GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,843
COMMITMENTS
       0       75        0    6,961    7,641    6,961    7,716      882      127

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        363)
       0        0        0      453      453      453      453      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     88.8     97.4     88.8     98.4     11.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       21       22       21       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,286
COMMITMENTS
      30      385      225    7,671    7,552    7,926    8,162      360      124

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        -89)
      30      -45      -30      -29       46      -29      -29      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.6      2.7     92.6     91.1     95.7     98.5      4.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       24       23       26       27
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,963
COMMITMENTS
      35        0       25    3,336    3,411    3,396    3,436      567      527

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        259)
      20       -5      -35      315      501      300      461      -41     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.6     84.2     86.1     85.7     86.7     14.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       26       33       27       34
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      238,964
COMMITMENTS
  29,384    8,953   47,864  130,020  152,326  207,267  209,143   31,696   29,821

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -7,703)
  -4,286      872    2,556   -2,837  -11,608   -4,567   -8,180   -3,136      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.7     20.0     54.4     63.7     86.7     87.5     13.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      45       18       40       71       75      132      119
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,325,348
COMMITMENTS
  92,385  184,013  532,247  638,122  577,084  1262754  1293344   62,594   32,003

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,845)
  19,756  -11,299      542  -13,342   19,050    6,956    8,293   -5,111   -6,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     13.9     40.2     48.1     43.5     95.3     97.6      4.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      78       57       97       85       78      209      195
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,097
COMMITMENTS
     828   12,500    1,299   88,346   74,517   90,473   88,316   10,624   12,781

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        887)
     828        0      120      683      738    1,631      858     -744       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     12.4      1.3     87.4     73.7     89.5     87.4     10.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        4       25       20       29       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       86,614
COMMITMENTS
       0    9,611    4,091   77,112   63,498   81,203   77,200    5,411    9,414

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,591)
       0     -803      379    4,331    3,269    4,710    2,845   -3,119   -1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      4.7     89.0     73.3     93.8     89.1      6.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       27       24       29       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,855
COMMITMENTS
  12,264    1,151    4,626  110,747  124,822  127,637  130,599   10,218    7,256

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -2,134)
    -385     -174      366   -2,033   -2,176   -2,052   -1,984      -82     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.8      3.4     80.3     90.5     92.6     94.7      7.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        3       30       26       34       31
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,232
COMMITMENTS
  13,568   12,531      654   82,170   83,916   96,392   97,101    9,840    9,131

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        554)
       0        0        0     -604   -1,002     -604   -1,002    1,158    1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     11.8      0.6     77.3     79.0     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       20       25       24       27
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,881
COMMITMENTS
  11,403      947      365   26,014   38,374   37,782   39,686    6,099    4,195

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        883)
   1,052        0     -707      538    2,446      883    1,739        0     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      2.2      0.8     59.3     87.5     86.1     90.4     13.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       13       15       16       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,072
COMMITMENTS
   4,566        0    3,313   43,742   46,893   51,621   50,206    6,451    7,866

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        878)
    -424        0     -469    1,593    1,619      700    1,150      178     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      5.7     75.3     80.7     88.9     86.5     11.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       17       22       19       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       85,866
COMMITMENTS
   3,722      386    2,731   75,989   69,611   82,442   72,728    3,424   13,138

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      3,602)
      -9        0      182    4,852    5,827    5,025    6,009   -1,423   -2,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.4      3.2     88.5     81.1     96.0     84.7      4.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        4       25       32       29       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,372
COMMITMENTS
   2,546        0    3,515   90,487   99,447   96,548  102,962   15,824    9,410

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,314)
    -476       -2       48    1,546      582    1,118      628      196      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      3.1     80.5     88.5     85.9     91.6     14.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        3       23       22       26       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,113
COMMITMENTS
  13,630    1,088    5,436   42,966   51,630   62,032   58,154    4,081    7,959

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      2,198)
   2,415        0     -381       43    3,400    2,077    3,019      121     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      1.6      8.2     65.0     78.1     93.8     88.0      6.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       17       16       21       19
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,296
COMMITMENTS
   5,241    3,103   10,013   61,811   55,652   77,065   68,768    2,231   10,528

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,262)
     274      466     -727    1,073      793      620      532      642      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.9     12.6     77.9     70.2     97.2     86.7      2.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        3       17       16       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,844
COMMITMENTS
   2,192    3,829    2,644   67,246   62,399   72,082   68,872    5,762    8,972

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        -25)
  -1,101        9      339      621     -141     -141      207      116     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      4.9      3.4     86.4     80.2     92.6     88.5      7.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       24       24       28       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,489
COMMITMENTS
  13,723        0    6,343   92,708  105,326  112,774  111,669    7,715    8,820

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -1,176)
     224        0     -926     -161       -6     -863     -932     -313     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      5.3     76.9     87.4     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        3       29       33       33       36
 
 
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,522
COMMITMENTS
   1,128        0      256   28,293   28,704   29,677   28,960    7,845    8,562

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         79)
      55        0       14        0        0       69       14       10       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.7     75.4     76.5     79.1     77.2     20.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       15       13       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      134,115
COMMITMENTS
     632   22,503   14,896  106,217   88,621  121,745  126,020   12,370    8,095

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      3,448)
       0      186   -1,103    4,213    4,241    3,110    3,324      338      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     16.8     11.1     79.2     66.1     90.8     94.0      9.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        5        6       36       32       42       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       84,433
COMMITMENTS
  11,372    1,890    4,634   60,263   66,955   76,269   73,479    8,164   10,954

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,291)
     741     -276      515    1,197      957    2,453    1,196   -1,162       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      2.2      5.5     71.4     79.3     90.3     87.0      9.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        5       22       24       27       30
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,910
COMMITMENTS
   2,400      310        0   46,521   49,852   48,921   50,162    3,989    2,748

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        484)
       0        0        0      484    1,370      484    1,370        0     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.6      0.0     87.9     94.2     92.5     94.8      7.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       12       14       13       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      252,133
COMMITMENTS
  19,440    2,825    4,041  214,431  228,498  237,912  235,364   14,221   16,769

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      4,886)
     398       47      204    2,163    4,444    2,765    4,695    2,121      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      1.1      1.6     85.0     90.6     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        5       44       43       50       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      217,023
COMMITMENTS
  13,998    3,035   12,476  179,285  190,849  205,759  206,360   11,264   10,663

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,596)
     735      232     -120    1,190     -986    1,805     -874     -209    2,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      1.4      5.7     82.6     87.9     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        4       37       33       43       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      218,296
COMMITMENTS
   9,631    8,256   12,045  180,315  188,286  201,991  208,587   16,305    9,709

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      6,138)
   1,910    3,206      490    3,903    3,360    6,303    7,056     -165     -918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      3.8      5.5     82.6     86.3     92.5     95.6      7.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        4       43       38       48       44
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,589
COMMITMENTS
       0    2,193    1,362   39,495   36,874   40,857   40,429    8,732    9,160

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        504)
       0     -827      140      428    1,284      568      597      -64      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      2.7     79.6     74.4     82.4     81.5     17.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       18       21       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      216,400
COMMITMENTS
  22,701    7,719   11,546  163,032  180,743  197,279  200,008   19,121   16,392

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      7,839)
  -2,643   -1,596    1,600    6,277   12,849    5,234   12,853    2,605   -5,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      3.6      5.3     75.3     83.5     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        5       33       36       39       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,511
COMMITMENTS
   4,410   12,197    1,476   72,350   63,090   78,236   76,763    4,275    5,748

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      1,567)
       0    1,449     -111    1,616      503    1,505    1,841       62     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     14.8      1.8     87.7     76.5     94.8     93.0      5.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        1       27       28       30       32
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    2,846,049
COMMITMENTS
 616,144   77,833  943,183  1256574  1802764  2815901  2823780   30,148   22,269

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      2,362)
  24,461    4,288  -12,410   -3,630   15,604    8,421    7,482   -6,059   -5,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      2.7     33.1     44.2     63.3     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      32       16       45      104       93      155      141
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      943,166
COMMITMENTS
  89,409  246,192  177,527  669,802  514,483  936,738  938,202    6,428    4,964

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     23,866)
 -14,594   16,111    9,566   34,102    5,179   29,074   30,856   -5,208   -6,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     26.1     18.8     71.0     54.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       17       32       42       42       82       78
 
 
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE              Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS)                            OPEN INTEREST:       10,726
COMMITMENTS
      31        0        0    9,399   10,375    9,430   10,375    1,296      351

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      165       30      165       30     -150      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     87.6     96.7     87.9     96.7     12.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       17       18       17
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       94,833
COMMITMENTS
   2,206      747    5,067   86,978   88,337   94,251   94,151      582      682

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        429)
     338      -67      -34      191      593      495      492      -66      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.8      5.3     91.7     93.2     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        5        9       32       31       43       41
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       15,578
COMMITMENTS
   1,536    2,093      256   13,786   13,186   15,578   15,535        0       43

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         86)
       0        0        0       86       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     13.4      1.6     88.5     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 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,531
COMMITMENTS
   4,300        0      470   25,053   29,761   29,823   30,231      708      300

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:       -272)
      -2        0       41     -312     -314     -272     -272        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      1.5     82.1     97.5     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       19       21       21       23
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,549
COMMITMENTS
       0        0        0    8,209    8,831    8,209    8,831    1,340      718

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.0     92.5     86.0     92.5     14.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,310
COMMITMENTS
   1,100      544    1,292   22,332   24,792   24,724   26,628    3,586    1,682

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      310       80      310       80     -230        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.9      4.6     78.9     87.6     87.3     94.1     12.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       20       17       23       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       19,432
COMMITMENTS
   1,380        0      980   16,548   17,106   18,908   18,086      524    1,346

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        560)
       0        0        0      560      320      560      320        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      5.0     85.2     88.0     97.3     93.1      2.7      6.9

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 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,532,490
COMMITMENTS
 236,334  133,878  964,444  1244204  1347210  2444982  2445531   87,508   86,959

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:   -166,589)
 -19,901    4,910  -52,897  -70,003 -102,256 -142,801 -150,243  -23,789  -16,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      5.3     38.1     49.1     53.2     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     104      125      150       77      100      270      295
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,034
COMMITMENTS
       0      700        0   16,034   15,334   16,034   16,034        0        0

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:      2,270)
       0        0        0    2,270    2,270    2,270    2,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       25       29       25       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      140,329
COMMITMENTS
  25,673   16,071   40,088   67,348   77,706  133,109  133,865    7,220    6,464

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -8,226)
   2,584   -4,284   -1,388   -7,322     -991   -6,126   -6,663   -2,100   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     11.5     28.6     48.0     55.4     94.9     95.4      5.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9       13       20       21       21       44       41
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,110
COMMITMENTS
       0      600        0    7,050    6,510    7,050    7,110       60        0

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.4      0.0     99.2     91.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       12       14       13
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,074
COMMITMENTS
  12,393    1,863      220    3,316   15,624   15,929   17,707    2,145      367

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         82)
     205       19      170      -42      -69      333      120     -251      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.6     10.3      1.2     18.3     86.4     88.1     98.0     11.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      52       15        2       11       28       65       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,847
COMMITMENTS
  12,144    2,361       85    1,202   13,391   13,431   15,837    3,416    1,010

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     -1,123)
    -801     -426      -28      -39     -649     -868   -1,103     -255      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.1     14.0      0.5      7.1     79.5     79.7     94.0     20.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      54       12        2        8       22       64       34
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,656
COMMITMENTS
  40,866   13,908   48,380  166,065  200,516  255,311  262,803   27,345   19,853

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:     16,090)
  -2,832   -5,363    4,112   15,414   16,699   16,693   15,449     -604      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      4.9     17.1     58.8     70.9     90.3     93.0      9.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      62       27       44       87       92      167      147
 
 
RBOB GASOLINE FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-11165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:        7,443
COMMITMENTS
   2,152      310      636    3,256    5,442    6,044    6,388    1,399    1,055

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:         91)
      68      -11       12      -24       90       56       91       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      4.2      8.5     43.7     73.1     81.2     85.8     18.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        2        4       11       10       20       15
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| 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 01/15/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,539
COMMITMENTS
       0    3,704      414    6,613    4,602    7,027    8,720    2,512      819

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        606)
       0      125        0     -228      437     -228      562      834       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     38.8      4.3     69.3     48.2     73.7     91.4     26.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       12       17       13
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,330
COMMITMENTS
   1,575        0      825    2,780    4,355    5,180    5,180      150      150

CHANGES FROM 01/15/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0       50      150       50      150      150       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      0.0     15.5     52.2     81.7     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       15       18       16
 

Updated July 29, 2008