2     26.1     56.0     46.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      22       29       40       36       33       80       80
 
 
SING NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-03265B
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,289
COMMITMENTS
     350        0      250    3,589    3,939    4,189    4,189      100      100

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.0      5.8     83.7     91.8     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       14       18       15       19
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,151
COMMITMENTS
   2,270    3,052      561   29,558   29,325   32,389   32,938      762      213

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,447)
     140       12      198    2,890    2,467    3,228    2,677     -781     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      9.2      1.7     89.2     88.5     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        5       34       31       40       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       10,203
COMMITMENTS
       0        0        0   10,075    9,883   10,075    9,883      128      320

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     96.9     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       13       13       13
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       19,974
COMMITMENTS
   2,680      122      340   15,754   18,796   18,774   19,258    1,200      716

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        660)
       0       20        0      660      620      660      640        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.6      1.7     78.9     94.1     94.0     96.4      6.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       19       22       21
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       13,897
COMMITMENTS
       0        0        0   12,661   12,603   12,661   12,603    1,236    1,294

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        279)
       0        0        0      191      199      191      199       88       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     90.7     91.1     90.7      8.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       16       17       16
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       34,572
COMMITMENTS
      40      720      720   31,123   32,343   31,883   33,783    2,689      789

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        752)
       0        0        0      960      632      960      632     -208      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      2.1     90.0     93.6     92.2     97.7      7.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       27       22       29       23
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,794
COMMITMENTS
     100        0       20   29,422   28,352   29,542   28,372      252    1,422

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        492)
       0        0        0      452      -28      452      -28       40      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.1     98.8     95.2     99.2     95.2      0.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       20       23       21
 
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-064A01
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        7,488
COMMITMENTS
      40      560        0    5,885    6,204    5,925    6,764    1,563      724

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        368)
       0        0        0      368      310      368      310        0       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.5      0.0     78.6     82.9     79.1     90.3     20.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       16       16       17       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,566
COMMITMENTS
      40        0        0   10,226    9,678   10,266    9,678      300      888

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       46       18       46       18       -4       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.8     91.6     97.2     91.6      2.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       18       23       18
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,440
COMMITMENTS
       0        0        0   16,302   15,812   16,302   15,812      138      628

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        371)
       0        0        0      307      317      307      317       64       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     96.2     99.2     96.2      0.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       21       23       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,166,910
COMMITMENTS
 205,840  141,720  310,982  566,896  627,663  1083718  1080365   83,192   86,545

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     -1,120)
  13,421  -39,892   -2,157  -17,726   30,052   -6,462  -11,997    5,342   10,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     12.1     26.7     48.6     53.8     92.9     92.6      7.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      80       84      128       84       88      242      231
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,326
COMMITMENTS
  22,324   11,671   13,705  102,365  110,237  138,394  135,613   40,932   43,713

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      3,448)
     156      -27      239    1,705      745    2,100      957    1,348    2,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      6.5      7.6     57.1     61.5     77.2     75.6     22.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        6       22       22       28       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       51,004
COMMITMENTS
     815    1,450      600   48,814   48,179   50,229   50,229      775      775

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      2,411)
       0   -1,147        0    2,536    3,883    2,536    2,736     -125     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.8      1.2     95.7     94.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        2       40       43       45       47
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      174,048
COMMITMENTS
  18,875   32,656   27,299  119,188  105,675  165,362  165,630    8,686    8,418

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      4,854)
     729        0      612    3,359    3,933    4,700    4,545      154      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     18.8     15.7     68.5     60.7     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       18       23       21       20       46       46
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,889
COMMITMENTS
       0    7,010      195   53,127   44,317   53,322   51,522   11,567   13,367

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      3,147)
       0        0        0      977      879      977      879    2,170    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      0.3     81.9     68.3     82.2     79.4     17.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       20       17       21       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,095
COMMITMENTS
       0      495       65   21,030   20,535   21,095   21,095        0        0

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,183)
       0        0        0    1,183    1,183    1,183    1,183        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.3     99.7     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        4        1       25       30       26       34
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,662
COMMITMENTS
   8,913    3,506       61    1,995    8,068   10,969   11,635    1,693    1,027

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:       -157)
      -1      -37       11     -240     -115     -230     -141       73      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4     27.7      0.5     15.8     63.7     86.6     91.9     13.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       21        2       18       20       56       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,045
COMMITMENTS
   8,880    1,750      100    5,243   13,488   14,223   15,338    2,822    1,707

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        991)
     519     -689       39     -139    1,477      419      827      572      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     10.3      0.6     30.8     79.1     83.4     90.0     16.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      32       12        5       13       22       49       35
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      202,393
COMMITMENTS
  58,037    6,532   14,097  115,101  170,725  187,235  191,354   15,158   11,039

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:     12,198)
    -231     -867   -3,268   14,148   16,226   10,649   12,091    1,549      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      3.2      7.0     56.9     84.4     92.5     94.5      7.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       22       35       78       89      138      129
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       17,708
COMMITMENTS
     590        0       70   11,898   11,715   12,558   11,785    5,150    5,923

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.4     67.2     66.2     70.9     66.6     29.1     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       15       15       16
 
 
RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-11165L
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,876
COMMITMENTS
   1,462        0      150   12,465   13,686   14,077   13,836      799    1,040

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        186)
     122        0        0      -46       76       76       76      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0      1.0     83.8     92.0     94.6     93.0      5.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       19       15       20
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,852
COMMITMENTS
     100       50      150    6,402    6,452    6,652    6,652      200      200

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.7      2.2     93.4     94.2     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       29       24       32       26
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       20,829
COMMITMENTS
     517      264       28   19,119   20,523   19,664   20,815    1,165       14

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,610)
    -313     -375       -6    1,845    1,985    1,526    1,604       84        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.3      0.1     91.8     98.5     94.4     99.9      5.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       29       27       31       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       10,258
COMMITMENTS
       0      100      175    8,307    9,103    8,482    9,378    1,776      880

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        965)
    -100      100      -25      645      745      520      820      445      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      1.7     81.0     88.7     82.7     91.4     17.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       14       18       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,415
COMMITMENTS
     125      300        0    7,290    7,115    7,415    7,415        0        0

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:      1,100)
      75        0        0    1,025    1,225    1,100    1,225        0     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      4.0      0.0     98.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       23       20       25       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,891
COMMITMENTS
     300      255      108   19,006   19,384   19,414   19,747      477      144

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        545)
     -33      159      -24      758      410      701      545     -156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.3      0.5     95.6     97.5     97.6     99.3      2.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       23       22       25       24
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,541
COMMITMENTS
       0        0        0    9,385    9,454    9,385    9,454      156       87

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:         97)
       0     -120      -57       70      205       13       28       84       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     99.1     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       20       18       20
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 12/16/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       40,833
COMMITMENTS
   3,615   12,358    1,609   31,509   23,735   36,733   37,702    4,100    3,131

CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST:        471)
     175     -443      -55     -462      708     -342      210      813      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     30.3      3.9     77.2     58.1     90.0     92.3     10.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        4        4       23       27       30       33
 

Updated December 19, 2008