GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,784
COMMITMENTS
       0        0        0    6,764    6,729    6,764    6,729       20       55

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        556)
       0        0        0      556      556      556      556        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.7     99.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       25       29       25       29
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,678
COMMITMENTS
       0      320      625    7,003    6,588    7,628    7,533       50      145

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        190)
       0      -75       25      165      240      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      8.1     91.2     85.8     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        1       29       29       30       31
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,952
COMMITMENTS
      72      563       34    3,116    2,880    3,222    3,477      730      475

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:         40)
       0       -1       -5       86      112       81      106      -41      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     14.2      0.9     78.8     72.9     81.5     88.0     18.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       25       31       27       35
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,304
COMMITMENTS
       0       20       35    2,389    2,562    2,424    2,617      880      687

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        251)
       0        0        0      219      162      219      162       32       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      1.1     72.3     77.5     73.4     79.2     26.6     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       26       28       27       29
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      268,835
COMMITMENTS
  26,146   13,164   69,190  134,175  154,942  229,511  237,296   39,325   31,539

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        331)
  -2,875   -4,310      992    1,460    3,086     -422     -232      754      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.9     25.7     49.9     57.6     85.4     88.3     14.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      35       20       42       56       61      111      107
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       18,815
COMMITMENTS
   1,215    3,112   10,852    5,791    4,308   17,858   18,272      957      543

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        177)
     -82      -84      266      -29      -20      155      163       22       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     16.5     57.7     30.8     22.9     94.9     97.1      5.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3       12       13       13       25       25
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,790
COMMITMENTS
     730        0      100    6,760    7,390    7,590    7,490      200      300

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        730)
     355      -20     -250      675      900      780      630      -50      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      1.3     86.8     94.9     97.4     96.1      2.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        0        1       25       28       29       29
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,569
COMMITMENTS
     914      369        0    4,270    5,170    5,184    5,539      385       30

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      150      300      150      300       50     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      6.6      0.0     76.7     92.8     93.1     99.5      6.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       12       16       14       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,289,461
COMMITMENTS
 185,303  387,364  496,301  525,101  367,425  1206705  1251090   82,756   38,371

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     -9,384)
 -10,717  -10,540      -96      -95      801  -10,908   -9,835    1,525      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     30.0     38.5     40.7     28.5     93.6     97.0      6.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      94       61      106       85       75      234      196
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       26,372
COMMITMENTS
   9,235   16,042    4,454   12,532    5,435   26,221   25,931      151      441

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        882)
   1,386    1,357   -1,062      604      703      928      998      -46     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     60.8     16.9     47.5     20.6     99.4     98.3      0.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9       11       14        6        8       21       27
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,688
COMMITMENTS
   1,874    8,303    2,649   92,940   85,548   97,463   96,500    8,225    9,188

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        854)
    -269     -109      219    1,097      672    1,047      782     -193       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      7.9      2.5     87.9     80.9     92.2     91.3      7.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       27       24       29       28
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,345
COMMITMENTS
   2,695   12,018    4,913   51,967   40,672   59,575   57,603    6,770    8,742

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,145)
       0      298      573    1,018    1,309    1,591    2,180     -446   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     18.1      7.4     78.3     61.3     89.8     86.8     10.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        5       30       22       35       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,755
COMMITMENTS
   5,154    5,270    1,336   89,471   87,591   95,961   94,197    6,794    8,558

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        389)
       0      298       31      358     -242      389       87        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.1      1.3     87.1     85.2     93.4     91.7      6.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       29       26       33       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,939
COMMITMENTS
   3,782    3,083    1,405   72,594   71,869   77,781   76,357   12,158   13,582

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:         27)
       0      151        0   -2,080     -970   -2,080     -819    2,107      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      3.4      1.6     80.7     79.9     86.5     84.9     13.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       20       23       24       25
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,265
COMMITMENTS
   4,011    2,780    5,622   37,468   39,382   47,101   47,784    2,164    1,481

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,518)
    -906       98      723    1,851      577    1,668    1,398     -150      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      5.6     11.4     76.1     79.9     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       20       19       23       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       79,291
COMMITMENTS
   8,051    1,815    5,000   59,131   62,144   72,182   68,959    7,109   10,332

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,094)
   1,238        0      -88      184      876    1,334      788     -240      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      2.3      6.3     74.6     78.4     91.0     87.0      9.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       23       23       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,901
COMMITMENTS
   6,364    4,898    2,341   85,568   88,322   94,273   95,561    5,628    4,340

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,107)
     883      337     -329      943    1,669    1,497    1,677     -390     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      4.9      2.3     85.7     88.4     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       30       38       34       43
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,600
COMMITMENTS
  11,526      248    5,160   90,256   92,490  106,942   97,898    6,658   15,702

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        957)
   2,156        0     -346    1,366    2,050    3,176    1,704   -2,219     -747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.2      4.5     79.5     81.4     94.1     86.2      5.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        4       24       28       28       32
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,169
COMMITMENTS
   2,624    5,555    3,533   43,427   36,012   49,584   45,100    4,585    9,069

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        952)
    -394    1,280     -128    1,398     -216      876      936       76       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.3      6.5     80.2     66.5     91.5     83.3      8.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       19       18       23       22
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,942
COMMITMENTS
   3,156    6,705   19,353   73,816   68,021   96,325   94,079    1,617    3,863

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -798)
    -387   -1,187      394     -805     -373     -798   -1,166        0      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      6.8     19.8     75.4     69.5     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       18       21       23       24
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,330
COMMITMENTS
     678      141    2,159   49,918   50,307   52,755   52,607    8,575    8,723

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        341)
     190      -58     -310      612      919      492      551     -151     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.2      3.5     81.4     82.0     86.0     85.8     14.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       24       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,645
COMMITMENTS
   1,372    7,348    6,145   77,908   72,958   85,425   86,451    6,220    5,194

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      2,462)
    -845    3,588     -407    3,486      217    2,234    3,398      228     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      8.0      6.7     85.0     79.6     93.2     94.3      6.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        5       32       35       38       40
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,979
COMMITMENTS
       0    4,603        0   42,061   40,526   42,061   45,129    7,918    4,850

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -976)
       0     -976        0     -856        0     -856     -976     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      0.0     84.2     81.1     84.2     90.3     15.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       13       16       15
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,200,536
COMMITMENTS
 174,550   14,114  1030799  989,799  1152144  2195148  2197058    5,388    3,478

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     76,245)
  -6,787    3,750   46,746   35,655   25,395   75,614   75,892      632      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.6     46.8     45.0     52.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       28       61       67       64      135      126
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,545
COMMITMENTS
   5,532   22,188   18,195   75,841   63,750   99,568  104,133   12,977    8,412

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -389)
       0   -1,426      490     -607    1,488     -117      552     -272     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     19.7     16.2     67.4     56.6     88.5     92.5     11.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        8       35       30       43       38
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,388
COMMITMENTS
  13,068    2,268    9,969   80,938   87,852  103,975  100,089    7,413   11,299

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      5,292)
   1,079    1,284    4,129       84       95    5,292    5,508        0     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      2.0      8.9     72.7     78.9     93.3     89.9      6.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        4       22       22       27       26
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,225
COMMITMENTS
   6,720      240        0   85,773   91,826   92,493   92,066      732    1,159

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     45,260)
       0        0        0   45,260   45,260   45,260   45,260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.3      0.0     92.0     98.5     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       14       15       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,604
COMMITMENTS
   7,234    5,368    8,252  210,595  214,833  226,081  228,453   13,523   11,151

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        612)
   1,549     -268      -56      -43    1,474    1,450    1,150     -838     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.2      3.4     87.9     89.7     94.4     95.3      5.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        4        6       45       42       52       50
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      225,329
COMMITMENTS
   9,056   17,538   13,908  191,616  187,191  214,580  218,637   10,749    6,692

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        876)
     222     -214      -84      658    1,174      796      876       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      7.8      6.2     85.0     83.1     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        4       39       34       45       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      229,006
COMMITMENTS
   4,806   10,062   14,849  200,618  189,887  220,273  214,798    8,733   14,208

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      2,803)
    -155     -694      751    2,008      183    2,604      240      199    2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      4.4      6.5     87.6     82.9     96.2     93.8      3.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        5        8       51       49       60       57
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,784
COMMITMENTS
   2,706       34    2,378   34,035   34,876   39,119   37,288    6,665    8,496

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        605)
   1,927        0     -898      212       10    1,241     -888     -636    1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.1      5.2     74.3     76.2     85.4     81.4     14.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       14       20       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      209,338
COMMITMENTS
  15,821   12,072   20,161  168,230  168,649  204,212  200,882    5,126    8,456

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -118)
     597    4,378   -1,713    5,090    1,363    3,974    4,028   -4,092   -4,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.8      9.6     80.4     80.6     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        7       40       39       47       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,152
COMMITMENTS
   1,249    5,394      660   41,445   36,055   43,354   42,109   10,798   12,043

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        266)
       0      186        0       84        0       84      186      182       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     10.0      1.2     76.5     66.6     80.1     77.8     19.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        2       20       17       23       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,798,025
COMMITMENTS
 1450462  391,865  1074519  1246691  2317444  3771672  3783828   26,353   14,197

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     68,243)
     -93  -13,065   39,367   33,426   47,877   72,700   74,179   -4,457   -5,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2     10.3     28.3     32.8     61.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      30       21       46      102      100      153      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,192,089
COMMITMENTS
 117,700  406,178  310,593  759,447  472,147  1187740  1188918    4,349    3,171

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     45,210)
  14,757   21,190   12,085   18,437   12,398   45,279   45,673      -69     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     34.1     26.1     63.7     39.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      18       27       36       42       43       82       84
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      107,266
COMMITMENTS
   2,032    1,260   18,834   85,290   86,581  106,156  106,675    1,110      591

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      4,452)
     277      -98    2,057    1,822    2,559    4,156    4,518      295      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.2     17.6     79.5     80.7     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        7        7       29       29       37       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,665
COMMITMENTS
   1,236       84        0   10,109   11,325   11,345   11,409      320      256

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      0.7      0.0     86.7     97.1     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,927
COMMITMENTS
   2,987       89      782   25,405   28,141   29,174   29,012      753      916

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        547)
      -6       69       -2      555      360      546      427        1      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.3      2.6     84.9     94.0     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       20       21       23       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       23,826
COMMITMENTS
     220      556      644   21,164   20,836   22,028   22,036    1,798    1,790

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      216      216      216      216      -12      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.3      2.7     88.8     87.5     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       20       16       23       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,826
COMMITMENTS
       0      340      300   28,972   27,604   29,272   28,244      554    1,582

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,024)
       0        6        0      504      504      504      510      520      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      1.0     97.1     92.6     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       24       22       25       23
 
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE            Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        9,250
COMMITMENTS
       0        0        0    8,780    9,190    8,780    9,190      470       60

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.9     99.4     94.9     99.4      5.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       15       16       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:        7,739
COMMITMENTS
   1,140      304       60    5,538    6,305    6,738    6,669    1,001    1,070

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      3.9      0.8     71.6     81.5     87.1     86.2     12.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       13       12       15       15
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       10,170
COMMITMENTS
     120       60        0    9,954    9,484   10,074    9,544       96      626

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.6      0.0     97.9     93.3     99.1     93.8      0.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       16       17       17       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,714,860
COMMITMENTS
 208,692  134,075  1136856  1298072  1362183  2643621  2633115   71,239   81,745

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:   -206,624)
   8,038   -7,776 -160,092  -57,782  -42,547 -209,836 -210,414    3,212    3,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      4.9     41.9     47.8     50.2     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
     108      104      150       86      100      274      282
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       89,141
COMMITMENTS
  23,722   21,801   22,535   41,084   44,269   87,341   88,605    1,800      537

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:    -12,429)
  -5,850   -1,493   -2,645   -3,750   -8,252  -12,246  -12,391     -183      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     24.5     25.3     46.1     49.7     98.0     99.4      2.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2       14       14       13       11       27       27
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,446
COMMITMENTS
  20,990   13,756    8,179   69,379   52,587   98,548   74,522   33,898   57,924

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,934)
    -120      -15      122    3,570    1,845    3,572    1,952   -1,638      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     10.4      6.2     52.4     39.7     74.4     56.3     25.6     43.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        7       17       16       24       23
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      348,998
COMMITMENTS
  20,679   13,246  148,770  176,300  183,611  345,750  345,627    3,249    3,371

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:    -32,478)
  -2,774   -4,486  -19,089  -10,227   -8,950  -32,090  -32,525     -388       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      3.8     42.6     50.5     52.6     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       25       43       36       36       84       81
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      304,033
COMMITMENTS
  16,241    6,955   88,568  191,407  201,679  296,216  297,202    7,818    6,831

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      8,593)
    -130     -108    2,125    6,222    6,235    8,217    8,252      376      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      2.3     29.1     63.0     66.3     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        8       31       30       39       38
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,697
COMMITMENTS
     800      575      200   19,532   19,572   20,532   20,347      165      350

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      1,505)
       0        0      150    1,305    1,105    1,455    1,255       50      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.8      1.0     94.4     94.6     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        1       36       33       38       37
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      210,928
COMMITMENTS
  18,166   26,247   56,630  124,195  119,199  198,991  202,076   11,937    8,852

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      4,974)
   1,596      -86    1,816    2,010    5,588    5,422    7,318     -448   -2,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     12.4     26.8     58.9     56.5     94.3     95.8      5.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       16       25       23       22       49       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,498
COMMITMENTS
   3,091    6,723    2,693   21,690   18,939   27,474   28,355    3,024    2,143

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:     -1,515)
     881     -756     -993   -1,224      251   -1,336   -1,498     -179      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     22.0      8.8     71.1     62.1     90.1     93.0      9.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        2       13       14       17       18
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,294
COMMITMENTS
       0      550        0    7,294    6,744    7,294    7,294        0        0

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0      192      225      192      225     -342     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.0    100.0     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       20       17       20       19
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,417
COMMITMENTS
   7,737    4,403       65    3,803    7,956   11,605   12,424    1,812      993

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -557)
    -382     -196     -108     -160     -343     -650     -647       93       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.7     32.8      0.5     28.3     59.3     86.5     92.6     13.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      40       28        2       20       21       61       50
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,563
COMMITMENTS
   6,552    3,562        0    3,725    7,390   10,277   10,952    2,286    1,611

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        305)
     435     -565        0     -338      569       97        4      208      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2     28.4      0.0     29.7     58.8     81.8     87.2     18.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      28       10        0       13       16       41       26
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      264,376
COMMITMENTS
  56,937   10,980   48,090  140,071  188,966  245,098  248,036   19,278   16,340

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:      7,362)
     981      115    1,575    7,059    5,903    9,614    7,592   -2,252     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      4.2     18.2     53.0     71.5     92.7     93.8      7.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      48       29       41       75       83      147      131
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,725
COMMITMENTS
     200      100       50    4,350    4,525    4,600    4,675      125       50

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        175)
      50        0        0      575      625      625      625     -450     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      2.1      1.1     92.1     95.8     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       22       25       24
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,100
COMMITMENTS
   1,045        0      864   11,986   13,121   13,895   13,985      205      115

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        644)
    -375        0      475      664      254      764      729     -120      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.0      6.1     85.0     93.1     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        2       27       27       29       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        2,168
COMMITMENTS
       0      660       10    1,727    1,453    1,737    2,123      431       45

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     30.4      0.5     79.7     67.0     80.1     97.9     19.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       14       13       15
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,535
COMMITMENTS
      50      100      100    4,335    4,235    4,485    4,435       50      100

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        325)
     -50       50      100      275      175      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.2      2.2     95.6     93.4     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       20       19       22       21
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,655
COMMITMENTS
     508        0        0    2,589    3,409    3,097    3,409      558      246

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:        179)
       0        0        0      272      179      272      179      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.0      0.0     70.8     93.3     84.7     93.3     15.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       12       13       14       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,579
COMMITMENTS
   1,556    2,607      499   10,786    9,739   12,841   12,845    1,738    1,734

CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST:       -248)
       0     -255        0      437      661      437      406     -685     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     17.9      3.4     74.0     66.8     88.1     88.1     11.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        4       22       25       28       31
 

Updated August 22, 2008