GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,300
COMMITMENTS
       0       75        0    6,328    7,023    6,328    7,098      972      202

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,164)
       0      -50        0   -1,164   -1,229   -1,164   -1,279        0      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     86.7     96.2     86.7     97.2     13.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       17       16       19
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,115
COMMITMENTS
       0      505       30    7,665    7,396    7,695    7,931      420      184

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -908)
       0      -78      -20   -1,188     -924   -1,208   -1,022      300      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      0.4     94.5     91.1     94.8     97.7      5.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       22       22       23       26
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,409
COMMITMENTS
       0        5       75    2,723    2,627    2,798    2,707      611      702

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -977)
       0      -60       -5     -978   -1,036     -983   -1,101        6      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      2.2     79.9     77.1     82.1     79.4     17.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        2       21       27       23       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      244,404
COMMITMENTS
  42,446    9,635   44,256  123,636  160,718  210,337  214,609   34,067   29,795

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      7,136)
  -1,689      121    1,310    3,398    2,144    3,019    3,576    4,117    3,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      3.9     18.1     50.6     65.8     86.1     87.8     13.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      45       16       35       66       78      126      116
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,302,452
COMMITMENTS
  80,556  192,487  517,169  641,465  553,649  1239190  1263305   63,262   39,146

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     27,822)
 -11,757  -14,430   19,236   16,041   21,885   23,520   26,690    4,302    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     14.8     39.7     49.3     42.5     95.1     97.0      4.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      66       68       88       85       78      203      187
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,703
COMMITMENTS
   1,594   12,290    1,209   87,362   74,051   90,165   87,550    9,538   12,153

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -301)
   1,594      952     -949   -6,645   -3,275   -6,000   -3,272    5,699    2,971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     12.3      1.2     87.6     74.3     90.4     87.8      9.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        4        4       24       19       28       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,384
COMMITMENTS
     615    9,435    3,190   70,939   58,766   74,744   71,391    7,640   10,993

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -811)
     615   -3,259      406   -4,581    1,165   -3,560   -1,688    2,749      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     11.5      3.9     86.1     71.3     90.7     86.7      9.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       22       20       24       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,561
COMMITMENTS
  17,334    1,592    3,068  105,499  123,926  125,901  128,586   10,660    7,975

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -9,985)
   1,456     -670   -1,913   -9,437   -9,305   -9,894  -11,888      -91    1,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.2      2.2     77.3     90.7     92.2     94.2      7.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        3       30       26       34       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,642
COMMITMENTS
  13,568   11,315      654   82,590   85,679   96,812   97,648    7,830    6,994

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,542)
    -155     -146     -282   -4,845   -4,572   -5,282   -5,000      740      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     10.8      0.6     78.9     81.9     92.5     93.3      7.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       22       26       26       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,975
COMMITMENTS
  11,599      947    1,349   25,196   39,302   38,144   41,598    6,831    3,377

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -5,190)
  -1,750      -31      243   -2,534   -5,417   -4,041   -5,205   -1,149       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      2.1      3.0     56.0     87.4     84.8     92.5     15.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       11       14       15       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,052
COMMITMENTS
   4,179        0    3,536   40,064   42,010   47,779   45,546    6,273    8,506

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,044)
    -191        0      -66   -3,255   -5,609   -3,512   -5,675     -532    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      6.5     74.1     77.7     88.4     84.3     11.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       22       18       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,225
COMMITMENTS
     342      622    3,163   73,287   63,696   76,792   67,481    4,433   13,744

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -7,902)
    -760     -689   -1,074   -7,145  -11,362   -8,979  -13,125    1,077    5,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      3.9     90.2     78.4     94.5     83.1      5.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       24       29       27       32
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,470
COMMITMENTS
   2,389        2    3,357   86,118   95,407   91,864   98,766   15,606    8,704

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -2,967)
     763   -1,133     -144   -5,075   -1,823   -4,456   -3,100    1,489      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      3.1     80.1     88.8     85.5     91.9     14.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       23       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,022
COMMITMENTS
  14,167    1,088    4,029   37,943   44,772   56,139   49,889    3,883   10,133

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,466)
  -8,349    1,088    2,123    7,324     -504    1,098    2,707      368   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      1.8      6.7     63.2     74.6     93.5     83.1      6.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       14       20       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,048
COMMITMENTS
   5,297    3,457    8,114   56,572   48,201   69,983   59,772    2,065   12,276

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        578)
     647   -4,863    1,312     -831    4,206    1,128      655     -550      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.8     11.3     78.5     66.9     97.1     83.0      2.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       16       19       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,220
COMMITMENTS
   3,641      176    3,928   59,943   59,683   67,512   63,787    7,708   11,433

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,057)
  -5,255      176      853   -5,842  -10,880  -10,244   -9,851    2,187    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.2      5.2     79.7     79.3     89.8     84.8     10.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       22       22       26       24
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,196
COMMITMENTS
   6,408      364    7,873   92,958   97,615  107,239  105,852    9,957   11,344

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -3,618)
  -2,278      364       83   -5,680   -7,581   -7,875   -7,134    4,257    3,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.3      6.7     79.3     83.3     91.5     90.3      8.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        3       27       32       31       35
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,295
COMMITMENTS
   1,120   21,001   14,232   93,392   78,671  108,744  113,904   12,551    7,391

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:    -13,091)
     676      679   -5,948   -8,930   -7,488  -14,202  -12,757    1,111     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     17.3     11.7     77.0     64.9     89.7     93.9     10.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        6       35       28       41       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,922
COMMITMENTS
   7,979    2,908    5,518   57,481   56,431   70,978   64,857    7,944   14,065

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,030)
     595     -837     -829   -7,903   -8,810   -8,137  -10,476      107    2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.7      7.0     72.8     71.5     89.9     82.2     10.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       20       22       25       28
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,426
COMMITMENTS
   2,400      310        0   45,950   48,482   48,350   48,792    4,076    3,634

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:    -10,701)
  -1,240   -3,100        0   -8,655   -6,311   -9,895   -9,411     -806   -1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.6      0.0     87.6     92.5     92.2     93.1      7.8      6.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      246,363
COMMITMENTS
  15,740    3,119    4,554  215,665  220,626  235,959  228,299   10,404   18,064

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -9,223)
   3,098   -2,190     -871  -11,481   -7,956   -9,254  -11,017       31    1,794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      1.3      1.8     87.5     89.6     95.8     92.7      4.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        2        6       44       41       50       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      209,659
COMMITMENTS
  11,367    3,772   11,995  174,231  184,754  197,593  200,521   12,066    9,138

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -4,351)
   2,540   -1,383     -473   -7,085   -3,053   -5,018   -4,909      667      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      1.8      5.7     83.1     88.1     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       36       31       42       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      207,112
COMMITMENTS
   9,299    7,033    7,403  172,824  182,206  189,526  196,642   17,586   10,470

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -8,962)
  -1,434   -3,179      -82   -8,854   -8,355  -10,370  -11,616    1,408    2,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      3.4      3.6     83.4     88.0     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        3        4       43       36       48       42
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,359
COMMITMENTS
       0    3,014      831   39,336   34,833   40,167   38,678    8,192    9,681

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,539)
       0      376       -3   -1,218   -2,831   -1,221   -2,458     -318      919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      1.7     81.3     72.0     83.1     80.0     16.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       16       21       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      203,948
COMMITMENTS
  23,545    6,550   10,457  152,885  165,111  186,887  182,118   17,061   21,830

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -7,696)
     711      904   -1,285   -8,771   -8,655   -9,345   -9,036    1,649    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      3.2      5.1     75.0     81.0     91.6     89.3      8.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       34       36       40       42
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,998
COMMITMENTS
   4,410   10,349    2,083   68,640   61,009   75,133   73,441    6,865    8,557

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,894)
       0    1,926       -3   -1,355   -3,924   -1,358   -2,001     -536      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     12.6      2.5     83.7     74.4     91.6     89.6      8.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       26       27       29       31
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,750,865
COMMITMENTS
 567,270   83,382  909,027  1231577  1722780  2707874  2715189   42,991   35,676

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     68,412)
  13,759  -31,720   48,550    8,318   48,047   70,627   64,877   -2,215    3,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      3.0     33.0     44.8     62.6     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      27       19       42      102       91      150      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      903,538
COMMITMENTS
  81,049  238,377  172,054  642,376  484,303  895,479  894,734    8,059    8,804

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     23,913)
  12,933   -2,878    2,199    5,829   21,518   20,961   20,839    2,952    3,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     26.4     19.0     71.1     53.6     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       17       30       42       42       78       77
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,701
COMMITMENTS
      76        0       30    9,749   10,560    9,855   10,590      846      111

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        -85)
      45        0       30     -280       50     -205       80      120     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.3     91.1     98.7     92.1     99.0      7.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       16       21       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       92,616
COMMITMENTS
   1,883      621    4,901   85,218   86,333   92,002   91,855      614      761

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      2,088)
    -115       84      132    2,162    1,985    2,180    2,201      -92     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.7      5.3     92.0     93.2     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8        4        8       30       30       41       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,492
COMMITMENTS
   1,536    2,093      256   13,700   13,100   15,492   15,449        0       43

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:        852)
      80    2,048      -80      872   -1,139      872      829      -20       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     13.5      1.7     88.4     84.6    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,674
COMMITMENTS
   4,305        0      449   25,211   29,928   29,966   30,378      708      296

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -797)
       0      -40      -45     -706     -711     -751     -796      -47       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      0.0      1.5     82.2     97.6     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       19       21       21       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,146
COMMITMENTS
   1,100    1,504      572   21,702   23,612   23,374   25,688    3,772    1,458

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,104)
      46      -20      -46   -1,488   -1,498   -1,488   -1,564      384      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.5      2.1     79.9     87.0     86.1     94.6     13.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       18       16       21       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       18,692
COMMITMENTS
   1,380        0      980   15,808   16,366   18,168   17,346      524    1,346

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -1,540)
      -4        0     -160   -1,338   -2,026   -1,502   -2,186      -38      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      5.2     84.6     87.6     97.2     92.8      2.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        2       20       19       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,628,361
COMMITMENTS
 266,554  133,157  989,075  1270402  1410374  2526030  2532606  102,331   95,755

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:    119,389)
     -30   -6,375   62,881   45,474   53,465  108,325  109,971   11,064    9,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.1     37.6     48.3     53.7     96.1     96.4      3.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     107      139      165       75       93      286      304
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,289
COMMITMENTS
       0      700        0   13,289   12,589   13,289   13,289        0        0

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     -3,825)
       0       50      -50   -3,775   -3,825   -3,825   -3,825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0    100.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       26       25       26       27
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      151,390
COMMITMENTS
  23,594   22,782   42,222   76,385   78,868  142,201  143,872    9,189    7,518

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     11,207)
  -1,132       45    4,029    7,271    6,216   10,168   10,290    1,039      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     15.0     27.9     50.5     52.1     93.9     95.0      6.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       14       19       22       22       44       42
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,154
COMMITMENTS
  11,837    1,903        0    3,218   15,039   15,055   16,942    2,099      212

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,176)
   1,735       55        0     -708    1,255    1,027    1,310      149     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.0     11.1      0.0     18.8     87.7     87.8     98.8     12.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      58       15        0       11       26       69       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       19,500
COMMITMENTS
  14,569    2,816      112    1,080   15,713   15,761   18,641    3,739      859

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:      1,938)
   1,922      557     -107       90    1,598    1,905    2,048       33     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7     14.4      0.6      5.5     80.6     80.8     95.6     19.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      57       12        1       11       24       69       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      256,290
COMMITMENTS
  57,484    8,916   40,498  128,757  186,498  226,739  235,912   29,551   20,378

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:     17,519)
  -2,555    2,141    3,077   12,912    9,732   13,435   14,951    4,084    2,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      3.5     15.8     50.2     72.8     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      77       14       33       77       88      160      129
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,025
COMMITMENTS
   2,120      452      584    2,931    4,704    5,635    5,740    1,390    1,285

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -600)
    -133      255     -176     -197     -377     -506     -298      -94     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2      6.4      8.3     41.7     67.0     80.2     81.7     19.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        4       10        9       19       14
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,275
COMMITMENTS
       0        0      250    3,025    2,975    3,275    3,225        0       50

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -550)
    -150        0        0     -400     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      7.6     92.4     90.8    100.0     98.5      0.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        1       14       18       15       19
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,155
COMMITMENTS
   1,575        0      825    2,755    4,180    5,155    5,005        0      150

CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST:       -600)
      50        0        0     -650     -600     -600     -600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      0.0     16.0     53.4     81.1    100.0     97.1      0.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       17       13
 

Updated July 29, 2008