NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   313,857:    96,748    209,752     65,250        313     21,474     34,131     12,828     18,373     16,677      3,445     22,997:   38,207    24,675
Old  :   313,857:    96,748    209,752     65,250        313     21,474     34,131     12,828     18,373     16,677      3,445     22,997:   38,207    24,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :     2,191:      -288      2,039      1,766       -131     -1,832     -1,190       -236      1,337        -76        171      3,122:     -648    -2,279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.8       66.8       20.8        0.1        6.8       10.9        4.1        5.9        5.3        1.1        7.3:     12.2       7.9
Old  :     100.0:      30.8       66.8       20.8        0.1        6.8       10.9        4.1        5.9        5.3        1.1        7.3:     12.2       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         57         18          .         17         24         11         20         17         12         29:
Old  :       152:        48         57         18          .         17         24         11         20         17         12         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       28.2       34.5       39.3       14.4       16.3       22.9       23.3
Old  :                 21.4       28.2       34.5       39.3       14.4       16.3       22.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   311,666:    97,036    207,713     63,484        444     23,306     35,321     13,064     17,036     16,753      3,274     19,875:   38,855    26,954
Old  :   311,666:    97,036    207,713     63,484        444     23,306     35,321     13,064     17,036     16,753      3,274     19,875:   38,855    26,954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :     5,843:     5,546      3,331        656         13      1,718     -1,019      2,191     -1,455      1,004       -269       -176:     -431       490
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       66.6       20.4        0.1        7.5       11.3        4.2        5.5        5.4        1.1        6.4:     12.5       8.6
Old  :     100.0:      31.1       66.6       20.4        0.1        7.5       11.3        4.2        5.5        5.4        1.1        6.4:     12.5       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       146:        48         56         18          .         15         24         10         16         17         11         26:
Old  :       146:        48         56         18          .         15         24         10         16         17         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       29.0       35.3       40.3       13.9       16.3       22.4       23.9
Old  :                 22.0       29.0       35.3       40.3       13.9       16.3       22.4       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   305,823:    91,490    204,382     62,828        431     21,588     36,340     10,873     18,491     15,749      3,543     20,051:   39,286    26,464
Old  :   305,823:    91,490    204,382     62,828        431     21,588     36,340     10,873     18,491     15,749      3,543     20,051:   39,286    26,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :     7,452:     1,409      7,125       -842         -5      1,296      6,268        392     -1,490     -2,142        785      2,217:      736    -2,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       66.8       20.5        0.1        7.1       11.9        3.6        6.0        5.1        1.2        6.6:     12.8       8.7
Old  :     100.0:      29.9       66.8       20.5        0.1        7.1       11.9        3.6        6.0        5.1        1.2        6.6:     12.8       8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        46         54         19          .         14         19         10         18         13         13         26:
Old  :       140:        46         54         19          .         14         19         10         18         13         13         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       29.1       36.5       40.7       14.3       16.1       22.7       24.0
Old  :                 22.0       29.1       36.5       40.7       14.3       16.1       22.7       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   298,371:    90,081    197,257     63,670        436     20,292     30,072     10,481     19,981     17,891      2,758     17,834:   38,550    29,332
Old  :   298,371:    90,081    197,257     63,670        436     20,292     30,072     10,481     19,981     17,891      2,758     17,834:   38,550    29,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :    -1,425:    -1,784      4,219       -614        -40     -2,407      2,618     -2,654        467       -558       -181     -1,274:    2,127       445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       66.1       21.3        0.1        6.8       10.1        3.5        6.7        6.0        0.9        6.0:     12.9       9.8
Old  :     100.0:      30.2       66.1       21.3        0.1        6.8       10.1        3.5        6.7        6.0        0.9        6.0:     12.9       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         55         18          .         13         18         10         21         14         12         22:
Old  :       138:        47         55         18          .         13         18         10         21         14         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       28.2       37.1       39.8       15.1       15.1       23.2       23.0
Old  :                 22.4       28.2       37.1       39.8       15.1       15.1       23.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   299,796:    91,865    193,038     64,284        476     22,699     27,454     13,135     19,514     18,449      2,939     19,108:   36,423    28,887
Old  :   299,796:    91,865    193,038     64,284        476     22,699     27,454     13,135     19,514     18,449      2,939     19,108:   36,423    28,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :      -331:    -6,104      5,135        572        130     -1,853      3,733     -4,536      1,606     -1,603       -429      2,858:      460    -3,242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       64.4       21.4        0.2        7.6        9.2        4.4        6.5        6.2        1.0        6.4:     12.1       9.6
Old  :     100.0:      30.6       64.4       21.4        0.2        7.6        9.2        4.4        6.5        6.2        1.0        6.4:     12.1       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        49         55         19          .         15         18         14         22         16         11         26:
Old  :       145:        49         55         19          .         15         18         14         22         16         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       27.2       37.0       38.3       15.8       15.4       23.9       23.0
Old  :                 22.2       27.2       37.0       38.3       15.8       15.4       23.9       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   300,127:    97,969    187,903     63,712        346     24,552     23,721     17,671     17,908     20,052      3,368     16,250:   35,963    32,129
Old  :   300,127:    97,969    187,903     63,712        346     24,552     23,721     17,671     17,908     20,052      3,368     16,250:   35,963    32,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     6,441:      -317      5,148      1,284        346        150      4,525        986        924      2,417        471       -477:   -2,065    -1,107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       62.6       21.2        0.1        8.2        7.9        5.9        6.0        6.7        1.1        5.4:     12.0      10.7
Old  :     100.0:      32.6       62.6       21.2        0.1        8.2        7.9        5.9        6.0        6.7        1.1        5.4:     12.0      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        51         56         20          .         15         19         19         20         14         15         25:
Old  :       152:        51         56         20          .         15         19         19         20         14         15         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       27.0       38.4       38.5       15.3       15.0       24.0       22.2
Old  :                 23.1       27.0       38.4       38.5       15.3       15.0       24.0       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   293,686:    98,286    182,755     62,428          0     24,402     19,196     16,685     16,984     17,635      2,897     16,727:   38,028    33,236
Old  :   293,686:    98,286    182,755     62,428          0     24,402     19,196     16,685     16,984     17,635      2,897     16,727:   38,028    33,236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    11,499:    12,469      2,847      2,658          0        879     -2,936      7,379      1,498        544      1,592     -3,281:     -332       585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.5       62.2       21.3        0.0        8.3        6.5        5.7        5.8        6.0        1.0        5.7:     12.9      11.3
Old  :     100.0:      33.5       62.2       21.3        0.0        8.3        6.5        5.7        5.8        6.0        1.0        5.7:     12.9      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        53         57         17          0         13         14         20         16         15         12         23:
Old  :       144:        53         57         17          0         13         14         20         16         15         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.8       36.7       37.4       16.0       15.2       23.6       21.9
Old  :                 23.3       24.8       36.7       37.4       16.0       15.2       23.6       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   282,187:    85,817    179,908     59,770          0     23,523     22,132      9,306     15,486     17,091      1,305     20,008:   38,360    32,651
Old  :   282,187:    85,817    179,908     59,770          0     23,523     22,132      9,306     15,486     17,091      1,305     20,008:   38,360    32,651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :        86:     1,851     -4,252      3,929          0        884     -5,788      3,206       -215      4,609       -169     -2,826:   -2,358     3,458
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.4       63.8       21.2        0.0        8.3        7.8        3.3        5.5        6.1        0.5        7.1:     13.6      11.6
Old  :     100.0:      30.4       63.8       21.2        0.0        8.3        7.8        3.3        5.5        6.1        0.5        7.1:     13.6      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        42         51         18          0         14         19         12         18         16          9         23:
Old  :       134:        42         51         18          0         14         19         12         18         16          9         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       25.2       35.0       38.0       15.4       15.9       23.2       23.5
Old  :                 22.4       25.2       35.0       38.0       15.4       15.9       23.2       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   282,101:    83,966    184,160     55,841          0     22,639     27,920      6,100     15,701     12,482      1,474     22,834:   40,718    29,193
Old  :   282,101:    83,966    184,160     55,841          0     22,639     27,920      6,100     15,701     12,482      1,474     22,834:   40,718    29,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    -5,486:       452     -1,152        539          0     -1,420        956        777     -2,251        283     -1,019        454:   -4,499      -875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       65.3       19.8        0.0        8.0        9.9        2.2        5.6        4.4        0.5        8.1:     14.4      10.3
Old  :     100.0:      29.8       65.3       19.8        0.0        8.0        9.9        2.2        5.6        4.4        0.5        8.1:     14.4      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        46         51         17          0         13         26          8         19         16          9         22:
Old  :       136:        46         51         17          0         13         26          8         19         16          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       25.7       33.2       38.7       14.9       18.3       22.7       25.4
Old  :                 21.6       25.7       33.2       38.7       14.9       18.3       22.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   287,587:    83,514    185,312     55,302          0     24,059     26,964      5,323     17,952     12,199      2,493     22,380:   45,217    30,068
Old  :   287,587:    83,514    185,312     55,302          0     24,059     26,964      5,323     17,952     12,199      2,493     22,380:   45,217    30,068
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :       595:     1,825      2,839          0          0        -72       -955       -965       -769        -27       -988        -52:      645       602
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       64.4       19.2        0.0        8.4        9.4        1.9        6.2        4.2        0.9        7.8:     15.7      10.5
Old  :     100.0:      29.0       64.4       19.2        0.0        8.4        9.4        1.9        6.2        4.2        0.9        7.8:     15.7      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        47         51         19          0         14         26          8         17         13          7         22:
Old  :       136:        47         51         19          0         14         26          8         17         13          7         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       26.4       32.0       39.4       14.3       18.0       21.5       24.8
Old  :                 20.7       26.4       32.0       39.4       14.3       18.0       21.5       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   286,992:    81,689    182,473     55,302          0     24,131     27,919      6,288     18,721     12,226      3,481     22,432:   44,572    29,466
Old  :   286,992:    81,689    182,473     55,302          0     24,131     27,919      6,288     18,721     12,226      3,481     22,432:   44,572    29,466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :     5,413:     2,897      4,641      1,523          0        341         64     -1,210     -1,941     -1,160     -1,922      3,349:      340     2,155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       63.6       19.3        0.0        8.4        9.7        2.2        6.5        4.3        1.2        7.8:     15.5      10.3
Old  :     100.0:      28.5       63.6       19.3        0.0        8.4        9.7        2.2        6.5        4.3        1.2        7.8:     15.5      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        45         51         18          0         13         23         10         19         13         10         22:
Old  :       135:        45         51         18          0         13         23         10         19         13         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       26.1       32.0       39.3       13.6       17.7       22.1       25.2
Old  :                 20.7       26.1       32.0       39.3       13.6       17.7       22.1       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   281,579:    78,792    177,832     53,779          0     23,790     27,855      7,498     20,662     13,386      5,403     19,083:   44,232    27,311
Old  :   281,579:    78,792    177,832     53,779          0     23,790     27,855      7,498     20,662     13,386      5,403     19,083:   44,232    27,311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    13,809:     8,758     17,499     -2,127       -323      1,056      4,507     -1,750     -1,841        693        533      1,069:    1,694    -2,434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       63.2       19.1        0.0        8.4        9.9        2.7        7.3        4.8        1.9        6.8:     15.7       9.7
Old  :     100.0:      28.0       63.2       19.1        0.0        8.4        9.9        2.7        7.3        4.8        1.9        6.8:     15.7       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        45         52         18          0         13         20         10         17         14         13         23:
Old  :       138:        45         52         18          0         13         20         10         17         14         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       26.5       32.0       39.5       13.4       18.7       22.1       26.1
Old  :                 20.5       26.5       32.0       39.5       13.4       18.7       22.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   267,770:    70,034    160,333     55,906        323     22,734     23,348      9,248     22,503     12,693      4,870     18,014:   42,538    29,745
Old  :   267,770:    70,034    160,333     55,906        323     22,734     23,348      9,248     22,503     12,693      4,870     18,014:   42,538    29,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :     1,927:    -3,006      3,042      2,439        102        -23      1,936       -859       -236     -1,560        811         99:    2,278    -1,009
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       59.9       20.9        0.1        8.5        8.7        3.5        8.4        4.7        1.8        6.7:     15.9      11.1
Old  :     100.0:      26.2       59.9       20.9        0.1        8.5        8.7        3.5        8.4        4.7        1.8        6.7:     15.9      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         53         18          .         14         20         12         16         12         11         19:
Old  :       138:        47         53         18          .         14         20         12         16         12         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       24.2       31.9       36.9       13.9       18.2       22.4       25.0
Old  :                 21.0       24.2       31.9       36.9       13.9       18.2       22.4       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   265,843:    73,040    157,291     53,467        221     22,757     21,412     10,107     22,739     14,253      4,059     17,915:   40,260    30,754
Old  :   265,843:    73,040    157,291     53,467        221     22,757     21,412     10,107     22,739     14,253      4,059     17,915:   40,260    30,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :     5,221:     2,265        998     -1,527         69      2,349        301         -2       -328      1,753        693        582:     -174       860
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       59.2       20.1        0.1        8.6        8.1        3.8        8.6        5.4        1.5        6.7:     15.1      11.6
Old  :     100.0:      27.5       59.2       20.1        0.1        8.6        8.1        3.8        8.6        5.4        1.5        6.7:     15.1      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        50         53         18          .         16         16         12         17         15         10         20:
Old  :       135:        50         53         18          .         16         16         12         17         15         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       25.2       32.4       36.4       15.0       17.7       22.3       25.3
Old  :                 21.2       25.2       32.4       36.4       15.0       17.7       22.3       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   260,622:    70,775    156,293     54,994        152     20,408     21,111     10,109     23,067     12,500      3,366     17,333:   40,434    29,894
Old  :   260,622:    70,775    156,293     54,994        152     20,408     21,111     10,109     23,067     12,500      3,366     17,333:   40,434    29,894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :     2,216:       790        667        919       -496       -684       -815       -763      1,429      1,204      1,152      1,032:   -1,659      -121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       60.0       21.1        0.1        7.8        8.1        3.9        8.9        4.8        1.3        6.7:     15.5      11.5
Old  :     100.0:      27.2       60.0       21.1        0.1        7.8        8.1        3.9        8.9        4.8        1.3        6.7:     15.5      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        49         47         18          .         15         19         10         18         13         12         23:
Old  :       133:        49         47         18          .         15         19         10         18         13         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       27.2       33.5       38.4       16.2       22.3       23.9       29.3
Old  :                 22.4       27.2       33.5       38.4       16.2       22.3       23.9       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,406:    69,985    155,626     54,075        648     21,092     21,926     10,872     21,638     11,296      2,214     16,301:   42,093    30,015
Old  :   258,406:    69,985    155,626     54,075        648     21,092     21,926     10,872     21,638     11,296      2,214     16,301:   42,093    30,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :     2,634:     1,613      4,296     -1,348       -224       -958      1,002     -2,307      1,229     -1,969       -457        873:    2,192       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       60.2       20.9        0.3        8.2        8.5        4.2        8.4        4.4        0.9        6.3:     16.3      11.6
Old  :     100.0:      27.1       60.2       20.9        0.3        8.2        8.5        4.2        8.4        4.4        0.9        6.3:     16.3      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        49         46         17          .         14         17         15         18         12         10         21:
Old  :       130:        49         46         17          .         14         17         15         18         12         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       29.8       35.3       40.3       17.6       24.4       25.1       31.1
Old  :                 24.2       29.8       35.3       40.3       17.6       24.4       25.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   255,772:    68,372    151,330     55,423        872     22,050     20,924     13,179     20,409     13,265      2,671     15,428:   39,901    29,833
Old  :   255,772:    68,372    151,330     55,423        872     22,050     20,924     13,179     20,409     13,265      2,671     15,428:   39,901    29,833
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :   -10,766:   -10,544     -8,736      1,409         14        -99        166     -2,063        508         78      1,212     -1,556:     -728       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       59.2       21.7        0.3        8.6        8.2        5.2        8.0        5.2        1.0        6.0:     15.6      11.7
Old  :     100.0:      26.7       59.2       21.7        0.3        8.6        8.2        5.2        8.0        5.2        1.0        6.0:     15.6      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        46         49         15          .         14         15         15         17         17          8         21:
Old  :       133:        46         49         15          .         14         15         15         17         17          8         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       30.2       36.8       39.5       18.1       26.1       26.4       32.0
Old  :                 25.2       30.2       36.8       39.5       18.1       26.1       26.4       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,538:    78,916    160,066     54,014        858     22,149     20,758     15,242     19,901     13,187      1,459     16,984:   40,629    29,879
Old  :   266,538:    78,916    160,066     54,014        858     22,149     20,758     15,242     19,901     13,187      1,459     16,984:   40,629    29,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :       -70:     2,458     -2,658      1,949        -75        -72     -1,982      1,606      1,374        251        251     -3,120:     -928     2,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       60.1       20.3        0.3        8.3        7.8        5.7        7.5        4.9        0.5        6.4:     15.2      11.2
Old  :     100.0:      29.6       60.1       20.3        0.3        8.3        7.8        5.7        7.5        4.9        0.5        6.4:     15.2      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        45         49         15          .         14         14         14         18         13         10         22:
Old  :       127:        45         49         15          .         14         14         14         18         13         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       30.8       36.9       39.4       17.3       26.8       26.0       32.3
Old  :                 24.4       30.8       36.9       39.4       17.3       26.8       26.0       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,608:    76,458    162,724     52,065        933     22,221     22,740     13,636     18,527     12,936      1,208     20,104:   41,557    27,255
Old  :   266,608:    76,458    162,724     52,065        933     22,221     22,740     13,636     18,527     12,936      1,208     20,104:   41,557    27,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :     9,716:       689      1,338      5,615        241      1,553       -277      2,980      1,862        823         25       -397:     -152     2,114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       61.0       19.5        0.3        8.3        8.5        5.1        6.9        4.9        0.5        7.5:     15.6      10.2
Old  :     100.0:      28.7       61.0       19.5        0.3        8.3        8.5        5.1        6.9        4.9        0.5        7.5:     15.6      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        49         48         15          .         13         14         14         19         16          8         23:
Old  :       128:        49         48         15          .         13         14         14         19         16          8         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       32.8       35.8       41.8       16.8       28.9       25.0       34.4
Old  :                 23.9       32.8       35.8       41.8       16.8       28.9       25.0       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   256,892:    75,769    161,386     46,450        692     20,668     23,017     10,656     16,665     12,113      1,183     20,501:   41,709    25,141
Old  :   256,892:    75,769    161,386     46,450        692     20,668     23,017     10,656     16,665     12,113      1,183     20,501:   41,709    25,141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :     9,975:     4,206      6,866        346        692       -633      1,938         -1        169         43        284      2,930:      976      -332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       62.8       18.1        0.3        8.0        9.0        4.1        6.5        4.7        0.5        8.0:     16.2       9.8
Old  :     100.0:      29.5       62.8       18.1        0.3        8.0        9.0        4.1        6.5        4.7        0.5        8.0:     16.2       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        49         47         15          .         12         14         14         20         15          7         22:
Old  :       127:        49         47         15          .         12         14         14         20         15          7         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       34.2       34.4       43.1       15.6       29.8       24.0       35.2
Old  :                 23.1       34.2       34.4       43.1       15.6       29.8       24.0       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   246,917:    71,563    154,520     46,104          0     21,301     21,079     10,657     16,496     12,070        899     17,571:   40,733    25,473
Old  :   246,917:    71,563    154,520     46,104          0     21,301     21,079     10,657     16,496     12,070        899     17,571:   40,733    25,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :    -4,666:    -5,222     -5,666     -1,155       -357     -1,523        669      1,250        -18       -812       -638      1,403:    1,992       883
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       62.6       18.7        0.0        8.6        8.5        4.3        6.7        4.9        0.4        7.1:     16.5      10.3
Old  :     100.0:      29.0       62.6       18.7        0.0        8.6        8.5        4.3        6.7        4.9        0.4        7.1:     16.5      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        48         45         16          0         12         14         11         18         12          7         19:
Old  :       122:        48         45         16          0         12         14         11         18         12          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       35.1       35.3       43.6       15.6       30.7       24.2       36.3
Old  :                 23.8       35.1       35.3       43.6       15.6       30.7       24.2       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   251,583:    76,785    160,186     47,259        357     22,824     20,410      9,407     16,514     12,882      1,537     16,168:   38,741    24,590
Old  :   251,583:    76,785    160,186     47,259        357     22,824     20,410      9,407     16,514     12,882      1,537     16,168:   38,741    24,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -14,548:   -16,095    -12,069       -834       -206      2,115     -1,015     -1,655      1,673      1,095     -1,532      2,216:   -3,703    -5,090
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       63.7       18.8        0.1        9.1        8.1        3.7        6.6        5.1        0.6        6.4:     15.4       9.8
Old  :     100.0:      30.5       63.7       18.8        0.1        9.1        8.1        3.7        6.6        5.1        0.6        6.4:     15.4       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        45         46         14          .         11         16         10         17         13         10         19:
Old  :       124:        45         46         14          .         11         16         10         17         13         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       35.7       36.8       44.7       17.2       31.1       25.2       37.3
Old  :                 25.2       35.7       36.8       44.7       17.2       31.1       25.2       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   266,131:    92,880    172,255     48,093        563     20,709     21,425     11,062     14,841     11,787      3,069     13,952:   42,444    29,680
Old  :   266,131:    92,880    172,255     48,093        563     20,709     21,425     11,062     14,841     11,787      3,069     13,952:   42,444    29,680
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :    -1,653:    -4,643      4,986       -371       -266        981      2,918     -6,330       -411       -361      1,251     -1,192:    1,426      -672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       64.7       18.1        0.2        7.8        8.1        4.2        5.6        4.4        1.2        5.2:     15.9      11.2
Old  :     100.0:      34.9       64.7       18.1        0.2        7.8        8.1        4.2        5.6        4.4        1.2        5.2:     15.9      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       118:        46         48         14          .         12         13         11         16         14          6         18:
Old  :       118:        46         48         14          .         12         13         11         16         14          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       33.8       36.0       43.1       17.1       29.8       25.1       35.7
Old  :                 24.5       33.8       36.0       43.1       17.1       29.8       25.1       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   267,784:    97,523    167,269     48,464        829     19,728     18,507     17,392     15,252     12,148      1,818     15,144:   41,018    30,352
Old  :   267,784:    97,523    167,269     48,464        829     19,728     18,507     17,392     15,252     12,148      1,818     15,144:   41,018    30,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    11,238:     1,354      6,387      1,935        310      2,230      1,195      1,040         34      2,055        102      2,836:     -401    -1,701
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       62.5       18.1        0.3        7.4        6.9        6.5        5.7        4.5        0.7        5.7:     15.3      11.3
Old  :     100.0:      36.4       62.5       18.1        0.3        7.4        6.9        6.5        5.7        4.5        0.7        5.7:     15.3      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        44         47         14          .         12         12         16         16         14          6         21:
Old  :       122:        44         47         14          .         12         12         16         16         14          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       32.2       36.2       41.8       18.2       28.3       25.9       33.8
Old  :                 25.3       32.2       36.2       41.8       18.2       28.3       25.9       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   256,546:    96,169    160,882     46,529        519     17,498     17,312     16,352     15,218     10,093      1,716     12,308:   41,419    32,053
Old  :   256,546:    96,169    160,882     46,529        519     17,498     17,312     16,352     15,218     10,093      1,716     12,308:   41,419    32,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :       592:    -2,891      1,445       -500          8        332     -1,087     -3,125        539        334       -124       -201:    4,066     1,718
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       62.7       18.1        0.2        6.8        6.7        6.4        5.9        3.9        0.7        4.8:     16.1      12.5
Old  :     100.0:      37.5       62.7       18.1        0.2        6.8        6.7        6.4        5.9        3.9        0.7        4.8:     16.1      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       119:        41         47         14          .         13         12         14         14         13          6         20:
Old  :       119:        41         47         14          .         13         12         14         14         13          6         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       32.4       36.2       41.8       18.7       28.7       26.3       34.2
Old  :                 26.7       32.4       36.2       41.8       18.7       28.7       26.3       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   255,954:    99,060    159,437     47,029        511     17,166     18,399     19,477     14,679      9,759      1,840     12,509:   37,353    30,335
Old  :   255,954:    99,060    159,437     47,029        511     17,166     18,399     19,477     14,679      9,759      1,840     12,509:   37,353    30,335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :    -3,169:     3,888      6,084      1,112        394        -63       -583     -3,133     -2,157       -419        142     -2,868:   -2,079    -1,568
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.7       62.3       18.4        0.2        6.7        7.2        7.6        5.7        3.8        0.7        4.9:     14.6      11.9
Old  :     100.0:      38.7       62.3       18.4        0.2        6.7        7.2        7.6        5.7        3.8        0.7        4.9:     14.6      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        43         49         16          .         13         11         18         14         12          7         20:
Old  :       125:        43         49         16          .         13         11         18         14         12          7         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       32.5       35.6       41.7       18.9       27.5       26.0       33.4
Old  :                 26.4       32.5       35.6       41.7       18.9       27.5       26.0       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   259,123:    95,172    153,353     45,917        117     17,229     18,982     22,610     16,836     10,178      1,698     15,377:   39,432    31,903
Old  :   259,123:    95,172    153,353     45,917        117     17,229     18,982     22,610     16,836     10,178      1,698     15,377:   39,432    31,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :       225:    -2,429     -1,737      1,282       -193       -798       -459      2,728      1,947     -1,240     -1,370     -1,609:    3,531     1,257
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       59.2       17.7        0.0        6.6        7.3        8.7        6.5        3.9        0.7        5.9:     15.2      12.3
Old  :     100.0:      36.7       59.2       17.7        0.0        6.6        7.3        8.7        6.5        3.9        0.7        5.9:     15.2      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        48         49         15          .         14         14         20         18         14          7         21:
Old  :       128:        48         49         15          .         14         14         20         18         14          7         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       30.2       36.2       38.7       18.5       26.7       25.5       32.4
Old  :                 26.0       30.2       36.2       38.7       18.5       26.7       25.5       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   258,898:    97,601    155,090     44,635        310     18,027     19,441     19,882     14,889     11,418      3,068     16,986:   35,901    30,646
Old  :   258,898:    97,601    155,090     44,635        310     18,027     19,441     19,882     14,889     11,418      3,068     16,986:   35,901    30,646
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :     5,413:       759       -852       -267        -21        698      2,510      4,312     -2,444         84        764      2,465:    1,608       491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       59.9       17.2        0.1        7.0        7.5        7.7        5.8        4.4        1.2        6.6:     13.9      11.8
Old  :     100.0:      37.7       59.9       17.2        0.1        7.0        7.5        7.7        5.8        4.4        1.2        6.6:     13.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        47         54         16          .         13         15         17         17         15         11         27:
Old  :       138:        47         54         16          .         13         15         17         17         15         11         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       30.0       35.7       39.0       19.1       25.1       25.7       31.0
Old  :                 26.5       30.0       35.7       39.0       19.1       25.1       25.7       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   253,485:    96,842    155,942     44,902        331     17,329     16,931     15,570     17,333     11,334      2,304     14,521:   34,293    30,155
Old  :   253,485:    96,842    155,942     44,902        331     17,329     16,931     15,570     17,333     11,334      2,304     14,521:   34,293    30,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :     8,490:     4,092      6,109      2,805        -45        754        746         79     -3,107        725       -382      1,724:      751     3,358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.2       61.5       17.7        0.1        6.8        6.7        6.1        6.8        4.5        0.9        5.7:     13.5      11.9
Old  :     100.0:      38.2       61.5       17.7        0.1        6.8        6.7        6.1        6.8        4.5        0.9        5.7:     13.5      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        44         48         17          .         14         11         16         17         17         12         26:
Old  :       130:        44         48         17          .         14         11         16         17         17         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       32.2       37.0       41.3       19.7       25.7       26.5       30.9
Old  :                 27.1       32.2       37.0       41.3       19.7       25.7       26.5       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   244,995:    92,750    149,833     42,097        376     16,575     16,185     15,491     20,440     10,609      2,686     12,797:   33,542    26,797
Old  :   244,995:    92,750    149,833     42,097        376     16,575     16,185     15,491     20,440     10,609      2,686     12,797:   33,542    26,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    -3,195:    -6,462     -4,016      4,372        119       -522      1,329      1,343        362        760       -111        570:   -3,604      -940
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       61.2       17.2        0.2        6.8        6.6        6.3        8.3        4.3        1.1        5.2:     13.7      10.9
Old  :     100.0:      37.9       61.2       17.2        0.2        6.8        6.6        6.3        8.3        4.3        1.1        5.2:     13.7      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        43         46         17          .         14         11         16         20         16         11         24:
Old  :       127:        43         46         17          .         14         11         16         20         16         11         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       31.5       37.5       40.5       20.6       25.9       27.6       30.9
Old  :                 27.6       31.5       37.5       40.5       20.6       25.9       27.6       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   248,190:    99,212    153,849     37,725        257     17,097     14,856     14,148     20,078      9,849      2,797     12,227:   37,146    27,737
Old  :   248,190:    99,212    153,849     37,725        257     17,097     14,856     14,148     20,078      9,849      2,797     12,227:   37,146    27,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :      -969:     4,322      2,769     -3,095        257       -824        204     -1,424     -1,493      1,356         69       -714:     -725       391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.0       62.0       15.2        0.1        6.9        6.0        5.7        8.1        4.0        1.1        4.9:     15.0      11.2
Old  :     100.0:      40.0       62.0       15.2        0.1        6.9        6.0        5.7        8.1        4.0        1.1        4.9:     15.0      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        44         50         16          .         12         10         18         19          9         13         23:
Old  :       124:        44         50         16          .         12         10         18         19          9         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       30.8       36.8       40.0       19.3       25.4       25.8       30.2
Old  :                 26.4       30.8       36.8       40.0       19.3       25.4       25.8       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   249,159:    94,890    151,080     40,820          0     17,921     14,652     15,572     21,571      8,493      2,728     12,941:   37,871    27,346
Old  :   249,159:    94,890    151,080     40,820          0     17,921     14,652     15,572     21,571      8,493      2,728     12,941:   37,871    27,346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :    20,053:    14,079      9,160       -211       -357        437     -1,074      3,476      5,808        -77       -155      1,899:     -808      -215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       60.6       16.4        0.0        7.2        5.9        6.2        8.7        3.4        1.1        5.2:     15.2      11.0
Old  :     100.0:      38.1       60.6       16.4        0.0        7.2        5.9        6.2        8.7        3.4        1.1        5.2:     15.2      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        48         53         17          0         11         12         15         20         11         12         26:
Old  :       131:        48         53         17          0         11         12         15         20         11         12         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       29.4       36.9       39.4       19.2       24.9       25.6       30.4
Old  :                 26.5       29.4       36.9       39.4       19.2       24.9       25.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   229,106:    80,811    141,920     41,031        357     17,484     15,726     12,096     15,763      8,570      2,883     11,042:   38,679    27,561
Old  :   229,106:    80,811    141,920     41,031        357     17,484     15,726     12,096     15,763      8,570      2,883     11,042:   38,679    27,561
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :     3,925:    -3,577      1,345       -355       -496        747        340     -1,533      2,063       -370       -574       -668:    5,745     3,041
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       61.9       17.9        0.2        7.6        6.9        5.3        6.9        3.7        1.3        4.8:     16.9      12.0
Old  :     100.0:      35.3       61.9       17.9        0.2        7.6        6.9        5.3        6.9        3.7        1.3        4.8:     16.9      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       126:        48         54         16          .         11         14         11         18         11         11         23:
Old  :       126:        48         54         16          .         11         14         11         18         11         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       28.3       37.3       38.6       19.9       25.5       26.8       31.1
Old  :                 27.8       28.3       37.3       38.6       19.9       25.5       26.8       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,181:    84,388    140,575     41,386        853     16,737     15,386     13,629     13,700      8,940      3,457     11,710:   32,934    24,520
Old  :   225,181:    84,388    140,575     41,386        853     16,737     15,386     13,629     13,700      8,940      3,457     11,710:   32,934    24,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    -1,341:    -7,366       -641        743         64     -1,020       -420     -2,764      3,716        196        770        249:    2,561    -1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       62.4       18.4        0.4        7.4        6.8        6.1        6.1        4.0        1.5        5.2:     14.6      10.9
Old  :     100.0:      37.5       62.4       18.4        0.4        7.4        6.8        6.1        6.1        4.0        1.5        5.2:     14.6      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        48         52         16          .         12         11         14         16          9         14         25:
Old  :       127:        48         52         16          .         12         11         14         16          9         14         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       28.2       39.1       39.3       20.0       24.4       26.9       30.3
Old  :                 28.2       28.2       39.1       39.3       20.0       24.4       26.9       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,522:    91,754    141,216     40,643        789     17,757     15,806     16,393      9,984      8,744      2,687     11,461:   30,373    26,235
Old  :   226,522:    91,754    141,216     40,643        789     17,757     15,806     16,393      9,984      8,744      2,687     11,461:   30,373    26,235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :    -1,849:     5,999      2,455       -421         -4     -1,478       -127        154     -1,141      1,112        173     -1,254:   -4,539      -754
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.5       62.3       17.9        0.3        7.8        7.0        7.2        4.4        3.9        1.2        5.1:     13.4      11.6
Old  :     100.0:      40.5       62.3       17.9        0.3        7.8        7.0        7.2        4.4        3.9        1.2        5.1:     13.4      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       122:        47         52         15          .         11         10         12         13          9         11         23:
Old  :       122:        47         52         15          .         11         10         12         13          9         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       27.7       40.8       38.7       20.3       23.8       27.0       30.2
Old  :                 29.6       27.7       40.8       38.7       20.3       23.8       27.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,371:    85,755    138,761     41,064        793     19,235     15,933     16,239     11,125      7,632      2,514     12,715:   34,912    26,989
Old  :   228,371:    85,755    138,761     41,064        793     19,235     15,933     16,239     11,125      7,632      2,514     12,715:   34,912    26,989
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :     4,698:     5,943      3,741       -437       -206         27        828      4,993     -3,624        728       -586      1,838:     -605    -1,485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.6       60.8       18.0        0.3        8.4        7.0        7.1        4.9        3.3        1.1        5.6:     15.3      11.8
Old  :     100.0:      37.6       60.8       18.0        0.3        8.4        7.0        7.1        4.9        3.3        1.1        5.6:     15.3      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        45         51         16          4         13         10         13         13         11         10         25:
Old  :       125:        45         51         16          4         13         10         13         13         11         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       27.3       38.2       38.4       19.0       23.9       25.5       30.0
Old  :                 27.6       27.3       38.2       38.4       19.0       23.9       25.5       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,673:    79,812    135,020     41,501        999     19,208     15,105     11,246     14,749      6,904      3,100     10,877:   35,517    28,474
Old  :   223,673:    79,812    135,020     41,501        999     19,208     15,105     11,246     14,749      6,904      3,100     10,877:   35,517    28,474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :     2,631:    -1,455      3,799       -338       -209      2,390      2,596       -790     -1,323        -42       -340     -2,101:    2,904     1,205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       60.4       18.6        0.4        8.6        6.8        5.0        6.6        3.1        1.4        4.9:     15.9      12.7
Old  :     100.0:      35.7       60.4       18.6        0.4        8.6        6.8        5.0        6.6        3.1        1.4        4.9:     15.9      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        52         53         16          4         14         12         12         14         11         10         23:
Old  :       127:        52         53         16          4         14         12         12         14         11         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       26.9       37.7       37.8       16.9       21.9       23.4       27.8
Old  :                 27.3       26.9       37.7       37.8       16.9       21.9       23.4       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,042:    81,267    131,221     41,839      1,208     16,818     12,509     12,036     16,072      6,946      3,440     12,978:   32,613    27,269
Old  :   221,042:    81,267    131,221     41,839      1,208     16,818     12,509     12,036     16,072      6,946      3,440     12,978:   32,613    27,269
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     2,925:     4,579      3,354        994       -338       -265     -1,657       -517     -1,951     -1,535       -681      2,892:     -132       431
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       59.4       18.9        0.5        7.6        5.7        5.4        7.3        3.1        1.6        5.9:     14.8      12.3
Old  :     100.0:      36.8       59.4       18.9        0.5        7.6        5.7        5.4        7.3        3.1        1.6        5.9:     14.8      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        48         54         16          4         14         13         10         14         10         13         24:
Old  :       130:        48         54         16          4         14         13         10         14         10         13         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       25.5       37.6       36.9       17.1       18.2       22.6       24.8
Old  :                 27.4       25.5       37.6       36.9       17.1       18.2       22.6       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,117:    76,688    127,867     40,845      1,546     17,083     14,166     12,553     18,023      8,481      4,121     10,086:   32,745    26,838
Old  :   218,117:    76,688    127,867     40,845      1,546     17,083     14,166     12,553     18,023      8,481      4,121     10,086:   32,745    26,838
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -5,842:    -3,518     -2,035      1,497       -240     -1,974       -252       -917     -1,986     -1,080        977     -1,060:    2,531     1,393
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       58.6       18.7        0.7        7.8        6.5        5.8        8.3        3.9        1.9        4.6:     15.0      12.3
Old  :     100.0:      35.2       58.6       18.7        0.7        7.8        6.5        5.8        8.3        3.9        1.9        4.6:     15.0      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        41         46         15          4         13         12         12         13         10         15         22:
Old  :       124:        41         46         15          4         13         12         12         13         10         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       25.4       39.3       37.4       17.2       15.9       23.4       23.1
Old  :                 28.7       25.4       39.3       37.4       17.2       15.9       23.4       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,959:    80,206    129,902     39,348      1,786     19,057     14,418     13,470     20,009      9,561      3,144     11,146:   30,214    25,445
Old  :   223,959:    80,206    129,902     39,348      1,786     19,057     14,418     13,470     20,009      9,561      3,144     11,146:   30,214    25,445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :    -6,289:    -3,535     -2,085     -3,658       -136        212      1,522        403     -2,862      1,638     -1,807     -1,274:    1,668     1,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.8       58.0       17.6        0.8        8.5        6.4        6.0        8.9        4.3        1.4        5.0:     13.5      11.4
Old  :     100.0:      35.8       58.0       17.6        0.8        8.5        6.4        6.0        8.9        4.3        1.4        5.0:     13.5      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        47         53         16          4         15         12         14         15         12         12         21:
Old  :       129:        47         53         16          4         15         12         14         15         12         12         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       25.7       37.9       37.1       15.4       16.2       21.3       22.6
Old  :                 28.1       25.7       37.9       37.1       15.4       16.2       21.3       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,248:    83,741    131,987     43,006      1,922     18,845     12,896     13,067     22,871      7,923      4,951     12,420:   28,546    24,185
Old  :   230,248:    83,741    131,987     43,006      1,922     18,845     12,896     13,067     22,871      7,923      4,951     12,420:   28,546    24,185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    10,105:     6,292      6,208      4,700       -684        615       -999      1,971        507       -688      1,245        -54:     -268       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       57.3       18.7        0.8        8.2        5.6        5.7        9.9        3.4        2.2        5.4:     12.4      10.5
Old  :     100.0:      36.4       57.3       18.7        0.8        8.2        5.6        5.7        9.9        3.4        2.2        5.4:     12.4      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        50         55         18          4         16         15         11         16         12         11         22:
Old  :       135:        50         55         18          4         16         15         11         16         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       27.5       37.3       38.6       14.5       16.4       19.7       21.7
Old  :                 27.5       27.5       37.3       38.6       14.5       16.4       19.7       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,143:    77,449    125,779     38,306      2,606     18,230     13,895     11,096     22,364      8,611      3,706     12,474:   28,814    23,888
Old  :   220,143:    77,449    125,779     38,306      2,606     18,230     13,895     11,096     22,364      8,611      3,706     12,474:   28,814    23,888
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :     1,276:     4,968      1,866        686       -506        326        346      2,639     -2,081       -589       -484        -38:   -2,342      -446
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       57.1       17.4        1.2        8.3        6.3        5.0       10.2        3.9        1.7        5.7:     13.1      10.9
Old  :     100.0:      35.2       57.1       17.4        1.2        8.3        6.3        5.0       10.2        3.9        1.7        5.7:     13.1      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        45         51         16          4         16         13         12         15         12         12         24:
Old  :       130:        45         51         16          4         16         13         12         15         12         12         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       28.9       37.7       40.2       14.3       16.4       19.8       22.1
Old  :                 27.4       28.9       37.7       40.2       14.3       16.4       19.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,867:    72,481    123,913     37,620      3,112     17,904     13,549      8,457     24,445      9,200      4,190     12,512:   31,156    24,334
Old  :   218,867:    72,481    123,913     37,620      3,112     17,904     13,549      8,457     24,445      9,200      4,190     12,512:   31,156    24,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :       264:     1,285      7,295     -1,357       -502     -1,878        207     -4,117       -114        352       -246       -284:    2,053       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       56.6       17.2        1.4        8.2        6.2        3.9       11.2        4.2        1.9        5.7:     14.2      11.1
Old  :     100.0:      33.1       56.6       17.2        1.4        8.2        6.2        3.9       11.2        4.2        1.9        5.7:     14.2      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        41         49         16          5         19         16         10         15         11         13         23:
Old  :       128:        41         49         16          5         19         16         10         15         11         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       28.7       37.6       40.2       14.0       16.1       19.7       21.3
Old  :                 27.2       28.7       37.6       40.2       14.0       16.1       19.7       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,603:    71,196    116,618     38,977      3,614     19,782     13,342     12,574     24,559      8,848      4,436     12,796:   29,103    24,224
Old  :   218,603:    71,196    116,618     38,977      3,614     19,782     13,342     12,574     24,559      8,848      4,436     12,796:   29,103    24,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :     3,736:     3,709      4,772        343       -818        718        598      1,284       -330         80     -1,148        956:   -2,338    -1,698
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       53.3       17.8        1.7        9.0        6.1        5.8       11.2        4.0        2.0        5.9:     13.3      11.1
Old  :     100.0:      32.6       53.3       17.8        1.7        9.0        6.1        5.8       11.2        4.0        2.0        5.9:     13.3      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        46         47         15          6         19         18          9         17         11         12         22:
Old  :       124:        46         47         15          6         19         18          9         17         11         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       25.3       37.0       37.6       14.5       13.6       20.6       19.6
Old  :                 27.3       25.3       37.0       37.6       14.5       13.6       20.6       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,867:    67,487    111,846     38,634      4,432     19,064     12,744     11,290     24,889      8,768      5,584     11,840:   31,441    25,922
Old  :   214,867:    67,487    111,846     38,634      4,432     19,064     12,744     11,290     24,889      8,768      5,584     11,840:   31,441    25,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :     2,119:    -1,406      1,537     -1,844     -1,820        119        870        491        402       -188        370        152:    4,014       868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       52.1       18.0        2.1        8.9        5.9        5.3       11.6        4.1        2.6        5.5:     14.6      12.1
Old  :     100.0:      31.4       52.1       18.0        2.1        8.9        5.9        5.3       11.6        4.1        2.6        5.5:     14.6      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       120:        41         44         14          6         17         14          9         16         14         10         24:
Old  :       120:        41         44         14          6         17         14          9         16         14         10         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       24.6       36.4       36.5       14.9       14.4       21.3       19.8
Old  :                 27.1       24.6       36.4       36.5       14.9       14.4       21.3       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,748:    68,893    110,309     40,478      6,252     18,945     11,874     10,799     24,487      8,956      5,214     11,688:   27,427    25,054
Old  :   212,748:    68,893    110,309     40,478      6,252     18,945     11,874     10,799     24,487      8,956      5,214     11,688:   27,427    25,054
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :     4,309:     5,183      1,935      5,033         36     -2,454     -2,956        466        796      1,522        723      1,318:   -4,133     1,489
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.4       51.8       19.0        2.9        8.9        5.6        5.1       11.5        4.2        2.5        5.5:     12.9      11.8
Old  :     100.0:      32.4       51.8       19.0        2.9        8.9        5.6        5.1       11.5        4.2        2.5        5.5:     12.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       117:        38         41         15          6         17         14          9         16         13         10         23:
Old  :       117:        38         41         15          6         17         14          9         16         13         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       24.0       37.2       36.0       15.1       14.3       21.2       20.2
Old  :                 27.6       24.0       37.2       36.0       15.1       14.3       21.2       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,439:    63,710    108,374     35,445      6,216     21,399     14,830     10,333     23,691      7,434      4,491     10,370:   31,560    23,565
Old  :   208,439:    63,710    108,374     35,445      6,216     21,399     14,830     10,333     23,691      7,434      4,491     10,370:   31,560    23,565
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :     5,422:     7,766      4,652       -399        861     -3,059        908      2,487     -1,711        761        634        296:      860     1,262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       52.0       17.0        3.0       10.3        7.1        5.0       11.4        3.6        2.2        5.0:     15.1      11.3
Old  :     100.0:      30.6       52.0       17.0        3.0       10.3        7.1        5.0       11.4        3.6        2.2        5.0:     15.1      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       117:        37         42         13          7         15         17         11         19         12         10         20:
Old  :       117:        37         42         13          7         15         17         11         19         12         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       24.2       37.0       37.4       14.3       14.5       20.5       20.5
Old  :                 27.6       24.2       37.0       37.4       14.3       14.5       20.5       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,017:    55,944    103,722     35,844      5,355     24,458     13,922      7,846     25,402      6,673      3,857     10,074:   30,700    22,303
Old  :   203,017:    55,944    103,722     35,844      5,355     24,458     13,922      7,846     25,402      6,673      3,857     10,074:   30,700    22,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -10,908:    -8,065     -2,961      5,925        201     -3,587     -1,834        281      1,166     -2,731     -2,186     -1,366:     -416    -2,456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       51.1       17.7        2.6       12.0        6.9        3.9       12.5        3.3        1.9        5.0:     15.1      11.0
Old  :     100.0:      27.6       51.1       17.7        2.6       12.0        6.9        3.9       12.5        3.3        1.9        5.0:     15.1      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       116:        36         39         14          6         15         17         11         15         12          7         19:
Old  :       116:        36         39         14          6         15         17         11         15         12          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       26.1       37.9       39.3       13.8       15.8       20.4       21.8
Old  :                 27.2       26.1       37.9       39.3       13.8       15.8       20.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   213,925:    64,009    106,683     29,919      5,154     28,045     15,756      7,565     24,236      9,404      6,043     11,440:   31,116    24,759
Old  :   213,925:    64,009    106,683     29,919      5,154     28,045     15,756      7,565     24,236      9,404      6,043     11,440:   31,116    24,759
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :    -3,413:     2,272        438        449        -53       -784     -4,886     -2,630       -289       -637       -154      1,032:     -570      -973
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       49.9       14.0        2.4       13.1        7.4        3.5       11.3        4.4        2.8        5.3:     14.5      11.6
Old  :     100.0:      29.9       49.9       14.0        2.4       13.1        7.4        3.5       11.3        4.4        2.8        5.3:     14.5      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       123:        42         44         12          7         17         16         10         15         12         12         24:
Old  :       123:        42         44         12          7         17         16         10         15         12         12         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       26.8       34.6       37.9       10.5       15.0       17.0       20.1
Old  :                 24.9       26.8       34.6       37.9       10.5       15.0       17.0       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,338:    61,737    106,245     29,470      5,207     28,829     20,642     10,195     24,525     10,041      6,197     10,408:   31,686    25,732
Old  :   217,338:    61,737    106,245     29,470      5,207     28,829     20,642     10,195     24,525     10,041      6,197     10,408:   31,686    25,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :     4,743:     7,806       -538     -3,735        220       -821      3,259      1,623     -2,146        216      2,177      1,926:   -1,762     2,302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       48.9       13.6        2.4       13.3        9.5        4.7       11.3        4.6        2.9        4.8:     14.6      11.8
Old  :     100.0:      28.4       48.9       13.6        2.4       13.3        9.5        4.7       11.3        4.6        2.9        4.8:     14.6      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        40         43         13          7         16         21         10         18         13         11         20:
Old  :       124:        40         43         13          7         16         21         10         18         13         11         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       26.7       33.0       36.7        9.9       15.1       16.4       20.4
Old  :                 24.2       26.7       33.0       36.7        9.9       15.1       16.4       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 9, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,595:    53,931    106,783     33,205      4,987     29,650     17,383      8,572     26,671      9,825      4,020      8,482:   33,448    23,430
Old  :   212,595:    53,931    106,783     33,205      4,987     29,650     17,383      8,572     26,671      9,825      4,020      8,482:   33,448    23,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :      -368:       -85      1,617      1,177        276       -456      1,528        861        382     -1,325        839      1,664:   -3,253    -5,551
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       50.2       15.6        2.3       13.9        8.2        4.0       12.5        4.6        1.9        4.0:     15.7      11.0
Old  :     100.0:      25.4       50.2       15.6        2.3       13.9        8.2        4.0       12.5        4.6        1.9        4.0:     15.7      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       120:        39         45         13          7         15         17         12         18         13         10         20:
Old  :       120:        39         45         13          7         15         17         12         18         13         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       28.6       34.7       38.6       11.6       16.5       18.9       21.9
Old  :                 24.1       28.6       34.7       38.6       11.6       16.5       18.9       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 2, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,963:    54,016    105,166     32,028      4,711     30,106     15,855      7,711     26,289     11,150      3,181      6,818:   36,701    28,981
Old  :   212,963:    54,016    105,166     32,028      4,711     30,106     15,855      7,711     26,289     11,150      3,181      6,818:   36,701    28,981
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :    -8,038:    -4,628     -5,131     -1,557        204       -903      1,317         11     -3,248     -1,579       -377       -309:    2,869     1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       49.4       15.0        2.2       14.1        7.4        3.6       12.3        5.2        1.5        3.2:     17.2      13.6
Old  :     100.0:      25.4       49.4       15.0        2.2       14.1        7.4        3.6       12.3        5.2        1.5        3.2:     17.2      13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       116:        38         45         11          6         13         18         10         17         16          8         19:
Old  :       116:        38         45         11          6         13         18         10         17         16          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.7       36.1       39.5       12.8       16.6       19.6       21.1
Old  :                 24.1       29.7       36.1       39.5       12.8       16.6       19.6       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 26, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,001:    58,644    110,297     33,585      4,507     31,009     14,538      7,700     29,537     12,729      3,558      7,127:   33,832    27,266
Old  :   221,001:    58,644    110,297     33,585      4,507     31,009     14,538      7,700     29,537     12,729      3,558      7,127:   33,832    27,266
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :       975:     5,820      3,595        -40       -270        -70       -663     -1,360        604     -2,829        569     -1,287:     -560      -806
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       49.9       15.2        2.0       14.0        6.6        3.5       13.4        5.8        1.6        3.2:     15.3      12.3
Old  :     100.0:      26.5       49.9       15.2        2.0       14.0        6.6        3.5       13.4        5.8        1.6        3.2:     15.3      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       123:        41         47         13          5         15         17         10         18         19          7         18:
Old  :       123:        41         47         13          5         15         17         10         18         19          7         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.5       36.3       39.2       13.4       16.4       19.9       21.1
Old  :                 24.1       29.5       36.3       39.2       13.4       16.4       19.9       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 19, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,026:    52,824    106,702     33,625      4,777     31,079     15,201      9,060     28,933     15,558      2,989      8,414:   34,392    28,072
Old  :   220,026:    52,824    106,702     33,625      4,777     31,079     15,201      9,060     28,933     15,558      2,989      8,414:   34,392    28,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :    -2,975:    -1,233      2,107        217       -573      1,634     -2,836     -4,287     -2,264        709        -88        187:      611       309
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       48.5       15.3        2.2       14.1        6.9        4.1       13.1        7.1        1.4        3.8:     15.6      12.8
Old  :     100.0:      24.0       48.5       15.3        2.2       14.1        6.9        4.1       13.1        7.1        1.4        3.8:     15.6      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       121:        37         45         12          6         14         18         10         17         17          8         19:
Old  :       121:        37         45         12          6         14         18         10         17         17          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       31.9       36.5       41.2       13.7       17.9       19.9       22.8
Old  :                 24.2       31.9       36.5       41.2       13.7       17.9       19.9       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 12, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,001:    54,057    104,595     33,408      5,350     29,445     18,037     13,347     31,197     14,849      3,077      8,227:   33,781    27,763
Old  :   223,001:    54,057    104,595     33,408      5,350     29,445     18,037     13,347     31,197     14,849      3,077      8,227:   33,781    27,763
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :    -2,914:    -6,097     -3,231        636       -658       -188        270      1,187     -1,176      1,640       -652     -1,757:    3,758     3,561
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       46.9       15.0        2.4       13.2        8.1        6.0       14.0        6.7        1.4        3.7:     15.1      12.4
Old  :     100.0:      24.2       46.9       15.0        2.4       13.2        8.1        6.0       14.0        6.7        1.4        3.7:     15.1      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       127:        35         43         12          6         16         19         14         18         17          8         19:
Old  :       127:        35         43         12          6         16         19         14         18         17          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       31.4       36.1       40.6       13.7       17.1       20.4       22.3
Old  :                 23.5       31.4       36.1       40.6       13.7       17.1       20.4       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 5, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,915:    60,154    107,826     32,772      6,008     29,633     17,767     12,160     32,373     13,209      3,729      9,984:   30,023    24,202
Old  :   225,915:    60,154    107,826     32,772      6,008     29,633     17,767     12,160     32,373     13,209      3,729      9,984:   30,023    24,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :      -937:    -4,908     -5,475        473        497       -132      2,052        534      4,910        158       -304       -853:   -2,637      -114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       47.7       14.5        2.7       13.1        7.9        5.4       14.3        5.8        1.7        4.4:     13.3      10.7
Old  :     100.0:      26.6       47.7       14.5        2.7       13.1        7.9        5.4       14.3        5.8        1.7        4.4:     13.3      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        35         41         12          7         16         18         15         17         16         11         25:
Old  :       131:        35         41         12          7         16         18         15         17         16         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       31.6       35.7       41.2       14.3       18.3       20.8       23.2
Old  :                 23.4       31.6       35.7       41.2       14.3       18.3       20.8       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 29, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,852:    65,062    113,301     32,299      5,511     29,765     15,715     11,626     27,463     13,051      4,033     10,837:   32,660    24,316
Old  :   226,852:    65,062    113,301     32,299      5,511     29,765     15,715     11,626     27,463     13,051      4,033     10,837:   32,660    24,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :       730:    -3,564     -3,273     -2,198        498      1,268       -153        435      3,029      2,147       -688        345:     -144      -884
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       49.9       14.2        2.4       13.1        6.9        5.1       12.1        5.8        1.8        4.8:     14.4      10.7
Old  :     100.0:      28.7       49.9       14.2        2.4       13.1        6.9        5.1       12.1        5.8        1.8        4.8:     14.4      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        40         45         12          7         15         17         14         16         15         12         23:
Old  :       132:        40         45         12          7         15         17         14         16         15         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       31.7       34.7       41.0       13.5       18.1       20.1       22.5
Old  :                 22.1       31.7       34.7       41.0       13.5       18.1       20.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 22, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,122:    68,626    116,574     34,497      5,013     28,497     15,868     11,191     24,434     10,904      4,721     10,492:   32,804    25,200
Old  :   226,122:    68,626    116,574     34,497      5,013     28,497     15,868     11,191     24,434     10,904      4,721     10,492:   32,804    25,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :    -1,865:     2,520       -921        -10        989     -1,243     -4,073     -1,544        609      1,038        617     -1,723:    1,017     1,351
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       51.6       15.3        2.2       12.6        7.0        4.9       10.8        4.8        2.1        4.6:     14.5      11.1
Old  :     100.0:      30.3       51.6       15.3        2.2       12.6        7.0        4.9       10.8        4.8        2.1        4.6:     14.5      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        46         49         12          7         15         18         11         15         15         11         25:
Old  :       131:        46         49         12          7         15         18         11         15         15         11         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       31.6       35.1       41.3       13.2       18.5       20.3       23.7
Old  :                 22.2       31.6       35.1       41.3       13.2       18.5       20.3       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 15, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,987:    66,106    117,495     34,507      4,024     29,740     19,941     12,735     23,825      9,866      4,104     12,215:   31,787    23,849
Old  :   227,987:    66,106    117,495     34,507      4,024     29,740     19,941     12,735     23,825      9,866      4,104     12,215:   31,787    23,849
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    12,649:    -1,124      3,300      5,176       -997      2,172      1,942      2,325      3,346       -863       -465      1,010:      990     1,958
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       51.5       15.1        1.8       13.0        8.7        5.6       10.5        4.3        1.8        5.4:     13.9      10.5
Old  :     100.0:      29.0       51.5       15.1        1.8       13.0        8.7        5.6       10.5        4.3        1.8        5.4:     13.9      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       133:        45         48         13          6         15         21         12         15         17          9         25:
Old  :       133:        45         48         13          6         15         21         12         15         17          9         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       30.8       33.9       40.3       12.8       18.7       19.5       24.1
Old  :                 21.4       30.8       33.9       40.3       12.8       18.7       19.5       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 8, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,338:    67,230    114,195     29,331      5,021     27,568     17,999     10,410     20,479     10,729      4,569     11,205:   30,797    21,891
Old  :   215,338:    67,230    114,195     29,331      5,021     27,568     17,999     10,410     20,479     10,729      4,569     11,205:   30,797    21,891
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :    -3,682:       386     -3,160        -68       -416        442     -3,772       -106        -63        342       -620        348:   -1,297      -107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       53.0       13.6        2.3       12.8        8.4        4.8        9.5        5.0        2.1        5.2:     14.3      10.2
Old  :     100.0:      31.2       53.0       13.6        2.3       12.8        8.4        4.8        9.5        5.0        2.1        5.2:     14.3      10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        46         51         13          6         15         21          9         14         12         11         22:
Old  :       132:        46         51         13          6         15         21          9         14         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       30.1       32.2       40.4       12.9       18.8       19.9       24.1
Old  :                 20.0       30.1       32.2       40.4       12.9       18.8       19.9       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 1, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,020:    66,844    117,355     29,399      5,437     27,126     21,771     10,516     20,542     10,387      5,189     10,857:   32,094    21,998
Old  :   219,020:    66,844    117,355     29,399      5,437     27,126     21,771     10,516     20,542     10,387      5,189     10,857:   32,094    21,998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :    -3,773:    -6,099     -1,629      1,546        776     -1,307      2,530        243        434        710         -2         31:   -1,618    -2,319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       53.6       13.4        2.5       12.4        9.9        4.8        9.4        4.7        2.4        5.0:     14.7      10.0
Old  :     100.0:      30.5       53.6       13.4        2.5       12.4        9.9        4.8        9.4        4.7        2.4        5.0:     14.7      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        41         49         14          5         15         21         10         13         12         13         22:
Old  :       129:        41         49         14          5         15         21         10         13         12         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       29.1       31.2       40.0       12.1       18.8       19.0       24.4
Old  :                 19.8       29.1       31.2       40.0       12.1       18.8       19.0       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,793:    72,943    118,984     27,853      4,661     28,433     19,241     10,273     20,108      9,677      5,191     10,826:   33,712    24,317
Old  :   222,793:    72,943    118,984     27,853      4,661     28,433     19,241     10,273     20,108      9,677      5,191     10,826:   33,712    24,317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :     6,701:     5,558      5,311     -1,115         59      2,554       -508       -465       -388        848        560     -1,373:    1,125       443
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       53.4       12.5        2.1       12.8        8.6        4.6        9.0        4.3        2.3        4.9:     15.1      10.9
Old  :     100.0:      32.7       53.4       12.5        2.1       12.8        8.6        4.6        9.0        4.3        2.3        4.9:     15.1      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        42         49         13          6         15         19         11         14         10         15         24:
Old  :       131:        42         49         13          6         15         19         11         14         10         15         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Old  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 17, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   216,092:    67,385    113,673     28,968      4,602     25,879     19,749     10,738     20,496      8,829      4,631     12,199:   32,587    23,874
Old  :   216,092:    67,385    113,673     28,968      4,602     25,879     19,749     10,738     20,496      8,829      4,631     12,199:   32,587    23,874
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :     1,658:     1,569     -1,263     -2,040      1,371      2,567     -1,165        114        644         43       -918     -1,411:    1,451       554
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       52.6       13.4        2.1       12.0        9.1        5.0        9.5        4.1        2.1        5.6:     15.1      11.0
Old  :     100.0:      31.2       52.6       13.4        2.1       12.0        9.1        5.0        9.5        4.1        2.1        5.6:     15.1      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       132:        44         50         13          6         15         19         12         16          8         13         23:
Old  :       132:        44         50         13          6         15         19         12         16          8         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       29.5       30.1       40.8       10.6       19.1       17.3       23.9
Old  :                 18.5       29.5       30.1       40.8       10.6       19.1       17.3       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 10, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,434:    65,816    114,936     31,008      3,231     23,312     20,914     10,624     19,852      8,786      5,549     13,610:   31,136    23,320
Old  :   214,434:    65,816    114,936     31,008      3,231     23,312     20,914     10,624     19,852      8,786      5,549     13,610:   31,136    23,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :     4,220:     6,530      5,440        346        176     -1,368     -1,376     -1,920      2,464       -989       -155       -372:   -1,015       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       53.6       14.5        1.5       10.9        9.8        5.0        9.3        4.1        2.6        6.3:     14.5      10.9
Old  :     100.0:      30.7       53.6       14.5        1.5       10.9        9.8        5.0        9.3        4.1        2.6        6.3:     14.5      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        44         51         14          5         15         21         11         16          9         13         23:
Old  :       135:        44         51         14          5         15         21         11         16          9         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       28.2       29.5       39.0       11.0       19.1       17.9       23.5
Old  :                 18.0       28.2       29.5       39.0       11.0       19.1       17.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   210,214:    59,286    109,496     30,662      3,055     24,680     22,290     12,544     17,388      9,775      5,704     13,982:   32,151    23,365
Old  :   210,214:    59,286    109,496     30,662      3,055     24,680     22,290     12,544     17,388      9,775      5,704     13,982:   32,151    23,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :    -4,416:     1,614       -323     -4,296       -308        373     -1,570        310        -46        662       -429        582:   -1,735    -4,575
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.2       52.1       14.6        1.5       11.7       10.6        6.0        8.3        4.7        2.7        6.7:     15.3      11.1
Old  :     100.0:      28.2       52.1       14.6        1.5       11.7       10.6        6.0        8.3        4.7        2.7        6.7:     15.3      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        41         48         14          5         15         24         13         14         12         11         23:
Old  :       139:        41         48         14          5         15         24         13         14         12         11         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       28.8       29.6       39.4       11.0       19.4       18.2       24.0
Old  :                 17.7       28.8       29.6       39.4       11.0       19.4       18.2       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 27, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,630:    57,672    109,819     34,958      3,363     24,307     23,860     12,234     17,434      9,113      6,133     13,400:   33,886    27,940
Old  :   214,630:    57,672    109,819     34,958      3,363     24,307     23,860     12,234     17,434      9,113      6,133     13,400:   33,886    27,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :   -11,371:    -1,668    -11,086     -4,503       -454        -29     -3,677        613     -1,594      1,889      1,041       -794:     -995       932
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       51.2       16.3        1.6       11.3       11.1        5.7        8.1        4.2        2.9        6.2:     15.8      13.0
Old  :     100.0:      26.9       51.2       16.3        1.6       11.3       11.1        5.7        8.1        4.2        2.9        6.2:     15.8      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        42         47         16          5         17         25         13         15         12         12         23:
Old  :       139:        42         47         16          5         17         25         13         15         12         12         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       28.5       30.8       38.7       10.0       18.4       17.9       23.3
Old  :                 19.2       28.5       30.8       38.7       10.0       18.4       17.9       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 20, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,001:    59,340    120,905     39,461      3,817     24,336     27,537     11,621     19,028      7,224      5,092     14,194:   34,881    27,008
Old  :   226,001:    59,340    120,905     39,461      3,817     24,336     27,537     11,621     19,028      7,224      5,092     14,194:   34,881    27,008
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :    -9,548:    -7,880     -8,736     -1,893        513        397     -2,755     -2,096      1,079       -411       -424         -7:    1,922      -274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       53.5       17.5        1.7       10.8       12.2        5.1        8.4        3.2        2.3        6.3:     15.4      12.0
Old  :     100.0:      26.3       53.5       17.5        1.7       10.8       12.2        5.1        8.4        3.2        2.3        6.3:     15.4      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        40         48         16          6         18         25         14         17         13         11         22:
Old  :       141:        40         48         16          6         18         25         14         17         13         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       27.7       30.8       38.0       12.0       18.5       19.7       23.1
Old  :                 19.5       27.7       30.8       38.0       12.0       18.5       19.7       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,549:    67,220    129,641     41,354      3,304     23,939     30,292     13,717     17,949      7,635      5,516     14,201:   32,959    27,282
Old  :   235,549:    67,220    129,641     41,354      3,304     23,939     30,292     13,717     17,949      7,635      5,516     14,201:   32,959    27,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :     8,287:     1,998      3,377     -1,754         99      3,683     -3,680     -4,808      3,374        462        595      1,797:    2,407       170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       55.0       17.6        1.4       10.2       12.9        5.8        7.6        3.2        2.3        6.0:     14.0      11.6
Old  :     100.0:      28.5       55.0       17.6        1.4       10.2       12.9        5.8        7.6        3.2        2.3        6.0:     14.0      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        43         52         16          6         18         29         14         18         13          9         22:
Old  :       148:        43         52         16          6         18         29         14         18         13          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Old  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 6, 2008                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,262:    65,222    126,264     43,108      3,205     20,256     33,972     18,525     14,575      7,173      4,921     12,404:   30,552    27,112
Old  :   227,262:    65,222    126,264     43,108      3,205     20,256     33,972     18,525     14,575      7,173      4,921     12,404:   30,552    27,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :       699:     4,816       -745       -872        476        307     -1,661      3,972     -1,706        524       -811       -199:     -510      -595
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       55.6       19.0        1.4        8.9       14.9        8.2        6.4        3.2        2.2        5.5:     13.4      11.9
Old  :     100.0:      28.7       55.6       19.0        1.4        8.9       14.9        8.2        6.4        3.2        2.2        5.5:     13.4      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        43         50         17          5         18         29         14         16          9         13         21:
Old  :       145:        43         50         17          5         18         29         14         16          9         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       26.3       28.0       38.0       12.7       19.0       20.6       26.4
Old  :                 17.6       26.3       28.0       38.0       12.7       19.0       20.6       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 29, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,563:    60,406    127,009     43,980      2,729     19,949     35,633     14,553     16,281      6,649      5,732     12,603:   31,062    27,707
Old  :   226,563:    60,406    127,009     43,980      2,729     19,949     35,633     14,553     16,281      6,649      5,732     12,603:   31,062    27,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :    -7,241:    -3,694    -10,174      1,066        179     -2,641       -524      4,238       -695        219        849        -59:     -913     1,062
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       56.1       19.4        1.2        8.8       15.7        6.4        7.2        2.9        2.5        5.6:     13.7      12.2
Old  :     100.0:      26.7       56.1       19.4        1.2        8.8       15.7        6.4        7.2        2.9        2.5        5.6:     13.7      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        44         55         17          5         18         32         13         14          9         14         22:
Old  :       151:        44         55         17          5         18         32         13         14          9         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.6       27.7       36.0       12.6       17.1       19.5       24.2
Old  :                 17.7       24.6       27.7       36.0       12.6       17.1       19.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 22, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   233,804:    64,100    137,183     42,914      2,550     22,590     36,157     10,315     16,976      6,430      4,883     12,662:   31,975    26,645
Old  :   233,804:    64,100    137,183     42,914      2,550     22,590     36,157     10,315     16,976      6,430      4,883     12,662:   31,975    26,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :     5,688:       707      1,576        696        318      1,323     -1,100       -367      1,187       -337        486      3,146:       66    -1,981
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       58.7       18.4        1.1        9.7       15.5        4.4        7.3        2.8        2.1        5.4:     13.7      11.4
Old  :     100.0:      27.4       58.7       18.4        1.1        9.7       15.5        4.4        7.3        2.8        2.1        5.4:     13.7      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        44         54         16          7         19         32         12         16         12         10         23:
Old  :       152:        44         54         16          7         19         32         12         16         12         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       24.7       28.7       36.5       12.9       18.6       19.6       24.2
Old  :                 17.8       24.7       28.7       36.5       12.9       18.6       19.6       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 15, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,116:    63,393    135,607     42,218      2,232     21,267     37,257     10,682     15,789      6,767      4,397      9,516:   31,909    28,626
Old  :   228,116:    63,393    135,607     42,218      2,232     21,267     37,257     10,682     15,789      6,767      4,397      9,516:   31,909    28,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :     3,208:    -3,073     -2,135      2,382       -358      1,675      1,634        -20      1,685       -674     -1,457        231:     -652     3,587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       59.4       18.5        1.0        9.3       16.3        4.7        6.9        3.0        1.9        4.2:     14.0      12.5
Old  :     100.0:      27.8       59.4       18.5        1.0        9.3       16.3        4.7        6.9        3.0        1.9        4.2:     14.0      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        42         55         17          6         20         33         12         16         13          9         17:
Old  :       150:        42         55         17          6         20         33         12         16         13          9         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       25.7       28.5       37.2       12.9       19.1       19.6       25.1
Old  :                 17.7       25.7       28.5       37.2       12.9       19.1       19.6       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 8, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,908:    66,466    137,742     39,836      2,590     19,592     35,623     10,702     14,104      7,441      5,854      9,285:   32,561    25,039
Old  :   224,908:    66,466    137,742     39,836      2,590     19,592     35,623     10,702     14,104      7,441      5,854      9,285:   32,561    25,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :     4,205:    -1,258      3,874        150       -213       -849      3,590     -1,115     -2,163       -154        976      3,453:    1,436       242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       61.2       17.7        1.2        8.7       15.8        4.8        6.3        3.3        2.6        4.1:     14.5      11.1
Old  :     100.0:      29.6       61.2       17.7        1.2        8.7       15.8        4.8        6.3        3.3        2.6        4.1:     14.5      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        41         59         16          4         19         32         12         18         13         12         19:
Old  :       152:        41         59         16          4         19         32         12         18         13         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       25.6       28.2       37.6       12.2       18.2       19.4       24.2
Old  :                 17.2       25.6       28.2       37.6       12.2       18.2       19.4       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 1, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   220,703:    67,724    133,868     39,686      2,803     20,441     32,033     11,817     16,267      7,595      4,878      5,832:   31,125    24,797
Old  :   220,703:    67,724    133,868     39,686      2,803     20,441     32,033     11,817     16,267      7,595      4,878      5,832:   31,125    24,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :    -3,376:    -2,877     -2,143       -302       -371       -762        265     -1,352        895     -2,465      1,226      1,433:      437    -2,302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       60.7       18.0        1.3        9.3       14.5        5.4        7.4        3.4        2.2        2.6:     14.1      11.2
Old  :     100.0:      30.7       60.7       18.0        1.3        9.3       14.5        5.4        7.4        3.4        2.2        2.6:     14.1      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        44         62         16          4         18         31         14         17         12         10         14:
Old  :       152:        44         62         16          4         18         31         14         17         12         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.0       29.6       38.4       12.7       17.7       19.5       23.9
Old  :                 19.0       25.0       29.6       38.4       12.7       17.7       19.5       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 25, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,079:    70,601    136,011     39,988      3,174     21,203     31,768     13,169     15,372     10,060      3,652      4,399:   30,688    27,099
Old  :   224,079:    70,601    136,011     39,988      3,174     21,203     31,768     13,169     15,372     10,060      3,652      4,399:   30,688    27,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :    -3,421:       308     -1,134      2,014     -1,165        821     -4,825     -3,489       -526      1,675        864     -1,111:   -1,777     2,319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       60.7       17.8        1.4        9.5       14.2        5.9        6.9        4.5        1.6        2.0:     13.7      12.1
Old  :     100.0:      31.5       60.7       17.8        1.4        9.5       14.2        5.9        6.9        4.5        1.6        2.0:     13.7      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       146:        48         59         18          4         20         29         14         16         14          6         13:
Old  :       146:        48         59         18          4         20         29         14         16         14          6         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       25.2       29.8       39.0       12.1       16.3       19.2       23.0
Old  :                 18.1       25.2       29.8       39.0       12.1       16.3       19.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 18, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,500:    70,293    137,145     37,974      4,339     20,382     36,593     16,658     15,898      8,385      2,788      5,510:   32,465    24,780
Old  :   227,500:    70,293    137,145     37,974      4,339     20,382     36,593     16,658     15,898      8,385      2,788      5,510:   32,465    24,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :    -2,625:     3,602      1,513        172       -482      2,439     -4,692       -554     -4,372        853       -383      1,300:   -1,927    -2,086
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       60.3       16.7        1.9        9.0       16.1        7.3        7.0        3.7        1.2        2.4:     14.3      10.9
Old  :     100.0:      30.9       60.3       16.7        1.9        9.0       16.1        7.3        7.0        3.7        1.2        2.4:     14.3      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        46         58         17          4         19         29         15         17         14          7         15:
Old  :       148:        46         58         17          4         19         29         15         17         14          7         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       24.0       29.4       38.9       12.2       16.6       20.1       23.6
Old  :                 17.5       24.0       29.4       38.9       12.2       16.6       20.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 11, 2008                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   230,125:    66,691    135,632     37,802      4,821     17,943     41,285     17,212     20,270      7,532      3,171      4,210:   34,392    26,866
Old  :   230,125:    66,691    135,632     37,802      4,821     17,943     41,285     17,212     20,270      7,532      3,171      4,210:   34,392    26,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :    -6,891:    -3,991     -6,652       -401        269     -1,785     -2,768     -1,594      2,076       -919        880     -1,107:    2,004     1,022
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       58.9       16.4        2.1        7.8       17.9        7.5        8.8        3.3        1.4        1.8:     14.9      11.7
Old  :     100.0:      29.0       58.9       16.4        2.1        7.8       17.9        7.5        8.8        3.3        1.4        1.8:     14.9      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        43         57         13          4         15         35         13         19          9          8         13:
Old  :       144:        43         57         13          4         15         35         13         19          9          8         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       23.3       30.2       37.4       13.9       15.1       21.8       22.7
Old  :                 18.5       23.3       30.2       37.4       13.9       15.1       21.8       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 4, 2008                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   237,016:    70,682    142,284     38,203      4,552     19,728     44,053     18,806     18,194      8,451      2,291      5,317:   32,388    25,844
Old  :   237,016:    70,682    142,284     38,203      4,552     19,728     44,053     18,806     18,194      8,451      2,291      5,317:   32,388    25,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :    -3,264:      -491      3,010     -1,150     -1,352     -1,970        877     -1,013        875        201        464      1,227:   -2,833    -4,505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       60.0       16.1        1.9        8.3       18.6        7.9        7.7        3.6        1.0        2.2:     13.7      10.9
Old  :     100.0:      29.8       60.0       16.1        1.9        8.3       18.6        7.9        7.7        3.6        1.0        2.2:     13.7      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        42         58         14          4         16         34          9         19         12          7         16:
Old  :       141:        42         58         14          4         16         34          9         19         12          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       22.9       29.6       36.9       14.6       16.0       22.0       23.6
Old  :                 18.7       22.9       29.6       36.9       14.6       16.0       22.0       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 26, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   240,280:    71,173    139,274     39,353      5,904     21,698     43,176     19,819     17,319      8,250      1,827      4,090:   35,221    30,349
Old  :   240,280:    71,173    139,274     39,353      5,904     21,698     43,176     19,819     17,319      8,250      1,827      4,090:   35,221    30,349
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :     6,067:       496      5,018      2,033        764      1,346      3,883      1,469     -1,440        148       -484     -2,525:    2,126     1,919
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       58.0       16.4        2.5        9.0       18.0        8.2        7.2        3.4        0.8        1.7:     14.7      12.6
Old  :     100.0:      29.6       58.0       16.4        2.5        9.0       18.0        8.2        7.2        3.4        0.8        1.7:     14.7      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        45         58         14          7         20         35          9         16         13          6         15:
Old  :       144:        45         58         14          7         20         35          9         16         13          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       22.7       29.4       35.6       14.2       15.9       20.8       22.8
Old  :                 18.5       22.7       29.4       35.6       14.2       15.9       20.8       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 19, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   234,213:    70,677    134,256     37,320      5,140     20,352     39,293     18,350     18,759      8,102      2,311      6,615:   33,095    28,430
Old  :   234,213:    70,677    134,256     37,320      5,140     20,352     39,293     18,350     18,759      8,102      2,311      6,615:   33,095    28,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :    17,080:     4,204     12,770     -4,102        -60      1,989     10,713       -384      2,138      1,113       -389      1,035:      -10       -19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       57.3       15.9        2.2        8.7       16.8        7.8        8.0        3.5        1.0        2.8:     14.1      12.1
Old  :     100.0:      30.2       57.3       15.9        2.2        8.7       16.8        7.8        8.0        3.5        1.0        2.8:     14.1      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        47         60         14          5         17         35          8         17         14         10         19:
Old  :       151:        47         60         14          5         17         35          8         17         14         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       23.9       29.9       35.4       14.2       15.2       20.4       22.4
Old  :                 18.8       23.9       29.9       35.4       14.2       15.2       20.4       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 12, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,133:    66,473    121,486     41,422      5,200     18,363     28,580     18,734     16,621      6,989      2,700      5,580:   33,105    28,449
Old  :   217,133:    66,473    121,486     41,422      5,200     18,363     28,580     18,734     16,621      6,989      2,700      5,580:   33,105    28,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    28,297:    12,875     13,802     -4,667        837      3,827      6,480      3,865      3,184        359        395        880:    5,359     1,507
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       56.0       19.1        2.4        8.5       13.2        8.6        7.7        3.2        1.2        2.6:     15.2      13.1
Old  :     100.0:      30.6       56.0       19.1        2.4        8.5       13.2        8.6        7.7        3.2        1.2        2.6:     15.2      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        49         60         14          5         17         29          8         19         10         10         17:
Old  :       140:        49         60         14          5         17         29          8         19         10         10         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       21.5       31.5       33.6       16.0       14.4       22.9       21.6
Old  :                 20.5       21.5       31.5       33.6       16.0       14.4       22.9       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 5, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   188,836:    53,598    107,684     46,089      4,363     14,536     22,100     14,869     13,437      6,630      2,305      4,700:   27,746    26,942
Old  :   188,836:    53,598    107,684     46,089      4,363     14,536     22,100     14,869     13,437      6,630      2,305      4,700:   27,746    26,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :    -8,385:      -486     -4,743      3,492        153     -1,593     -1,846      4,385     -2,715     -1,975        643     -2,639:     -623    -1,876
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       57.0       24.4        2.3        7.7       11.7        7.9        7.1        3.5        1.2        2.5:     14.7      14.3
Old  :     100.0:      28.4       57.0       24.4        2.3        7.7       11.7        7.9        7.1        3.5        1.2        2.5:     14.7      14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        48         58         14          5         17         26          8         14          8         11         17:
Old  :       134:        48         58         14          5         17         26          8         14          8         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       18.8       34.4       30.6       19.7       12.8       28.1       21.1
Old  :                 23.7       18.8       34.4       30.6       19.7       12.8       28.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 29, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   197,221:    54,084    112,427     42,597      4,210     16,129     23,946     10,484     16,152      8,605      1,662      7,339:   28,369    28,818
Old  :   197,221:    54,084    112,427     42,597      4,210     16,129     23,946     10,484     16,152      8,605      1,662      7,339:   28,369    28,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :    -3,443:    -1,825     -5,495     -2,078        242        176      3,121      3,010     -4,891     -1,217        -41      2,475:      796     1,081
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       57.0       21.6        2.1        8.2       12.1        5.3        8.2        4.4        0.8        3.7:     14.4      14.6
Old  :     100.0:      27.4       57.0       21.6        2.1        8.2       12.1        5.3        8.2        4.4        0.8        3.7:     14.4      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        52         59         12          5         16         28          9         17         12          9         19:
Old  :       139:        52         59         12          5         16         28          9         17         12          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.6       31.8       28.0       18.8       11.7       25.8       18.3
Old  :                 21.6       16.6       31.8       28.0       18.8       11.7       25.8       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 22, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   200,664:    55,909    117,922     44,675      3,968     15,953     20,825      7,474     21,043      9,822      1,703      4,864:   27,573    27,737
Old  :   200,664:    55,909    117,922     44,675      3,968     15,953     20,825      7,474     21,043      9,822      1,703      4,864:   27,573    27,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :    -8,995:    -5,197    -11,222      2,463         39       -669     -4,150      1,688      2,333        998       -144     -1,886:   -2,887       866
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       58.8       22.3        2.0        8.0       10.4        3.7       10.5        4.9        0.8        2.4:     13.7      13.8
Old  :     100.0:      27.9       58.8       22.3        2.0        8.0       10.4        3.7       10.5        4.9        0.8        2.4:     13.7      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        53         59         12          5         14         26          9         18         14          9         18:
Old  :       139:        53         59         12          5         14         26          9         18         14          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       17.5       33.3       28.7       18.1       11.3       25.2       19.0
Old  :                 21.2       17.5       33.3       28.7       18.1       11.3       25.2       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 15, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   209,659:    61,106    129,144     42,212      3,929     16,622     24,975      5,786     18,710      8,824      1,847      6,750:   30,460    26,871
Old  :   209,659:    61,106    129,144     42,212      3,929     16,622     24,975      5,786     18,710      8,824      1,847      6,750:   30,460    26,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :     1,963:     6,996      3,719        894       -843        316     -6,697     -1,698      1,058     -1,313         -8       -347:    1,056      -234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.1       61.6       20.1        1.9        7.9       11.9        2.8        8.9        4.2        0.9        3.2:     14.5      12.8
Old  :     100.0:      29.1       61.6       20.1        1.9        7.9       11.9        2.8        8.9        4.2        0.9        3.2:     14.5      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        53         61         13          4         12         29          7         17         14         11         18:
Old  :       144:        53         61         13          4         12         29          7         17         14         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       19.3       33.9       31.4       16.1       11.3       22.7       18.5
Old  :                 21.3       19.3       33.9       31.4       16.1       11.3       22.7       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 8, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   207,696:    54,110    125,425     41,318      4,772     16,306     31,672      7,484     17,652     10,137      1,855      7,097:   29,404    27,105
Old  :   207,696:    54,110    125,425     41,318      4,772     16,306     31,672      7,484     17,652     10,137      1,855      7,097:   29,404    27,105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :     3,493:     3,464      1,307     -1,945        550         40     -2,219        -45       -411        715     -1,360        469:    3,380     2,943
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       60.4       19.9        2.3        7.9       15.2        3.6        8.5        4.9        0.9        3.4:     14.2      13.1
Old  :     100.0:      26.1       60.4       19.9        2.3        7.9       15.2        3.6        8.5        4.9        0.9        3.4:     14.2      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        46         61         13          7         15         25          9         15         15         10         19:
Old  :       143:        46         61         13          7         15         25          9         15         15         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       19.6       32.2       31.0       16.7       12.1       25.0       19.4
Old  :                 21.6       19.6       32.2       31.0       16.7       12.1       25.0       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 31, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   204,203:    50,646    124,118     43,263      4,222     16,266     33,891      7,529     18,063      9,422      3,215      6,628:   26,024    24,162
Old  :   204,203:    50,646    124,118     43,263      4,222     16,266     33,891      7,529     18,063      9,422      3,215      6,628:   26,024    24,162
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :   -10,645:   -10,934     -1,157      1,158       -790     -2,040      5,775        -74     -1,674      1,096         77     -1,347:   -2,679    -3,640
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       60.8       21.2        2.1        8.0       16.6        3.7        8.8        4.6        1.6        3.2:     12.7      11.8
Old  :     100.0:      24.8       60.8       21.2        2.1        8.0       16.6        3.7        8.8        4.6        1.6        3.2:     12.7      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        49         64         14          6         16         27         11         17         11         13         20:
Old  :       151:        49         64         14          6         16         27         11         17         11         13         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       20.1       34.9       31.2       17.8       12.7       25.7       19.7
Old  :                 23.2       20.1       34.9       31.2       17.8       12.7       25.7       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 24, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   214,848:    61,580    125,275     42,105      5,012     18,306     28,116      7,603     19,737      8,326      3,138      7,975:   28,703    27,802
Old  :   214,848:    61,580    125,275     42,105      5,012     18,306     28,116      7,603     19,737      8,326      3,138      7,975:   28,703    27,802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :     2,636:     4,475      6,059       -973      1,565       -288      1,389       -495       -873        170       -599       -475:     -789    -2,258
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       58.3       19.6        2.3        8.5       13.1        3.5        9.2        3.9        1.5        3.7:     13.4      12.9
Old  :     100.0:      28.7       58.3       19.6        2.3        8.5       13.1        3.5        9.2        3.9        1.5        3.7:     13.4      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        50         62         13          8         18         27         12         17         10         12         20:
Old  :       149:        50         62         13          8         18         27         12         17         10         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       20.1       33.9       31.2       16.1       12.6       23.4       19.0
Old  :                 22.6       20.1       33.9       31.2       16.1       12.6       23.4       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 18, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,212:    57,105    119,216     43,078      3,447     18,594     26,727      8,098     20,610      8,156      3,737      8,450:   29,492    30,060
Old  :   212,212:    57,105    119,216     43,078      3,447     18,594     26,727      8,098     20,610      8,156      3,737      8,450:   29,492    30,060
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :     8,970:     7,069      4,896     -2,542       -393        104      2,027     -1,308        652       -290       -577      1,245:      705     4,351
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       56.2       20.3        1.6        8.8       12.6        3.8        9.7        3.8        1.8        4.0:     13.9      14.2
Old  :     100.0:      26.9       56.2       20.3        1.6        8.8       12.6        3.8        9.7        3.8        1.8        4.0:     13.9      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        45         58         13          6         16         27         13         20         11         13         21:
Old  :       145:        45         58         13          6         16         27         13         20         11         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       19.0       33.9       29.4       17.1       13.0       24.4       19.1
Old  :                 21.9       19.0       33.9       29.4       17.1       13.0       24.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 11, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,242:    50,036    114,320     45,620      3,840     18,490     24,700      9,406     19,958      8,446      4,314      7,205:   28,787    25,709
Old  :   203,242:    50,036    114,320     45,620      3,840     18,490     24,700      9,406     19,958      8,446      4,314      7,205:   28,787    25,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :      -682:    -2,400     -5,819       -683      1,275        -54      2,402        864      2,183        -34       -536        240:   -2,336     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       56.2       22.4        1.9        9.1       12.2        4.6        9.8        4.2        2.1        3.5:     14.2      12.6
Old  :     100.0:      24.6       56.2       22.4        1.9        9.1       12.2        4.6        9.8        4.2        2.1        3.5:     14.2      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        47         59         13          7         16         27         10         17         12         16         23:
Old  :       148:        47         59         13          7         16         27         10         17         12         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       19.8       36.9       30.2       18.8       14.4       26.1       21.1
Old  :                 24.2       19.8       36.9       30.2       18.8       14.4       26.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 4, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,924:    52,436    120,139     46,303      2,565     18,544     22,298      8,542     17,775      8,480      4,850      6,965:   31,123    24,544
Old  :   203,924:    52,436    120,139     46,303      2,565     18,544     22,298      8,542     17,775      8,480      4,850      6,965:   31,123    24,544
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :   -24,751:    -6,259    -14,025     -1,520     -1,113     -3,075     -9,604     -2,505         34        523     -1,508     -1,694:   -3,156      -865
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       58.9       22.7        1.3        9.1       10.9        4.2        8.7        4.2        2.4        3.4:     15.3      12.0
Old  :     100.0:      25.7       58.9       22.7        1.3        9.1       10.9        4.2        8.7        4.2        2.4        3.4:     15.3      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        52         62         14          5         15         26          9         14         12         14         21:
Old  :       148:        52         62         14          5         15         26          9         14         12         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       20.0       36.2       31.0       18.4       14.9       26.1       22.5
Old  :                 23.6       20.0       36.2       31.0       18.4       14.9       26.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,675:    58,695    134,164     47,823      3,678     21,619     31,902     11,047     17,741      7,957      6,358      8,659:   34,279    25,409
Old  :   228,675:    58,695    134,164     47,823      3,678     21,619     31,902     11,047     17,741      7,957      6,358      8,659:   34,279    25,409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :        36:     5,440      2,993     -1,793        205     -1,494       -564     -1,625       -575     -1,050        452       -629:      701       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       58.7       20.9        1.6        9.5       14.0        4.8        7.8        3.5        2.8        3.8:     15.0      11.1
Old  :     100.0:      25.7       58.7       20.9        1.6        9.5       14.0        4.8        7.8        3.5        2.8        3.8:     15.0      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        52         61         15          8         19         31          7         12          8         19         21:
Old  :       153:        52         61         15          8         19         31          7         12          8         19         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       19.2       31.3       30.0       15.8       12.9       23.7       19.9
Old  :                 19.2       19.2       31.3       30.0       15.8       12.9       23.7       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,639:    53,255    131,171     49,616      3,473     23,113     32,466     12,672     18,316      9,007      5,906      9,288:   33,578    24,700
Old  :   228,639:    53,255    131,171     49,616      3,473     23,113     32,466     12,672     18,316      9,007      5,906      9,288:   33,578    24,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :     6,025:     1,440       -469     -2,130        278      2,457      1,417     -1,029      2,513       -514         55      1,064:     -222     1,156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       57.4       21.7        1.5       10.1       14.2        5.5        8.0        3.9        2.6        4.1:     14.7      10.8
Old  :     100.0:      23.3       57.4       21.7        1.5       10.1       14.2        5.5        8.0        3.9        2.6        4.1:     14.7      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        54         61         15          7         18         32          6         16         12         16         23:
Old  :       152:        54         61         15          7         18         32          6         16         12         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       18.0       32.2       28.4       16.7       13.4       24.8       20.7
Old  :                 20.9       18.0       32.2       28.4       16.7       13.4       24.8       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,614:    51,815    131,640     51,746      3,195     20,656     31,049     13,701     15,803      9,521      5,851      8,224:   33,800    23,544
Old  :   222,614:    51,815    131,640     51,746      3,195     20,656     31,049     13,701     15,803      9,521      5,851      8,224:   33,800    23,544
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :      -522:     3,257      1,334        528       -795        491       -634      1,061     -2,016        196     -1,288      1,124:   -3,468      -433
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       59.1       23.2        1.4        9.3       13.9        6.2        7.1        4.3        2.6        3.7:     15.2      10.6
Old  :     100.0:      23.3       59.1       23.2        1.4        9.3       13.9        6.2        7.1        4.3        2.6        3.7:     15.2      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        51         60         14          6         17         30          8         13         14         14         22:
Old  :       150:        51         60         14          6         17         30          8         13         14         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       19.8       32.2       31.3       17.0       14.6       26.0       22.1
Old  :                 21.2       19.8       32.2       31.3       17.0       14.6       26.0       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,136:    48,558    130,306     51,218      3,990     20,165     31,683     12,640     17,819      9,325      7,139      7,100:   37,268    23,977
Old  :   223,136:    48,558    130,306     51,218      3,990     20,165     31,683     12,640     17,819      9,325      7,139      7,100:   37,268    23,977
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :   -12,593:    -1,583    -11,534     -2,539      1,458       -383     -8,369      1,142     -1,778        770        475       -769:    2,058    -1,204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       58.4       23.0        1.8        9.0       14.2        5.7        8.0        4.2        3.2        3.2:     16.7      10.7
Old  :     100.0:      21.8       58.4       23.0        1.8        9.0       14.2        5.7        8.0        4.2        3.2        3.2:     16.7      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        43         55         14          6         16         29          8         14         14         15         22:
Old  :       149:        43         55         14          6         16         29          8         14         14         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       18.6       33.5       29.9       17.7       14.9       27.1       22.5
Old  :                 21.5       18.6       33.5       29.9       17.7       14.9       27.1       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,729:    50,141    141,840     53,757      2,532     20,548     40,052     11,498     19,597      8,555      6,664      7,869:   35,210    25,181
Old  :   235,729:    50,141    141,840     53,757      2,532     20,548     40,052     11,498     19,597      8,555      6,664      7,869:   35,210    25,181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :    -1,631:     2,724     -1,564        729       -287       -505     -2,324      2,283        172        -16        130       -462:   -1,949    -1,398
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.3       60.2       22.8        1.1        8.7       17.0        4.9        8.3        3.6        2.8        3.3:     14.9      10.7
Old  :     100.0:      21.3       60.2       22.8        1.1        8.7       17.0        4.9        8.3        3.6        2.8        3.3:     14.9      10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        47         55         15          4         15         31         10         13         13         15         23:
Old  :       148:        47         55         15          4         15         31         10         13         13         15         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.8       33.5       32.2       17.8       17.0       26.8       24.3
Old  :                 21.3       20.8       33.5       32.2       17.8       17.0       26.8       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   237,360:    47,417    143,404     53,028      2,819     21,053     42,376      9,215     19,425      8,571      6,534      8,331:   37,159    26,579
Old  :   237,360:    47,417    143,404     53,028      2,819     21,053     42,376      9,215     19,425      8,571      6,534      8,331:   37,159    26,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :      -982:    -1,659     -3,065     -1,191        176      1,513        479        693        427        678        193       -223:   -1,006      -696
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       60.4       22.3        1.2        8.9       17.9        3.9        8.2        3.6        2.8        3.5:     15.7      11.2
Old  :     100.0:      20.0       60.4       22.3        1.2        8.9       17.9        3.9        8.2        3.6        2.8        3.5:     15.7      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        44         55         15          4         15         33          9         15         13         15         23:
Old  :       149:        44         55         15          4         15         33          9         15         13         15         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       22.5       32.2       32.8       17.0       18.2       25.7       25.5
Old  :                 20.4       22.5       32.2       32.8       17.0       18.2       25.7       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   238,342:    49,076    146,469     54,219      2,643     19,540     41,897      8,522     18,998      7,893      6,341      8,554:   38,165    27,275
Old  :   238,342:    49,076    146,469     54,219      2,643     19,540     41,897      8,522     18,998      7,893      6,341      8,554:   38,165    27,275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :    18,407:     4,369     13,427       -967         34       -372      9,417      1,182      2,158     -1,520     -1,437      2,885:    2,437       530
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.6       61.5       22.7        1.1        8.2       17.6        3.6        8.0        3.3        2.7        3.6:     16.0      11.4
Old  :     100.0:      20.6       61.5       22.7        1.1        8.2       17.6        3.6        8.0        3.3        2.7        3.6:     16.0      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        41         54         14          4         14         33          9         17         14         15         25:
Old  :       149:        41         54         14          4         14         33          9         17         14         15         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       23.2       32.8       33.5       16.9       17.7       25.7       24.9
Old  :                 20.6       23.2       32.8       33.5       16.9       17.7       25.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,935:    44,707    133,042     55,186      2,609     19,912     32,480      7,340     16,840      9,413      7,778      5,669:   35,728    26,745
Old  :   219,935:    44,707    133,042     55,186      2,609     19,912     32,480      7,340     16,840      9,413      7,778      5,669:   35,728    26,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :    -5,492:    -2,413     -4,723      1,218        -60     -3,058       -623        821       -219        179        351       -218:     -358     1,614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.3       60.5       25.1        1.2        9.1       14.8        3.3        7.7        4.3        3.5        2.6:     16.2      12.2
Old  :     100.0:      20.3       60.5       25.1        1.2        9.1       14.8        3.3        7.7        4.3        3.5        2.6:     16.2      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        36         51         15          4         15         30          8         14         16         16         23:
Old  :       143:        36         51         15          4         15         30          8         14         16         16         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       22.9       32.6       33.4       17.0       18.1       25.5       25.1
Old  :                 22.1       22.9       32.6       33.4       17.0       18.1       25.5       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 2, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,427:    47,120    137,765     53,968      2,669     22,970     33,103      6,519     17,059      9,234      7,427      5,887:   36,086    25,131
Old  :   225,427:    47,120    137,765     53,968      2,669     22,970     33,103      6,519     17,059      9,234      7,427      5,887:   36,086    25,131
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :   -16,272:    -6,670    -10,741      3,700         29     -3,515     -8,887        121      1,744       -429     -1,254       -813:   -1,402    -1,843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.9       61.1       23.9        1.2       10.2       14.7        2.9        7.6        4.1        3.3        2.6:     16.0      11.1
Old  :     100.0:      20.9       61.1       23.9        1.2       10.2       14.7        2.9        7.6        4.1        3.3        2.6:     16.0      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        37         52         15          5         16         33          8         14         16         13         24:
Old  :       147:        37         52         15          5         16         33          8         14         16         13         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       24.3       32.9       34.2       16.2       18.6       24.7       25.7
Old  :                 21.5       24.3       32.9       34.2       16.2       18.6       24.7       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 25, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   241,699:    53,790    148,506     50,268      2,640     26,485     41,990      6,398     15,315      9,663      8,681      6,700:   37,488    26,974
Old  :   241,699:    53,790    148,506     50,268      2,640     26,485     41,990      6,398     15,315      9,663      8,681      6,700:   37,488    26,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :     1,810:     2,082       -664       -273       -403      3,689     -2,666        -65        -77      1,001       -870     -1,306:     -640     1,506
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       61.4       20.8        1.1       11.0       17.4        2.6        6.3        4.0        3.6        2.8:     15.5      11.2
Old  :     100.0:      22.3       61.4       20.8        1.1       11.0       17.4        2.6        6.3        4.0        3.6        2.8:     15.5      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        47         54         14          6         16         36          8         14         16         13         21:
Old  :       151:        47         54         14          6         16         36          8         14         16         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Old  :                 20.1       23.9       31.6       34.8       15.2       18.2       23.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 18, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,889:    51,708    149,170     50,541      3,043     22,796     44,656      6,463     15,392      8,662      9,551      8,006:   38,128    25,468
Old  :   239,889:    51,708    149,170     50,541      3,043     22,796     44,656      6,463     15,392      8,662      9,551      8,006:   38,128    25,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :     8,226:    -1,465      2,546     -1,347        396     -1,013      6,275       -221      6,202       -408        364     -1,289:    1,271     1,241
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       62.2       21.1        1.3        9.5       18.6        2.7        6.4        3.6        4.0        3.3:     15.9      10.6
Old  :     100.0:      21.6       62.2       21.1        1.3        9.5       18.6        2.7        6.4        3.6        4.0        3.3:     15.9      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        47         53         15          5         16         38          8         14         11         17         21:
Old  :       153:        47         53         15          5         16         38          8         14         11         17         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       23.7       31.3       34.6       16.6       19.2       25.2       26.3
Old  :                 20.2       23.7       31.3       34.6       16.6       19.2       25.2       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 11, 2007              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   231,663:    53,173    146,624     51,888      2,647     23,809     38,381      6,684      9,190      9,070      9,187      9,295:   36,857    24,227
Old  :   231,663:    53,173    146,624     51,888      2,647     23,809     38,381      6,684      9,190      9,070      9,187      9,295:   36,857    24,227
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :     8,599:       361      7,790     -2,144        303        219      7,835       -150     -1,028       -912      1,476        473:    3,795      -484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       63.3       22.4        1.1       10.3       16.6        2.9        4.0        3.9        4.0        4.0:     15.9      10.5
Old  :     100.0:      23.0       63.3       22.4        1.1       10.3       16.6        2.9        4.0        3.9        4.0        4.0:     15.9      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         54         18          4         18         33          9         13         14         16         25:
Old  :       152:        48         54         18          4         18         33          9         13         14         16         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       23.6       31.9       34.5       16.4       17.8       25.3       26.0
Old  :                 20.2       23.6       31.9       34.5       16.4       17.8       25.3       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 4, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   223,064:    52,812    138,834     54,032      2,344     23,590     30,546      6,834     10,218      9,982      7,711      8,822:   33,062    24,711
Old  :   223,064:    52,812    138,834     54,032      2,344     23,590     30,546      6,834     10,218      9,982      7,711      8,822:   33,062    24,711
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :     5,064:    -1,189      8,746     -1,379     -1,156       -872      6,553       -920     -1,740      1,662      1,981      2,088:      -59    -3,063
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       62.2       24.2        1.1       10.6       13.7        3.1        4.6        4.5        3.5        4.0:     14.8      11.1
Old  :     100.0:      23.7       62.2       24.2        1.1       10.6       13.7        3.1        4.6        4.5        3.5        4.0:     14.8      11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        46         52         18          .         17         25          9         12         16         13         23:
Old  :       142:        46         52         18          .         17         25          9         12         16         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.9       33.1       32.8       16.4       15.7       25.8       25.0
Old  :                 21.3       20.9       33.1       32.8       16.4       15.7       25.8       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 28, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,000:    54,001    130,088     55,411      3,500     24,462     23,993      7,754     11,958      8,320      5,730      6,734:   33,121    27,774
Old  :   218,000:    54,001    130,088     55,411      3,500     24,462     23,993      7,754     11,958      8,320      5,730      6,734:   33,121    27,774
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :     2,140:    -2,614      7,069       -849       -247         94      7,708     -5,794     -2,162     -2,685        652      1,357:    1,291     1,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       59.7       25.4        1.6       11.2       11.0        3.6        5.5        3.8        2.6        3.1:     15.2      12.7
Old  :     100.0:      24.8       59.7       25.4        1.6       11.2       11.0        3.6        5.5        3.8        2.6        3.1:     15.2      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        47         51         17          5         18         21         11         12         11         11         18:
Old  :       136:        47         51         17          5         18         21         11         12         11         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       19.2       34.4       31.6       17.4       14.5       26.5       23.2
Old  :                 22.4       19.2       34.4       31.6       17.4       14.5       26.5       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 21, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,860:    56,615    123,019     56,260      3,747     24,368     16,285     13,548     14,120     11,005      5,078      5,377:   31,830    26,603
Old  :   215,860:    56,615    123,019     56,260      3,747     24,368     16,285     13,548     14,120     11,005      5,078      5,377:   31,830    26,603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :    -1,965:    -1,471     -2,726       -559        263      1,318        737       -792     -1,301         57          6       -705:      -41     1,972
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       57.0       26.1        1.7       11.3        7.5        6.3        6.5        5.1        2.4        2.5:     14.7      12.3
Old  :     100.0:      26.2       57.0       26.1        1.7       11.3        7.5        6.3        6.5        5.1        2.4        2.5:     14.7      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        50         52         17          5         18         20         15         14         15          8         19:
Old  :       144:        50         52         17          5         18         20         15         14         15          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       17.2       35.6       28.9       17.1       12.4       26.5       20.1
Old  :                 22.9       17.2       35.6       28.9       17.1       12.4       26.5       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 14, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,825:    58,086    125,745     56,819      3,484     23,050     15,548     14,340     15,421     10,948      5,072      6,082:   31,871    24,631
Old  :   217,825:    58,086    125,745     56,819      3,484     23,050     15,548     14,340     15,421     10,948      5,072      6,082:   31,871    24,631
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :      -515:     1,647      7,018        898        239       -651     -2,202     -4,062     -1,203         13     -1,456      3,339:   -2,356    -3,739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       57.7       26.1        1.6       10.6        7.1        6.6        7.1        5.0        2.3        2.8:     14.6      11.3
Old  :     100.0:      26.7       57.7       26.1        1.6       10.6        7.1        6.6        7.1        5.0        2.3        2.8:     14.6      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        49         55         17          5         18         20         15         15         15          8         18:
Old  :       143:        49         55         17          5         18         20         15         15         15          8         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.7       35.9       30.5       16.8       12.6       26.1       19.5
Old  :                 23.4       18.7       35.9       30.5       16.8       12.6       26.1       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 7, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   218,340:    56,439    118,727     55,921      3,245     23,701     17,750     18,402     16,624     10,935      6,528      2,743:   34,227    28,370
Old  :   218,340:    56,439    118,727     55,921      3,245     23,701     17,750     18,402     16,624     10,935      6,528      2,743:   34,227    28,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :   -14,869:     3,117    -16,833      2,082        867       -698    -14,546      4,545     -7,052      1,692     -1,428       -780:    1,316     6,510
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       54.4       25.6        1.5       10.9        8.1        8.4        7.6        5.0        3.0        1.3:     15.7      13.0
Old  :     100.0:      25.8       54.4       25.6        1.5       10.9        8.1        8.4        7.6        5.0        3.0        1.3:     15.7      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        45         53         17          5         18         21         17         13         12          8         14:
Old  :       138:        45         53         17          5         18         21         17         13         12          8         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       16.9       35.0       29.3       16.7       12.0       25.9       18.8
Old  :                 23.3       16.9       35.0       29.3       16.7       12.0       25.9       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 31, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   233,209:    53,322    135,560     53,839      2,378     24,399     32,296     13,857     23,676      9,243      7,956      3,523:   32,911    21,860
Old  :   233,209:    53,322    135,560     53,839      2,378     24,399     32,296     13,857     23,676      9,243      7,956      3,523:   32,911    21,860
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :    -5,853:    -4,541     -1,533        539        453      1,341      4,114     -1,346     -1,662       -388        225       -616:   -4,640    -2,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       58.1       23.1        1.0       10.5       13.8        5.9       10.2        4.0        3.4        1.5:     14.1       9.4
Old  :     100.0:      22.9       58.1       23.1        1.0       10.5       13.8        5.9       10.2        4.0        3.4        1.5:     14.1       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       156:        46         62         16          5         17         32         13         16         12         10         14:
Old  :       156:        46         62         16          5         17         32         13         16         12         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       18.6       33.3       31.5       14.8       12.5       23.5       21.1
Old  :                 21.0       18.6       33.3       31.5       14.8       12.5       23.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 24, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,062:    57,863    137,093     53,300      1,925     23,058     28,182     15,203     25,338      9,631      7,731      4,139:   37,551    24,575
Old  :   239,062:    57,863    137,093     53,300      1,925     23,058     28,182     15,203     25,338      9,631      7,731      4,139:   37,551    24,575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :       613:     1,877     -3,665       -144       -269      2,218     -5,737      2,577       -334       -218       -890       -483:    3,434     1,459
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       57.3       22.3        0.8        9.6       11.8        6.4       10.6        4.0        3.2        1.7:     15.7      10.3
Old  :     100.0:      24.2       57.3       22.3        0.8        9.6       11.8        6.4       10.6        4.0        3.2        1.7:     15.7      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        43         56         15          .         15         31         14         14         12          8         15:
Old  :       144:        43         56         15          .         15         31         14         14         12          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       18.5       32.5       30.5       14.4       11.3       22.3       19.1
Old  :                 20.6       18.5       32.5       30.5       14.4       11.3       22.3       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 17, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   238,449:    55,986    140,758     53,444      2,194     20,840     33,919     12,626     25,672      9,849      8,621      4,622:   34,117    23,116
Old  :   238,449:    55,986    140,758     53,444      2,194     20,840     33,919     12,626     25,672      9,849      8,621      4,622:   34,117    23,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :      -820:     4,791     -5,009     -1,360        -29       -553     -6,171      3,188      1,592        286       -781      1,210:     -615      -438
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       59.0       22.4        0.9        8.7       14.2        5.3       10.8        4.1        3.6        1.9:     14.3       9.7
Old  :     100.0:      23.5       59.0       22.4        0.9        8.7       14.2        5.3       10.8        4.1        3.6        1.9:     14.3       9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        42         53         16          4         16         34         14         15         12         10         16:
Old  :       147:        42         53         16          4         16         34         14         15         12         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       20.2       32.0       31.9       14.5       12.5       22.4       20.8
Old  :                 21.0       20.2       32.0       31.9       14.5       12.5       22.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 10, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   239,269:    51,195    145,767     54,804      2,223     21,393     40,090      9,438     24,080      9,563      9,402      3,412:   34,732    23,554
Old  :   239,269:    51,195    145,767     54,804      2,223     21,393     40,090      9,438     24,080      9,563      9,402      3,412:   34,732    23,554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :     3,733:     2,407     11,701        -96       -162       -806      5,929     -2,360     -2,032        228        199       -711:   -1,186    -2,096
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.4       60.9       22.9        0.9        8.9       16.8        3.9       10.1        4.0        3.9        1.4:     14.5       9.8
Old  :     100.0:      21.4       60.9       22.9        0.9        8.9       16.8        3.9       10.1        4.0        3.9        1.4:     14.5       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       144:        39         53         17          .         16         35         14         15         12         10         11:
Old  :       144:        39         53         17          .         16         35         14         15         12         10         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       22.4       35.2       33.6       17.3       14.8       25.2       23.4
Old  :                 22.4       22.4       35.2       33.6       17.3       14.8       25.2       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 3, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   235,536:    48,788    134,066     54,900      2,385     22,199     34,161     11,798     26,112      9,335      9,203      4,123:   35,918    25,650
Old  :   235,536:    48,788    134,066     54,900      2,385     22,199     34,161     11,798     26,112      9,335      9,203      4,123:   35,918    25,650
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :     2,556:    -3,544      3,727      1,808         48     -2,111      6,130        536       -141        354         74        -53:      113       476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.7       56.9       23.3        1.0        9.4       14.5        5.0       11.1        4.0        3.9        1.8:     15.2      10.9
Old  :     100.0:      20.7       56.9       23.3        1.0        9.4       14.5        5.0       11.1        4.0        3.9        1.8:     15.2      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        34         47         17          4         17         29         14         15         11         11         12:
Old  :       136:        34         47         17          4         17         29         14         15         11         11         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       21.7       35.7       33.4       16.5       14.7       24.4       22.9
Old  :                 22.1       21.7       35.7       33.4       16.5       14.7       24.4       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 26, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   232,980:    52,332    130,339     53,092      2,337     24,310     28,031     11,262     26,253      8,981      9,129      4,176:   35,805    25,174
Old  :   232,980:    52,332    130,339     53,092      2,337     24,310     28,031     11,262     26,253      8,981      9,129      4,176:   35,805    25,174
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :    -1,121:    -1,459        478      2,978        144       -364     -3,601      1,023       -953       -353     -1,962        -95:    2,726       608
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       55.9       22.8        1.0       10.4       12.0        4.8       11.3        3.9        3.9        1.8:     15.4      10.8
Old  :     100.0:      22.5       55.9       22.8        1.0       10.4       12.0        4.8       11.3        3.9        3.9        1.8:     15.4      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        44         51         18          4         18         27         12         17         11         11         14:
Old  :       136:        44         51         18          4         18         27         12         17         11         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       21.8       34.7       33.7       16.2       14.4       23.5       21.8
Old  :                 21.7       21.8       34.7       33.7       16.2       14.4       23.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 19, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   234,101:    53,791    129,861     50,114      2,193     24,674     31,632     10,239     27,206      9,334     11,091      4,271:   33,079    24,566
Old  :   234,101:    53,791    129,861     50,114      2,193     24,674     31,632     10,239     27,206      9,334     11,091      4,271:   33,079    24,566
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :    22,361:    -1,035     14,635        839        649      4,079     10,484     -2,175      4,691        -86      1,295      1,154:    2,235    -1,967
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       55.5       21.4        0.9       10.5       13.5        4.4       11.6        4.0        4.7        1.8:     14.1      10.5
Old  :     100.0:      23.0       55.5       21.4        0.9       10.5       13.5        4.4       11.6        4.0        4.7        1.8:     14.1      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        43         50         18          4         17         28         11         15         12         14         14:
Old  :       139:        43         50         18          4         17         28         11         15         12         14         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       23.2       34.9       34.7       16.8       13.7       23.9       20.6
Old  :                 21.7       23.2       34.9       34.7       16.8       13.7       23.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 12, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,740:    54,826    115,226     49,275      1,544     20,595     21,148     12,414     22,515      9,420      9,796      3,117:   30,844    26,533
Old  :   211,740:    54,826    115,226     49,275      1,544     20,595     21,148     12,414     22,515      9,420      9,796      3,117:   30,844    26,533
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :        43:    10,070      1,358        302       -429       -560    -10,779       -780        893        801       -400     -1,103:      419     1,064
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       54.4       23.3        0.7        9.7       10.0        5.9       10.6        4.4        4.6        1.5:     14.6      12.5
Old  :     100.0:      25.9       54.4       23.3        0.7        9.7       10.0        5.9       10.6        4.4        4.6        1.5:     14.6      12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        45         50         18          4         15         27         16         16         13         11         12:
Old  :       142:        45         50         18          4         15         27         16         16         13         11         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       24.3       33.3       35.6       16.1       14.1       23.5       21.1
Old  :                 22.4       24.3       33.3       35.6       16.1       14.1       23.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 5, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,697:    44,756    113,868     48,973      1,973     21,155     31,927     13,194     21,622      8,619     10,196      4,220:   30,425    25,469
Old  :   211,697:    44,756    113,868     48,973      1,973     21,155     31,927     13,194     21,622      8,619     10,196      4,220:   30,425    25,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :    -1,196:      -206      8,410     -1,234       -459     -3,616      6,306     -3,146     -1,550       -757       -623         85:     -224      -297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       53.8       23.1        0.9       10.0       15.1        6.2       10.2        4.1        4.8        2.0:     14.4      12.0
Old  :     100.0:      21.1       53.8       23.1        0.9       10.0       15.1        6.2       10.2        4.1        4.8        2.0:     14.4      12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        40         49         17          5         15         31         14         16          9         13         15:
Old  :       142:        40         49         17          5         15         31         14         16          9         13         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       22.4       34.6       33.5       17.0       14.8       25.1       22.2
Old  :                 21.5       22.4       34.6       33.5       17.0       14.8       25.1       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 29, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,893:    44,962    105,458     50,207      2,432     24,771     25,621     16,340     23,172      9,376     10,819      4,135:   30,649    25,766
Old  :   212,893:    44,962    105,458     50,207      2,432     24,771     25,621     16,340     23,172      9,376     10,819      4,135:   30,649    25,766
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :    -8,745:    -5,848     -8,639      1,071     -1,862      1,613     -4,343        275       -757        -64        785     -1,687:    1,270     1,527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       49.5       23.6        1.1       11.6       12.0        7.7       10.9        4.4        5.1        1.9:     14.4      12.1
Old  :     100.0:      21.1       49.5       23.6        1.1       11.6       12.0        7.7       10.9        4.4        5.1        1.9:     14.4      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       137:        43         50         17          5         17         24         15         16         11         12         12:
Old  :       137:        43         50         17          5         17         24         15         16         11         12         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       22.6       35.4       33.3       16.7       13.0       24.0       20.4
Old  :                 23.7       22.6       35.4       33.3       16.7       13.0       24.0       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 22, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,638:    50,810    114,097     49,136      4,294     23,158     29,964     16,065     23,929      9,440     10,034      5,822:   29,379    24,239
Old  :   221,638:    50,810    114,097     49,136      4,294     23,158     29,964     16,065     23,929      9,440     10,034      5,822:   29,379    24,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :    12,987:     3,201      8,705       -693       -343      3,158      3,920      1,435      1,819        640         55        343:      599    -2,185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       51.5       22.2        1.9       10.4       13.5        7.2       10.8        4.3        4.5        2.6:     13.3      10.9
Old  :     100.0:      22.9       51.5       22.2        1.9       10.4       13.5        7.2       10.8        4.3        4.5        2.6:     13.3      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        43         53         15          6         17         22         14         14         14         11         17:
Old  :       141:        43         53         15          6         17         22         14         14         14         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       24.3       35.7       34.2       16.6       13.4       24.9       20.2
Old  :                 24.0       24.3       35.7       34.2       16.6       13.4       24.9       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 15, 2007                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,651:    47,609    105,392     49,829      4,637     20,000     26,044     14,630     22,110      8,800      9,979      5,479:   28,780    26,424
Old  :   208,651:    47,609    105,392     49,829      4,637     20,000     26,044     14,630     22,110      8,800      9,979      5,479:   28,780    26,424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :     3,287:    -4,739      4,427        471       -231       -167      7,124         23        506       -340        599        384:       48    -2,254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       50.5       23.9        2.2        9.6       12.5        7.0       10.6        4.2        4.8        2.6:     13.8      12.7
Old  :     100.0:      22.8       50.5       23.9        2.2        9.6       12.5        7.0       10.6        4.2        4.8        2.6:     13.8      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        42         51         15          7         18         22         15         12         13         13         16:
Old  :       140:        42         51         15          7         18         22         15         12         13         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       22.8       35.6       33.3       17.1       13.0       25.2       20.0
Old  :                 24.5       22.8       35.6       33.3       17.1       13.0       25.2       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 8, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,364:    52,348    100,965     49,358      4,868     20,167     18,920     14,607     21,604      9,140      9,380      5,095:   28,732    28,678
Old  :   205,364:    52,348    100,965     49,358      4,868     20,167     18,920     14,607     21,604      9,140      9,380      5,095:   28,732    28,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :    -3,383:     3,949     -5,666        -99        239     -1,624     -4,835      1,015         70        455        257     -2,307:    1,008     4,633
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.5       49.2       24.0        2.4        9.8        9.2        7.1       10.5        4.5        4.6        2.5:     14.0      14.0
Old  :     100.0:      25.5       49.2       24.0        2.4        9.8        9.2        7.1       10.5        4.5        4.6        2.5:     14.0      14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        44         48         15          6         17         19         17         12         12         11         16:
Old  :       136:        44         48         15          6         17         19         17         12         12         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       23.1       36.1       34.3       17.5       12.5       25.0       19.2
Old  :                 24.9       23.1       36.1       34.3       17.5       12.5       25.0       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, May 1, 2007                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   208,747:    48,399    106,631     49,457      4,629     21,791     23,755     13,592     21,534      8,685      9,123      7,402:   27,724    24,045
Old  :   208,747:    48,399    106,631     49,457      4,629     21,791     23,755     13,592     21,534      8,685      9,123      7,402:   27,724    24,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :    -3,787:   -11,159     -4,474        162       -955      2,658      6,227       -291        680       -442      1,998        551:   -2,464    -3,954
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.2       51.1       23.7        2.2       10.4       11.4        6.5       10.3        4.2        4.4        3.5:     13.3      11.5
Old  :     100.0:      23.2       51.1       23.7        2.2       10.4       11.4        6.5       10.3        4.2        4.4        3.5:     13.3      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       137:        39         50         12          8         16         23         16         13         12         13         16:
Old  :       137:        39         50         12          8         16         23         16         13         12         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       23.7       36.1       34.6       17.9       14.7       25.9       21.8
Old  :                 24.5       23.7       36.1       34.6       17.9       14.7       25.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 24, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,534:    59,558    111,105     49,295      5,584     19,133     17,528     13,883     20,854      9,127      7,125      6,851:   30,188    27,999
Old  :   212,534:    59,558    111,105     49,295      5,584     19,133     17,528     13,883     20,854      9,127      7,125      6,851:   30,188    27,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :    -3,492:    -4,356     -6,387     -1,285       -198      2,781       -979     -1,694        640     -1,405         19       -198:    1,310     1,545
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       52.3       23.2        2.6        9.0        8.2        6.5        9.8        4.3        3.4        3.2:     14.2      13.2
Old  :     100.0:      28.0       52.3       23.2        2.6        9.0        8.2        6.5        9.8        4.3        3.4        3.2:     14.2      13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        43         51         13          8         17         19         17         11         12         13         18:
Old  :       140:        43         51         13          8         17         19         17         11         12         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       23.8       36.0       35.9       16.4       14.3       23.8       21.0
Old  :                 23.1       23.8       36.0       35.9       16.4       14.3       23.8       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 17, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   216,026:    63,914    117,492     50,580      5,782     16,352     18,507     15,577     20,214     10,532      7,106      7,049:   28,878    26,454
Old  :   216,026:    63,914    117,492     50,580      5,782     16,352     18,507     15,577     20,214     10,532      7,106      7,049:   28,878    26,454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :    13,589:    17,656      9,347       -232     -1,409       -530     -7,777      1,036      3,319      1,174        409      1,775:   -1,796      -358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       54.4       23.4        2.7        7.6        8.6        7.2        9.4        4.9        3.3        3.3:     13.4      12.2
Old  :     100.0:      29.6       54.4       23.4        2.7        7.6        8.6        7.2        9.4        4.9        3.3        3.3:     13.4      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        43         52         13          7         16         22         18         13         12         15         16:
Old  :       147:        43         52         13          7         16         22         18         13         12         15         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       24.7       35.5       37.0       16.4       14.5       23.9       20.9
Old  :                 23.0       24.7       35.5       37.0       16.4       14.5       23.9       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 10, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   202,437:    46,258    108,145     50,812      7,191     16,882     26,284     14,541     16,895      9,358      6,697      5,274:   30,674    26,812
Old  :   202,437:    46,258    108,145     50,812      7,191     16,882     26,284     14,541     16,895      9,358      6,697      5,274:   30,674    26,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :    -1,069:    -3,697     -1,767         -8        -20       -994        990     -1,082       -329        462      1,298      1,400:    1,107       425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       53.4       25.1        3.6        8.3       13.0        7.2        8.3        4.6        3.3        2.6:     15.2      13.2
Old  :     100.0:      22.9       53.4       25.1        3.6        8.3       13.0        7.2        8.3        4.6        3.3        2.6:     15.2      13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        45         53         13          7         16         25         18         14         11         10         13:
Old  :       142:        45         53         13          7         16         25         18         14         11         10         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       25.9       33.7       36.2       17.9       17.8       26.2       25.1
Old  :                 23.2       25.9       33.7       36.2       17.9       17.8       26.2       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, April 3, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   203,506:    49,955    109,912     50,820      7,211     17,876     25,294     15,623     17,224      8,896      5,399      3,874:   29,567    26,387
Old  :   203,506:    49,955    109,912     50,820      7,211     17,876     25,294     15,623     17,224      8,896      5,399      3,874:   29,567    26,387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :    -2,142:    -9,433       -617     -3,078      1,180        366      7,852     -3,395      2,477      1,026        985     -2,793:    1,441      -345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.5       54.0       25.0        3.5        8.8       12.4        7.7        8.5        4.4        2.7        1.9:     14.5      13.0
Old  :     100.0:      24.5       54.0       25.0        3.5        8.8       12.4        7.7        8.5        4.4        2.7        1.9:     14.5      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        47         56         14          6         16         24         19         12          9         10         12:
Old  :       141:        47         56         14          6         16         24         19         12          9         10         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       24.6       33.6       36.0       17.7       17.0       26.1       23.6
Old  :                 23.3       24.6       33.6       36.0       17.7       17.0       26.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 27, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,648:    59,388    110,529     53,898      6,031     17,510     17,442     19,018     14,747      7,870      4,414      6,667:   28,126    26,732
Old  :   205,648:    59,388    110,529     53,898      6,031     17,510     17,442     19,018     14,747      7,870      4,414      6,667:   28,126    26,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :    -5,545:    -7,748        843        565       -751         27      2,602     -6,074        173     -2,203      1,275      1,574:     -535    -2,612
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       53.7       26.2        2.9        8.5        8.5        9.2        7.2        3.8        2.1        3.2:     13.7      13.0
Old  :     100.0:      28.9       53.7       26.2        2.9        8.5        8.5        9.2        7.2        3.8        2.1        3.2:     13.7      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        46         56         13          6         15         19         22         14          8         11         16:
Old  :       139:        46         56         13          6         15         19         22         14          8         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       22.4       35.0       35.3       19.1       13.2       27.3       20.3
Old  :                 23.2       22.4       35.0       35.3       19.1       13.2       27.3       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 20, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   211,193:    67,136    109,686     53,333      6,782     17,483     14,840     25,092     14,574     10,073      3,139      5,093:   28,661    29,344
Old  :   211,193:    67,136    109,686     53,333      6,782     17,483     14,840     25,092     14,574     10,073      3,139      5,093:   28,661    29,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :    -1,599:    -4,889     -6,872     -2,249        478      1,167      2,787      3,064        734        728        224     -1,137:    1,260       743
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       51.9       25.3        3.2        8.3        7.0       11.9        6.9        4.8        1.5        2.4:     13.6      13.9
Old  :     100.0:      31.8       51.9       25.3        3.2        8.3        7.0       11.9        6.9        4.8        1.5        2.4:     13.6      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        43         52         15          6         16         20         22         17         12          4         15:
Old  :       135:        43         52         15          6         16         20         22         17         12          4         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       23.2       36.3       35.7       18.2       11.2       26.2       18.2
Old  :                 24.9       23.2       36.3       35.7       18.2       11.2       26.2       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 13, 2007                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,792:    72,025    116,558     55,582      6,304     16,316     12,053     22,028     13,840      9,345      2,915      6,230:   27,401    28,601
Old  :   212,792:    72,025    116,558     55,582      6,304     16,316     12,053     22,028     13,840      9,345      2,915      6,230:   27,401    28,601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :     2,894:     8,789      3,102       -302        402     -3,331     -2,681      3,115       -209        856     -1,142        423:     -651       534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       54.8       26.1        3.0        7.7        5.7       10.4        6.5        4.4        1.4        2.9:     12.9      13.4
Old  :     100.0:      33.8       54.8       26.1        3.0        7.7        5.7       10.4        6.5        4.4        1.4        2.9:     12.9      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        45         54         14          7         16         18         23         15         10          7         16:
Old  :       139:        45         54         14          7         16         18         23         15         10          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       25.8       39.3       38.4       19.2       11.7       27.1       17.7
Old  :                 27.1       25.8       39.3       38.4       19.2       11.7       27.1       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, March 6, 2007                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   209,898:    63,236    113,456     55,884      5,902     19,647     14,734     18,913     14,049      8,489      4,057      5,807:   28,052    28,067
Old  :   209,898:    63,236    113,456     55,884      5,902     19,647     14,734     18,913     14,049      8,489      4,057      5,807:   28,052    28,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :    -2,729:    -4,502     -3,570       -238        698        696       -224        765        312        690       -732        817:     -280    -1,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.1       54.1       26.6        2.8        9.4        7.0        9.0        6.7        4.0        1.9        2.8:     13.4      13.4
Old  :     100.0:      30.1       54.1       26.6        2.8        9.4        7.0        9.0        6.7        4.0        1.9        2.8:     13.4      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        43         52         13          9         18         20         23         16         10          6         15:
Old  :       140:        43         52         13          9         18         20         23         16         10          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       23.9       39.3       35.9       20.0       11.9       27.9       17.3
Old  :                 26.5       23.9       39.3       35.9       20.0       11.9       27.9       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 27, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   212,627:    67,738    117,026     56,122      5,204     18,951     14,958     18,148     13,737      7,799      4,789      4,990:   28,332    29,782
Old  :   212,627:    67,738    117,026     56,122      5,204     18,951     14,958     18,148     13,737      7,799      4,789      4,990:   28,332    29,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :   -10,129:    -7,483     -7,833     -4,548      2,503        823      3,400     -4,684     -2,045     -2,909        843       -901:    3,534     1,165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.9       55.0       26.4        2.4        8.9        7.0        8.5        6.5        3.7        2.3        2.3:     13.3      14.0
Old  :     100.0:      31.9       55.0       26.4        2.4        8.9        7.0        8.5        6.5        3.7        2.3        2.3:     13.3      14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        50         57         12          8         15         18         24         13          7          9         15:
Old  :       142:        50         57         12          8         15         18         24         13          7          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       23.6       39.8       33.6       20.1        9.7       27.9       14.9
Old  :                 26.9       23.6       39.8       33.6       20.1        9.7       27.9       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 20, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,756:    75,221    124,859     60,670      2,701     18,128     11,558     22,832     15,782     10,708      3,946      5,891:   24,798    28,617
Old  :   222,756:    75,221    124,859     60,670      2,701     18,128     11,558     22,832     15,782     10,708      3,946      5,891:   24,798    28,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :    -4,124:       147     -3,037     -2,225      1,149      3,239     -1,236       -294        -16      1,646       -173     -2,591:   -3,088    -2,401
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       56.1       27.2        1.2        8.1        5.2       10.2        7.1        4.8        1.8        2.6:     11.1      12.8
Old  :     100.0:      33.8       56.1       27.2        1.2        8.1        5.2       10.2        7.1        4.8        1.8        2.6:     11.1      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        50         59         14          6         17         15         29         16         13          9         19:
Old  :       153:        50         59         14          6         17         15         29         16         13          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       21.5       38.4       32.1       20.0        9.5       27.7       14.7
Old  :                 26.6       21.5       38.4       32.1       20.0        9.5       27.7       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 13, 2007               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   226,880:    75,074    127,896     62,895      1,552     14,889     12,794     23,126     15,798      9,062      4,119      8,482:   27,886    31,018
Old  :   226,880:    75,074    127,896     62,895      1,552     14,889     12,794     23,126     15,798      9,062      4,119      8,482:   27,886    31,018
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :     9,215:    11,271     11,665     -1,748      1,185     -2,837       -952     -3,437      4,426        -25       -111      1,689:   -2,609    -3,365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       56.4       27.7        0.7        6.6        5.6       10.2        7.0        4.0        1.8        3.7:     12.3      13.7
Old  :     100.0:      33.1       56.4       27.7        0.7        6.6        5.6       10.2        7.0        4.0        1.8        3.7:     12.3      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         57         13          4         13         17         30         18         14         10         22:
Old  :       152:        48         57         13          4         13         17         30         18         14         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       22.5       39.0       31.9       19.9        8.8       27.9       14.3
Old  :                 26.7       22.5       39.0       31.9       19.9        8.8       27.9       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, February 6, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,665:    63,803    116,231     64,643        367     17,726     13,746     26,563     11,372      9,087      4,230      6,793:   30,495    34,383
Old  :   217,665:    63,803    116,231     64,643        367     17,726     13,746     26,563     11,372      9,087      4,230      6,793:   30,495    34,383
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :     3,857:     4,725      8,350      1,215        225      3,168       -681     -4,150       -268     -1,433        695     -2,490:     -379    -1,673
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       53.4       29.7        0.2        8.1        6.3       12.2        5.2        4.2        1.9        3.1:     14.0      15.8
Old  :     100.0:      29.3       53.4       29.7        0.2        8.1        6.3       12.2        5.2        4.2        1.9        3.1:     14.0      15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        45         53         15          .         13         16         28         17         12         12         22:
Old  :       143:        45         53         15          .         13         16         28         17         12         12         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       21.4       42.2       30.4       21.4        9.5       30.1       15.8
Old  :                 28.4       21.4       42.2       30.4       21.4        9.5       30.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 30, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   213,808:    59,078    107,881     63,428        142     14,558     14,427     30,713     11,640     10,520      3,535      9,283:   30,874    36,056
Old  :   213,808:    59,078    107,881     63,428        142     14,558     14,427     30,713     11,640     10,520      3,535      9,283:   30,874    36,056
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :    -5,389:    -1,944       -557     -1,891        142      1,984        509     -3,166     -2,330        -99     -1,324      1,485:   -3,103    -1,623
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       50.5       29.7        0.1        6.8        6.7       14.4        5.4        4.9        1.7        4.3:     14.4      16.9
Old  :     100.0:      27.6       50.5       29.7        0.1        6.8        6.7       14.4        5.4        4.9        1.7        4.3:     14.4      16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        47         55         14          .         11         16         29         17         12         11         22:
Old  :       147:        47         55         14          .         11         16         29         17         12         11         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       19.1       39.6       29.1       21.2       10.2       29.9       16.4
Old  :                 26.8       19.1       39.6       29.1       21.2       10.2       29.9       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 23, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,197:    61,022    108,438     65,319          0     12,574     13,918     33,879     13,970     10,619      4,859      7,798:   33,977    37,679
Old  :   219,197:    61,022    108,438     65,319          0     12,574     13,918     33,879     13,970     10,619      4,859      7,798:   33,977    37,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :    -5,395:    -7,906    -10,180      1,251          0      2,174        257      2,194       -430     -1,333         94        462:      130       291
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       49.5       29.8        0.0        5.7        6.3       15.5        6.4        4.8        2.2        3.6:     15.5      17.2
Old  :     100.0:      27.8       49.5       29.8        0.0        5.7        6.3       15.5        6.4        4.8        2.2        3.6:     15.5      17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        52         55         13          0         12         17         29         17         12         12         19:
Old  :       143:        52         55         13          0         12         17         29         17         12         12         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       19.0       39.6       29.2       21.7       10.8       29.8       17.0
Old  :                 27.3       19.0       39.6       29.2       21.7       10.8       29.8       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 16, 2007                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   224,592:    68,928    118,618     64,068          0     10,400     13,661     31,685     14,400     11,952      4,765      7,336:   33,847    37,388
Old  :   224,592:    68,928    118,618     64,068          0     10,400     13,661     31,685     14,400     11,952      4,765      7,336:   33,847    37,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :     3,559:       526        991        553       -110     -1,470     -1,277     -1,743      2,593       -303        601      2,903:       34      -206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       52.8       28.5        0.0        4.6        6.1       14.1        6.4        5.3        2.1        3.3:     15.1      16.6
Old  :     100.0:      30.7       52.8       28.5        0.0        4.6        6.1       14.1        6.4        5.3        2.1        3.3:     15.1      16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        51         58         12          0         10         16         32         16         12         11         19:
Old  :       147:        51         58         12          0         10         16         32         16         12         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       20.1       40.0       30.3       20.7       11.5       28.1       17.9
Old  :                 28.7       20.1       40.0       30.3       20.7       11.5       28.1       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 9, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,033:    68,402    117,627     63,515        110     11,870     14,938     33,428     11,807     12,255      4,164      4,433:   33,813    37,594
Old  :   221,033:    68,402    117,627     63,515        110     11,870     14,938     33,428     11,807     12,255      4,164      4,433:   33,813    37,594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :     1,914:      -681     -1,813      1,648        110       -325     -1,514     -1,496        602     -1,274         -7       -250:    3,708     5,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       53.3       28.7        0.0        5.4        6.8       15.1        5.3        5.5        1.9        2.0:     15.3      17.0
Old  :     100.0:      30.9       53.3       28.7        0.0        5.4        6.8       15.1        5.3        5.5        1.9        2.0:     15.3      17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        48         52         13          .         11         16         30         12         11         11         15:
Old  :       142:        48         52         13          .         11         16         30         12         11         11         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       21.6       43.9       31.0       21.1       11.3       28.9       17.9
Old  :                 31.2       21.6       43.9       31.0       21.1       11.3       28.9       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, January 3, 2007                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,119:    69,083    119,440     61,867          0     12,195     16,452     34,924     11,205     13,529      4,171      4,683:   30,105    32,501
Old  :   219,119:    69,083    119,440     61,867          0     12,195     16,452     34,924     11,205     13,529      4,171      4,683:   30,105    32,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :      -512:    -3,180     -6,113      4,643       -901       -374       -934      5,405        -62      1,185        633     -1,136:     -654     2,036
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       54.5       28.2        0.0        5.6        7.5       15.9        5.1        6.2        1.9        2.1:     13.7      14.8
Old  :     100.0:      31.5       54.5       28.2        0.0        5.6        7.5       15.9        5.1        6.2        1.9        2.1:     13.7      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        44         51         15          0         12         15         32         14         15          9         19:
Old  :       143:        44         51         15          0         12         15         32         14         15          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       23.4       45.7       33.3       21.2       12.3       29.6       18.7
Old  :                 32.4       23.4       45.7       33.3       21.2       12.3       29.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 26, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,631:    72,263    125,553     57,224        901     12,569     17,386     29,519     11,267     12,344      3,538      5,819:   30,759    30,465
Old  :   219,631:    72,263    125,553     57,224        901     12,569     17,386     29,519     11,267     12,344      3,538      5,819:   30,759    30,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :     4,286:     1,305      3,542      3,668         13          5        -69      2,801     -1,132      1,761        136       -166:   -1,086      -913
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       57.2       26.1        0.4        5.7        7.9       13.4        5.1        5.6        1.6        2.6:     14.0      13.9
Old  :     100.0:      32.9       57.2       26.1        0.4        5.7        7.9       13.4        5.1        5.6        1.6        2.6:     14.0      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       139:        47         53         13          .         12         13         29         13         13          9         19:
Old  :       139:        47         53         13          .         12         13         29         13         13          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       25.0       44.7       35.1       20.4       12.2       29.3       18.9
Old  :                 31.1       25.0       44.7       35.1       20.4       12.2       29.3       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 19, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,345:    70,958    122,011     53,556        888     12,564     17,455     26,718     12,399     10,583      3,402      5,985:   31,845    31,378
Old  :   215,345:    70,958    122,011     53,556        888     12,564     17,455     26,718     12,399     10,583      3,402      5,985:   31,845    31,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :       195:     2,917      2,625        384        154      1,322       -832     -1,108     -3,700       -577       -753       -421:    1,102     2,076
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       56.7       24.9        0.4        5.8        8.1       12.4        5.8        4.9        1.6        2.8:     14.8      14.6
Old  :     100.0:      33.0       56.7       24.9        0.4        5.8        8.1       12.4        5.8        4.9        1.6        2.8:     14.8      14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        51         54         13          .         12         13         27         12         13          8         15:
Old  :       143:        51         54         13          .         12         13         27         12         13          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       24.0       42.0       34.5       19.4       11.9       28.2       18.4
Old  :                 28.6       24.0       42.0       34.5       19.4       11.9       28.2       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,150:    68,041    119,386     53,172        734     11,242     18,287     27,826     16,099     11,160      4,155      6,406:   30,743    29,302
Old  :   215,150:    68,041    119,386     53,172        734     11,242     18,287     27,826     16,099     11,160      4,155      6,406:   30,743    29,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :    -2,317:    -3,491     -7,669        749        390        722        438      6,680       -518      1,525     -1,277     -2,203:      461     1,558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       55.5       24.7        0.3        5.2        8.5       12.9        7.5        5.2        1.9        3.0:     14.3      13.6
Old  :     100.0:      31.6       55.5       24.7        0.3        5.2        8.5       12.9        7.5        5.2        1.9        3.0:     14.3      13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        49         57         14          .         11         14         29         14         13         11         17:
Old  :       150:        49         57         14          .         11         14         29         14         13         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       23.2       41.2       33.1       19.1       11.9       27.6       18.7
Old  :                 27.7       23.2       41.2       33.1       19.1       11.9       27.6       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, December 5, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,467:    71,532    127,055     52,423        344     10,520     17,849     21,146     16,617      9,635      5,432      8,609:   30,282    27,744
Old  :   217,467:    71,532    127,055     52,423        344     10,520     17,849     21,146     16,617      9,635      5,432      8,609:   30,282    27,744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :   -11,309:   -10,182     -1,763     -2,058       -193        200      3,714     -3,450     -1,843        974        984     -1,552:     -562    -3,692
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       58.4       24.1        0.2        4.8        8.2        9.7        7.6        4.4        2.5        4.0:     13.9      12.8
Old  :     100.0:      32.9       58.4       24.1        0.2        4.8        8.2        9.7        7.6        4.4        2.5        4.0:     13.9      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        51         57         14          .         12         17         27         18         15         12         20:
Old  :       151:        51         57         14          .         12         17         27         18         15         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       26.3       44.1       35.4       18.4       10.9       27.4       16.8
Old  :                 30.6       26.3       44.1       35.4       18.4       10.9       27.4       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,776:    81,714    128,818     54,481        537     10,320     14,135     24,596     18,460      8,661      4,448     10,161:   30,844    31,436
Old  :   228,776:    81,714    128,818     54,481        537     10,320     14,135     24,596     18,460      8,661      4,448     10,161:   30,844    31,436
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :    -2,471:     3,584      2,208     -1,070        297         81       -569      1,815       -850        865     -1,162     -4,092:     -420      -768
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       56.3       23.8        0.2        4.5        6.2       10.8        8.1        3.8        1.9        4.4:     13.5      13.7
Old  :     100.0:      35.7       56.3       23.8        0.2        4.5        6.2       10.8        8.1        3.8        1.9        4.4:     13.5      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        53         59         13          .         11         16         26         18         13         13         23:
Old  :       149:        53         59         13          .         11         16         26         18         13         13         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       24.0       43.9       34.2       17.8       10.2       25.6       15.9
Old  :                 30.5       24.0       43.9       34.2       17.8       10.2       25.6       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   231,247:    78,130    126,610     55,551        240     10,239     14,704     22,781     19,310      7,796      5,610     14,253:   31,264    32,204
Old  :   231,247:    78,130    126,610     55,551        240     10,239     14,704     22,781     19,310      7,796      5,610     14,253:   31,264    32,204
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :     5,683:     6,866      5,188       -167        -78       -828        878     -2,067        -71     -1,273      2,022        416:     -138     1,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       54.8       24.0        0.1        4.4        6.4        9.9        8.4        3.4        2.4        6.2:     13.5      13.9
Old  :     100.0:      33.8       54.8       24.0        0.1        4.4        6.4        9.9        8.4        3.4        2.4        6.2:     13.5      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       153:        56         61         14          .         12         14         27         18         12         14         23:
Old  :       153:        56         61         14          .         12         14         27         18         12         14         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       23.1       41.6       33.6       17.7       10.7       25.2       16.5
Old  :                 28.3       23.1       41.6       33.6       17.7       10.7       25.2       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 14, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   225,564:    71,264    121,422     55,718        318     11,067     13,826     24,848     19,381      9,069      3,588     13,837:   31,402    31,103
Old  :   225,564:    71,264    121,422     55,718        318     11,067     13,826     24,848     19,381      9,069      3,588     13,837:   31,402    31,103
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :    -1,867:    -6,723     -6,768       -553        -20      1,402       -250      1,102      1,827        702       -272      1,999:     -271    -1,137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       53.8       24.7        0.1        4.9        6.1       11.0        8.6        4.0        1.6        6.1:     13.9      13.8
Old  :     100.0:      31.6       53.8       24.7        0.1        4.9        6.1       11.0        8.6        4.0        1.6        6.1:     13.9      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        50         57         15          .         12         13         27         14         12         10         22:
Old  :       145:        50         57         15          .         12         13         27         14         12         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       22.6       41.6       33.7       18.4       12.1       25.6       18.0
Old  :                 27.9       22.6       41.6       33.7       18.4       12.1       25.6       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   227,431:    77,987    128,190     56,271        338      9,665     14,076     23,746     17,554      8,367      3,860     11,838:   31,673    32,240
Old  :   227,431:    77,987    128,190     56,271        338      9,665     14,076     23,746     17,554      8,367      3,860     11,838:   31,673    32,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :    -1,406:      -479      3,235     -1,341       -651       -163      1,932     -2,724     -1,041     -1,305       -210      1,141:     -150      -993
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       56.4       24.7        0.1        4.2        6.2       10.4        7.7        3.7        1.7        5.2:     13.9      14.2
Old  :     100.0:      34.3       56.4       24.7        0.1        4.2        6.2       10.4        7.7        3.7        1.7        5.2:     13.9      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        46         54         16          .         13         15         27         15         12         10         21:
Old  :       143:        46         54         16          .         13         15         27         15         12         10         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       24.8       44.0       35.5       18.1       12.0       25.2       18.7
Old  :                 30.6       24.8       44.0       35.5       18.1       12.0       25.2       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   228,837:    78,466    124,955     57,612        989      9,828     12,144     26,470     18,595      9,672      4,070     10,697:   31,823    33,233
Old  :   228,837:    78,466    124,955     57,612        989      9,828     12,144     26,470     18,595      9,672      4,070     10,697:   31,823    33,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :     6,551:       828      3,211      2,221       -229       -588        589        534       -200       -116        214      1,059:    2,758     2,550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       54.6       25.2        0.4        4.3        5.3       11.6        8.1        4.2        1.8        4.7:     13.9      14.5
Old  :     100.0:      34.3       54.6       25.2        0.4        4.3        5.3       11.6        8.1        4.2        1.8        4.7:     13.9      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        46         52         17          .         12         14         25         13         14          9         20:
Old  :       142:        46         52         17          .         12         14         25         13         14          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       24.5       43.9       35.5       18.3       12.4       25.6       18.3
Old  :                 30.7       24.5       43.9       35.5       18.3       12.4       25.6       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   222,286:    77,638    121,744     55,391      1,218     10,416     11,555     25,936     18,795      9,788      3,856      9,638:   29,065    30,683
Old  :   222,286:    77,638    121,744     55,391      1,218     10,416     11,555     25,936     18,795      9,788      3,856      9,638:   29,065    30,683
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :     4,997:     3,330       -752        249       -284        312     -1,890      4,442      2,888      2,107        -10       -283:   -1,716    -1,316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       54.8       24.9        0.5        4.7        5.2       11.7        8.5        4.4        1.7        4.3:     13.1      13.8
Old  :     100.0:      34.9       54.8       24.9        0.5        4.7        5.2       11.7        8.5        4.4        1.7        4.3:     13.1      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        50         57         15          .         15         13         25         16         16          7         19:
Old  :       143:        50         57         15          .         15         13         25         16         16          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       23.2       42.6       34.4       18.3       11.0       26.1       16.8
Old  :                 29.5       23.2       42.6       34.4       18.3       11.0       26.1       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,289:    74,308    122,496     55,142      1,502     10,104     13,445     21,494     15,907      7,681      3,866      9,921:   30,781    31,999
Old  :   217,289:    74,308    122,496     55,142      1,502     10,104     13,445     21,494     15,907      7,681      3,866      9,921:   30,781    31,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :    -2,289:       903      3,605     -1,025        163        237        540       -786     -1,701        -17        191     -1,758:      532    -2,240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       56.4       25.4        0.7        4.7        6.2        9.9        7.3        3.5        1.8        4.6:     14.2      14.7
Old  :     100.0:      34.2       56.4       25.4        0.7        4.7        6.2        9.9        7.3        3.5        1.8        4.6:     14.2      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        47         57         13          4         13         14         25         15         11          9         20:
Old  :       140:        47         57         13          4         13         14         25         15         11          9         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       23.3       42.5       34.7       18.8       11.6       27.3       17.6
Old  :                 28.9       23.3       42.5       34.7       18.8       11.6       27.3       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   219,578:    73,405    118,891     56,167      1,339      9,867     12,905     22,280     17,608      7,698      3,675     11,679:   30,249    34,239
Old  :   219,578:    73,405    118,891     56,167      1,339      9,867     12,905     22,280     17,608      7,698      3,675     11,679:   30,249    34,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :    -2,096:     1,073      1,559        424        305        664       -747     -1,751     -2,558         36       -313     -2,776:    1,788     2,774
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       54.1       25.6        0.6        4.5        5.9       10.1        8.0        3.5        1.7        5.3:     13.8      15.6
Old  :     100.0:      33.4       54.1       25.6        0.6        4.5        5.9       10.1        8.0        3.5        1.7        5.3:     13.8      15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        47         56         15          .         13         15         25         15         11         10         19:
Old  :       141:        47         56         15          .         13         15         25         15         11         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       21.7       41.2       32.8       18.4       10.7       26.8       16.9
Old  :                 27.8       21.7       41.2       32.8       18.4       10.7       26.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, October 3, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   221,674:    72,332    117,332     55,743      1,034      9,203     13,652     24,031     20,166      7,662      3,988     14,455:   28,461    31,465
Old  :   221,674:    72,332    117,332     55,743      1,034      9,203     13,652     24,031     20,166      7,662      3,988     14,455:   28,461    31,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :     4,094:     1,392       -869      3,472        371        -87        166      5,921        784       -740        -39       -453:     -440    -1,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       52.9       25.1        0.5        4.2        6.2       10.8        9.1        3.5        1.8        6.5:     12.8      14.2
Old  :     100.0:      32.6       52.9       25.1        0.5        4.2        6.2       10.8        9.1        3.5        1.8        6.5:     12.8      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        48         58         15          .         13         15         28         16          8         14         24:
Old  :       152:        48         58         15          .         13         15         28         16          8         14         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       20.5       39.9       31.2       18.1       11.5       26.4       17.0
Old  :                 26.7       20.5       39.9       31.2       18.1       11.5       26.4       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 26, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   217,580:    70,940    118,201     52,271        663      9,290     13,486     18,110     19,382      8,402      4,027     14,908:   28,901    32,999
Old  :   217,580:    70,940    118,201     52,271        663      9,290     13,486     18,110     19,382      8,402      4,027     14,908:   28,901    32,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :     1,780:      -405         39      1,365        191         62       -617        616        252        813        923        977:     -667    -1,280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       54.3       24.0        0.3        4.3        6.2        8.3        8.9        3.9        1.9        6.9:     13.3      15.2
Old  :     100.0:      32.6       54.3       24.0        0.3        4.3        6.2        8.3        8.9        3.9        1.9        6.9:     13.3      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       148:        49         59         14          .         12         15         24         15         14         11         26:
Old  :       148:        49         59         14          .         12         15         24         15         14         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       20.2       38.4       31.3       17.8       10.4       25.4       15.6
Old  :                 25.4       20.2       38.4       31.3       17.8       10.4       25.4       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   215,800:    71,345    118,162     50,906        472      9,228     14,103     17,494     19,130      7,589      3,104     13,931:   29,568    34,279
Old  :   215,800:    71,345    118,162     50,906        472      9,228     14,103     17,494     19,130      7,589      3,104     13,931:   29,568    34,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :    10,694:     4,488      2,123      4,526       -525     -1,600     -3,223      3,417      1,531        -51       -430      4,722:      301     1,456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       54.8       23.6        0.2        4.3        6.5        8.1        8.9        3.5        1.4        6.5:     13.7      15.9
Old  :     100.0:      33.1       54.8       23.6        0.2        4.3        6.5        8.1        8.9        3.5        1.4        6.5:     13.7      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        52         64         14          .         13         14         26         14         16          8         24:
Old  :       150:        52         64         14          .         13         14         26         14         16          8         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       19.0       36.5       29.9       17.2        9.3       24.4       14.8
Old  :                 23.8       19.0       36.5       29.9       17.2        9.3       24.4       14.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   205,106:    66,857    116,039     46,380        997     10,828     17,326     14,077     17,599      7,640      3,534      9,209:   29,267    32,823
Old  :   205,106:    66,857    116,039     46,380        997     10,828     17,326     14,077     17,599      7,640      3,534      9,209:   29,267    32,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :    12,528:     6,999      4,571       -422       -293       -365      3,038      2,509       -821        130        333      2,440:    1,529     4,154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       56.6       22.6        0.5        5.3        8.4        6.9        8.6        3.7        1.7        4.5:     14.3      16.0
Old  :     100.0:      32.6       56.6       22.6        0.5        5.3        8.4        6.9        8.6        3.7        1.7        4.5:     14.3      16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        52         63         14          .         13         19         20         13         15          9         23:
Old  :       149:        52         63         14          .         13         19         20         13         15          9         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       20.1       36.7       32.5       16.9       11.3       25.0       18.1
Old  :                 23.0       20.1       36.7       32.5       16.9       11.3       25.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   192,578:    59,858    111,468     46,802      1,290     11,193     14,288     11,568     18,420      7,510      3,201      6,769:   27,738    28,669
Old  :   192,578:    59,858    111,468     46,802      1,290     11,193     14,288     11,568     18,420      7,510      3,201      6,769:   27,738    28,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :      -538:    -2,337     -3,587        743        470       -545        167        963      1,439       -431       -431       -589:    1,015     1,742
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       57.9       24.3        0.7        5.8        7.4        6.0        9.6        3.9        1.7        3.5:     14.4      14.9
Old  :     100.0:      31.1       57.9       24.3        0.7        5.8        7.4        6.0        9.6        3.9        1.7        3.5:     14.4      14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        45         58         14          4         14         19         20         19         15          6         18:
Old  :       143:        45         58         14          4         14         19         20         19         15          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       21.0       40.1       31.4       18.4       11.0       25.9       18.0
Old  :                 24.4       21.0       40.1       31.4       18.4       11.0       25.9       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   193,116:    62,195    115,055     46,059        820     11,738     14,121     10,605     16,981      7,941      3,632      7,358:   26,723    26,927
Old  :   193,116:    62,195    115,055     46,059        820     11,738     14,121     10,605     16,981      7,941      3,632      7,358:   26,723    26,927
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :     7,021:     3,779      2,742      3,248          0       -529     -2,006      3,233      1,227         85        595        268:      949      -515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.2       59.6       23.9        0.4        6.1        7.3        5.5        8.8        4.1        1.9        3.8:     13.8      13.9
Old  :     100.0:      32.2       59.6       23.9        0.4        6.1        7.3        5.5        8.8        4.1        1.9        3.8:     13.8      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       147:        50         58         15          .         13         22         17         12         17          7         19:
Old  :       147:        50         58         15          .         13         22         17         12         17          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       22.2       40.6       32.4       17.5       10.5       24.7       17.0
Old  :                 24.7       22.2       40.6       32.4       17.5       10.5       24.7       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   186,095:    58,416    112,313     42,811        820     12,267     16,127      7,372     15,754      7,856      3,037      7,090:   25,774    27,442
Old  :   186,095:    58,416    112,313     42,811        820     12,267     16,127      7,372     15,754      7,856      3,037      7,090:   25,774    27,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :       722:     2,200      3,621      1,592     -1,028        538      1,827       -134     -1,410        356       -860        740:   -5,121      -745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.4       60.4       23.0        0.4        6.6        8.7        4.0        8.5        4.2        1.6        3.8:     13.8      14.7
Old  :     100.0:      31.4       60.4       23.0        0.4        6.6        8.7        4.0        8.5        4.2        1.6        3.8:     13.8      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        50         59         14          .         14         24         17         16         16          6         21:
Old  :       143:        50         59         14          .         14         24         17         16         16          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       24.1       40.4       34.2       17.3       11.5       24.6       17.4
Old  :                 24.9       24.1       40.4       34.2       17.3       11.5       24.6       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   185,373:    56,216    108,692     41,219      1,848     11,729     14,300      7,506     17,164      7,500      3,897      6,350:   30,895    28,187
Old  :   185,373:    56,216    108,692     41,219      1,848     11,729     14,300      7,506     17,164      7,500      3,897      6,350:   30,895    28,187
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :     3,758:     5,876     -3,799      1,094       -804      1,420     -4,791      2,624     -1,336        687        550        987:     -179     4,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       58.6       22.2        1.0        6.3        7.7        4.0        9.3        4.0        2.1        3.4:     16.7      15.2
Old  :     100.0:      30.3       58.6       22.2        1.0        6.3        7.7        4.0        9.3        4.0        2.1        3.4:     16.7      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        48         58         13          6         16         24         12         16         13         10         20:
Old  :       140:        48         58         13          6         16         24         12         16         13         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       25.1       38.4       35.1       17.1       12.9       24.6       18.5
Old  :                 23.8       25.1       38.4       35.1       17.1       12.9       24.6       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 8, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   181,615:    50,340    112,491     40,125      2,652     10,309     19,091      4,882     18,500      6,813      3,347      5,363:   31,074    24,071
Old  :   181,615:    50,340    112,491     40,125      2,652     10,309     19,091      4,882     18,500      6,813      3,347      5,363:   31,074    24,071
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :     2,089:    -1,406      2,867      1,183        303       -106      2,720        368      2,716       -266       -153     -4,586:    1,834       680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       61.9       22.1        1.5        5.7       10.5        2.7       10.2        3.8        1.8        3.0:     17.1      13.3
Old  :     100.0:      27.7       61.9       22.1        1.5        5.7       10.5        2.7       10.2        3.8        1.8        3.0:     17.1      13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        49         59         12          6         14         27         10         14         10          9         19:
Old  :       138:        49         59         12          6         14         27         10         14         10          9         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.4       37.6       37.4       17.5       15.7       26.0       21.5
Old  :                 23.8       27.4       37.6       37.4       17.5       15.7       26.0       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   179,526:    51,746    109,624     38,942      2,349     10,415     16,371      4,514     15,784      7,079      3,500      9,949:   29,240    23,391
Old  :   179,526:    51,746    109,624     38,942      2,349     10,415     16,371      4,514     15,784      7,079      3,500      9,949:   29,240    23,391
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    -3,702:    -4,551      2,321        -84        833     -1,187        591     -4,195       -408        833        304      1,676:     -572    -3,046
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       61.1       21.7        1.3        5.8        9.1        2.5        8.8        3.9        1.9        5.5:     16.3      13.0
Old  :     100.0:      28.8       61.1       21.7        1.3        5.8        9.1        2.5        8.8        3.9        1.9        5.5:     16.3      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       149:        49         61         13          5         13         29          9         13         12         11         26:
Old  :       149:        49         61         13          5         13         29          9         13         12         11         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       28.0       38.8       37.6       17.1       14.1       25.0       19.8
Old  :                 24.0       28.0       38.8       37.6       17.1       14.1       25.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   183,228:    56,297    107,303     39,026      1,516     11,602     15,780      8,709     16,192      6,246      3,196      8,273:   29,812    26,437
Old  :   183,228:    56,297    107,303     39,026      1,516     11,602     15,780      8,709     16,192      6,246      3,196      8,273:   29,812    26,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :    -5,833:     2,565     -9,071        830         19        600     -8,359        881     -2,533         -6         66      2,015:     -945     2,190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.7       58.6       21.3        0.8        6.3        8.6        4.8        8.8        3.4        1.7        4.5:     16.3      14.4
Old  :     100.0:      30.7       58.6       21.3        0.8        6.3        8.6        4.8        8.8        3.4        1.7        4.5:     16.3      14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        47         58         15          4         14         27         12         16          9         10         19:
Old  :       140:        47         58         15          4         14         27         12         16          9         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       26.4       37.6       35.6       16.3       14.2       24.0       19.4
Old  :                 22.8       26.4       37.6       35.6       16.3       14.2       24.0       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 18, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   189,061:    53,732    116,374     38,196      1,497     11,002     24,139      7,828     18,725      6,252      3,130      6,258:   30,757    24,247
Old  :   189,061:    53,732    116,374     38,196      1,497     11,002     24,139      7,828     18,725      6,252      3,130      6,258:   30,757    24,247
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :    16,775:     6,878     13,885       -886      1,017      1,953      6,165       -314        933        226       -677      1,895:     -389    -1,917
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       61.6       20.2        0.8        5.8       12.8        4.1        9.9        3.3        1.7        3.3:     16.3      12.8
Old  :     100.0:      28.4       61.6       20.2        0.8        5.8       12.8        4.1        9.9        3.3        1.7        3.3:     16.3      12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        49         55         15          4         12         33         11         18         10          6         16:
Old  :       141:        49         55         15          4         12         33         11         18         10          6         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       27.1       36.6       38.2       15.3       15.9       23.2       21.4
Old  :                 22.5       27.1       36.6       38.2       15.3       15.9       23.2       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   172,286:    46,854    102,489     39,082        480      9,049     17,974      8,142     17,792      6,026      3,807      4,363:   31,146    26,164
Old  :   172,286:    46,854    102,489     39,082        480      9,049     17,974      8,142     17,792      6,026      3,807      4,363:   31,146    26,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :     3,921:     1,763       -297         70        480        285     -2,962       -424      2,174         -5       -364     -1,286:    3,882     3,353
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       59.5       22.7        0.3        5.3       10.4        4.7       10.3        3.5        2.2        2.5:     18.1      15.2
Old  :     100.0:      27.2       59.5       22.7        0.3        5.3       10.4        4.7       10.3        3.5        2.2        2.5:     18.1      15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       128:        46         55         14          .         10         23         13         14          9          6         15:
Old  :       128:        46         55         14          .         10         23         13         14          9          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       26.3       37.4       37.2       17.6       16.4       25.9       22.4
Old  :                 23.9       26.3       37.4       37.2       17.6       16.4       25.9       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, July 3, 2006                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   168,365:    45,091    102,786     39,012          0      8,764     20,936      8,566     15,618      6,031      4,171      5,649:   27,264    22,811
Old  :   168,365:    45,091    102,786     39,012          0      8,764     20,936      8,566     15,618      6,031      4,171      5,649:   27,264    22,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :    -5,032:    -1,506     -1,245       -544       -235       -142      2,600        518     -1,477     -1,054        288     -2,217:     -692      -522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       61.0       23.2        0.0        5.2       12.4        5.1        9.3        3.6        2.5        3.4:     16.2      13.5
Old  :     100.0:      26.8       61.0       23.2        0.0        5.2       12.4        5.1        9.3        3.6        2.5        3.4:     16.2      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        44         50         13          0          8         27         12         11         10          9         18:
Old  :       129:        44         50         13          0          8         27         12         11         10          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       27.6       36.5       39.8       17.8       18.5       26.8       25.3
Old  :                 24.1       27.6       36.5       39.8       17.8       18.5       26.8       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 27, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   173,397:    46,597    104,031     39,556        235      8,906     18,336      8,048     17,095      7,085      3,883      7,866:   27,956    23,333
Old  :   173,397:    46,597    104,031     39,556        235      8,906     18,336      8,048     17,095      7,085      3,883      7,866:   27,956    23,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :     3,864:    -2,729      3,435        -51        -10       -266      1,627     -4,179      1,790        607        470      3,913:   -1,027    -1,289
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       60.0       22.8        0.1        5.1       10.6        4.6        9.9        4.1        2.2        4.5:     16.1      13.5
Old  :     100.0:      26.9       60.0       22.8        0.1        5.1       10.6        4.6        9.9        4.1        2.2        4.5:     16.1      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       135:        48         56         13          .          9         24         14         13         11          6         18:
Old  :       135:        48         56         13          .          9         24         14         13         11          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       26.6       34.5       38.5       17.4       18.6       25.6       24.6
Old  :                 22.6       26.6       34.5       38.5       17.4       18.6       25.6       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 20, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   169,533:    49,326    100,596     39,607        245      9,172     16,709     12,227     15,305      6,478      3,413      3,953:   28,983    24,622
Old  :   169,533:    49,326    100,596     39,607        245      9,172     16,709     12,227     15,305      6,478      3,413      3,953:   28,983    24,622
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :      -892:      -402        466        252       -355       -430        576      1,020      1,110        496     -1,335     -1,293:   -1,201       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.1       59.3       23.4        0.1        5.4        9.9        7.2        9.0        3.8        2.0        2.3:     17.1      14.5
Old  :     100.0:      29.1       59.3       23.4        0.1        5.4        9.9        7.2        9.0        3.8        2.0        2.3:     17.1      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       129:        49         54         13          .         10         23         17         13         10          5         16:
Old  :       129:        49         54         13          .         10         23         17         13         10          5         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       25.4       34.0       36.5       17.6       18.0       25.7       23.7
Old  :                 21.9       25.4       34.0       36.5       17.6       18.0       25.7       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                  Code-022651
Disaggregated Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 42,000 U.S. GALLONS)                                                                        :
     :          :    Positions                                                                                                           :
All  :   170,425:    49,728    100,130     39,355        600      9,602     16,133     11,207     14,195      5,982      4,748      5,246:   30,184    24,697
Old  :   170,425:    49,728    100,130     39,355        600      9,602     16,133     11,207     14,195      5,982      4,748      5,246:   30,184    24,697
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:                                                                                        :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.2       58.8       23.1        0.4        5.6        9.5        6.6        8.3        3.5        2.8        3.1:     17.7      14.5
Old  :     100.0:      29.2       58.8       23.1        0.4        5.6        9.5        6.6        8.3        3.5        2.8        3.1:     17.7      14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       125:        43         51         14          .          9         23         15         12          8          6         15:
Old  :       125:        43         51         14          .          9         23         15         12          8          6         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       27.0       35.1       38.0       17.2       18.0       25.2       23.5
Old  :                 21.9       27.0       35.1       38.0       17.2       18.0       25.2       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 25, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   728,176:   103,032     99,930    139,254      9,866     76,193     64,039    209,430    173,148     26,112     57,539     60,336:   86,062    41,734
Old  :   728,176:   103,032     99,930    139,254      9,866     76,193     64,039    209,430    173,148     26,112     57,539     60,336:   86,062    41,734
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :   -27,907:    -9,566     -7,278      8,427        546     -3,363        134        110    -12,394     -3,329     -1,814       -414:   -7,402    -3,300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       13.7       19.1        1.4       10.5        8.8       28.8       23.8        3.6        7.9        8.3:     11.8       5.7
Old  :     100.0:      14.1       13.7       19.1        1.4       10.5        8.8       28.8       23.8        3.6        7.9        8.3:     11.8       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        59         43         23          7         24         53         60         62         41         40         53:
Old  :       297:        59         43         23          7         24         53         60         62         41         40         53:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       30.2       35.0       40.8       13.2       17.5       18.8       23.6
Old  :                 23.4       30.2       35.0       40.8       13.2       17.5       18.8       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 18, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   756,083:   112,598    107,208    130,827      9,320     79,556     63,905    209,320    185,542     29,441     59,353     60,750:   93,464    45,034
Old  :   756,083:   112,598    107,208    130,827      9,320     79,556     63,905    209,320    185,542     29,441     59,353     60,750:   93,464    45,034
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :    23,097:     7,705      4,588     14,793     -2,525      6,313    -10,135     19,793     -5,272      8,678         57     -5,059:    6,074     5,202
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       14.2       17.3        1.2       10.5        8.5       27.7       24.5        3.9        7.9        8.0:     12.4       6.0
Old  :     100.0:      14.9       14.2       17.3        1.2       10.5        8.5       27.7       24.5        3.9        7.9        8.0:     12.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       282:        59         43         22          6         23         52         54         63         36         37         51:
Old  :       282:        59         43         22          6         23         52         54         63         36         37         51:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       31.7       35.4       42.9       12.1       17.7       17.6       24.3
Old  :                 23.7       31.7       35.4       42.9       12.1       17.7       17.6       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 11, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   732,986:   104,893    102,620    116,034     11,845     73,243     74,040    189,527    190,814     20,763     59,296     65,809:   87,390    39,832
Old  :   732,986:   104,893    102,620    116,034     11,845     73,243     74,040    189,527    190,814     20,763     59,296     65,809:   87,390    39,832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :    20,557:    -2,736     -2,907     -7,839        810        768      1,311     27,526      5,429      9,665    -23,750      7,421:    6,538     5,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       14.0       15.8        1.6       10.0       10.1       25.9       26.0        2.8        8.1        9.0:     11.9       5.4
Old  :     100.0:      14.3       14.0       15.8        1.6       10.0       10.1       25.9       26.0        2.8        8.1        9.0:     11.9       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        57         41         22          7         25         49         52         58         33         40         48:
Old  :       275:        57         41         22          7         25         49         52         58         33         40         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       34.5       35.9       44.5       13.0       18.9       17.8       24.8
Old  :                 24.3       34.5       35.9       44.5       13.0       18.9       17.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 4, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,429:   107,629    105,527    123,873     11,035     72,475     72,729    162,001    185,385     11,098     83,046     58,388:   80,852    34,572
Old  :   712,429:   107,629    105,527    123,873     11,035     72,475     72,729    162,001    185,385     11,098     83,046     58,388:   80,852    34,572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :     1,437:    -1,271        -17      1,847      1,476        333      2,236    -30,590     11,036     -7,467     25,629      2,228:   -7,505    -8,658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       14.8       17.4        1.5       10.2       10.2       22.7       26.0        1.6       11.7        8.2:     11.3       4.9
Old  :     100.0:      15.1       14.8       17.4        1.5       10.2       10.2       22.7       26.0        1.6       11.7        8.2:     11.3       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       269:        57         44         21          7         24         54         45         60         28         43         47:
Old  :       269:        57         44         21          7         24         54         45         60         28         43         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       33.3       36.1       43.6       14.1       18.5       19.0       23.9
Old  :                 24.1       33.3       36.1       43.6       14.1       18.5       19.0       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 28, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   710,992:   108,900    105,544    122,026      9,559     72,142     70,493    192,591    174,349     18,565     57,417     56,160:   88,357    43,230
Old  :   710,992:   108,900    105,544    122,026      9,559     72,142     70,493    192,591    174,349     18,565     57,417     56,160:   88,357    43,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :   -41,417:   -14,544    -11,785        804       -328     -5,146     -3,112      8,747    -23,722      3,963     -5,382     -3,009:    3,349      -792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       14.8       17.2        1.3       10.1        9.9       27.1       24.5        2.6        8.1        7.9:     12.4       6.1
Old  :     100.0:      15.3       14.8       17.2        1.3       10.1        9.9       27.1       24.5        2.6        8.1        7.9:     12.4       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       264:        56         41         20          7         24         49         54         57         30         36         41:
Old  :       264:        56         41         20          7         24         49         54         57         30         36         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       33.1       35.7       44.2       13.0       18.1       18.4       24.4
Old  :                 23.4       33.1       35.7       44.2       13.0       18.1       18.4       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 21, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   752,409:   123,444    117,329    121,222      9,887     77,288     73,605    183,844    198,071     14,602     62,799     59,169:   85,008    44,022
Old  :   752,409:   123,444    117,329    121,222      9,887     77,288     73,605    183,844    198,071     14,602     62,799     59,169:   85,008    44,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     3,169:     5,645      8,630      8,253       -290      2,660     -1,914    -23,970      3,376     -8,934      6,876      3,776:   -9,693     2,111
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       15.6       16.1        1.3       10.3        9.8       24.4       26.3        1.9        8.3        7.9:     11.3       5.9
Old  :     100.0:      16.4       15.6       16.1        1.3       10.3        9.8       24.4       26.3        1.9        8.3        7.9:     11.3       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       278:        58         41         20          7         24         51         58         63         27         42         44:
Old  :       278:        58         41         20          7         24         51         58         63         27         42         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       33.7       37.4       43.8       12.1       16.2       17.2       21.0
Old  :                 25.8       33.7       37.4       43.8       12.1       16.2       17.2       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 14, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   749,240:   117,799    108,699    112,969     10,177     74,628     75,519    207,814    194,695     23,536     55,923     55,393:   94,701    41,911
Old  :   749,240:   117,799    108,699    112,969     10,177     74,628     75,519    207,814    194,695     23,536     55,923     55,393:   94,701    41,911
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    10,098:     1,652      4,043     -8,329     -1,604     -2,313      2,955      2,199      9,655     -2,402      2,555     -1,495:   10,375    -2,942
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       14.5       15.1        1.4       10.0       10.1       27.7       26.0        3.1        7.5        7.4:     12.6       5.6
Old  :     100.0:      15.7       14.5       15.1        1.4       10.0       10.1       27.7       26.0        3.1        7.5        7.4:     12.6       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        58         42         21          8         24         53         58         69         35         41         47:
Old  :       286:        58         42         21          8         24         53         58         69         35         41         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       34.2       35.2       45.6       12.7       19.0       17.3       25.1
Old  :                 24.4       34.2       35.2       45.6       12.7       19.0       17.3       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, July 7, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   739,142:   116,147    104,656    121,298     11,781     76,941     72,564    205,615    185,040     25,938     53,368     56,888:   84,326    44,853
Old  :   739,142:   116,147    104,656    121,298     11,781     76,941     72,564    205,615    185,040     25,938     53,368     56,888:   84,326    44,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :    26,338:     5,513      6,509      9,047       -313          7      3,664      9,258     16,464        499      2,117     -9,012:      156     1,308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       14.2       16.4        1.6       10.4        9.8       27.8       25.0        3.5        7.2        7.7:     11.4       6.1
Old  :     100.0:      15.7       14.2       16.4        1.6       10.4        9.8       27.8       25.0        3.5        7.2        7.7:     11.4       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       283:        57         41         20          8         25         50         58         67         34         39         47:
Old  :       283:        57         41         20          8         25         50         58         67         34         39         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       33.8       36.0       44.4       12.4       19.1       18.2       25.4
Old  :                 23.5       33.8       36.0       44.4       12.4       19.1       18.2       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 30, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,804:   110,634     98,147    112,251     12,094     76,934     68,900    196,357    168,576     25,439     51,251     65,900:   84,170    43,545
Old  :   712,804:   110,634     98,147    112,251     12,094     76,934     68,900    196,357    168,576     25,439     51,251     65,900:   84,170    43,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    13,509:       217     -3,670      2,413      1,824      1,659     13,867     22,785     -2,391      5,252     -4,205     -5,877:   -1,631     3,384
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       13.8       15.7        1.7       10.8        9.7       27.5       23.6        3.6        7.2        9.2:     11.8       6.1
Old  :     100.0:      15.5       13.8       15.7        1.7       10.8        9.7       27.5       23.6        3.6        7.2        9.2:     11.8       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       269:        56         39         20          9         24         48         49         59         38         32         46:
Old  :       269:        56         39         20          9         24         48         49         59         38         32         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       35.4       34.0       45.7       11.2       21.4       16.5       26.4
Old  :                 22.7       35.4       34.0       45.7       11.2       21.4       16.5       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 23, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   699,295:   110,417    101,817    109,838     10,270     75,275     55,033    173,572    170,967     20,187     55,456     71,777:   85,801    40,161
Old  :   699,295:   110,417    101,817    109,838     10,270     75,275     55,033    173,572    170,967     20,187     55,456     71,777:   85,801    40,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :   -21,133:    -2,163     -2,093      3,388        102       -578    -10,168     -2,769     -8,597      5,031     -1,923       -672:   -7,374    -4,603
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       14.6       15.7        1.5       10.8        7.9       24.8       24.4        2.9        7.9       10.3:     12.3       5.7
Old  :     100.0:      15.8       14.6       15.7        1.5       10.8        7.9       24.8       24.4        2.9        7.9       10.3:     12.3       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       259:        55         42         23          5         24         46         48         61         31         35         45:
Old  :       259:        55         42         23          5         24         46         48         61         31         35         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       34.8       33.7       44.4        9.5       19.1       14.1       24.2
Old  :                 23.7       34.8       33.7       44.4        9.5       19.1       14.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 16, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   720,428:   112,580    103,910    106,450     10,168     75,853     65,201    176,341    179,564     15,156     57,379     72,449:   93,175    44,764
Old  :   720,428:   112,580    103,910    106,450     10,168     75,853     65,201    176,341    179,564     15,156     57,379     72,449:   93,175    44,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :     7,118:     4,559      7,883     14,243       -176       -948    -12,459    -18,803      8,013    -10,753      9,301      2,591:    1,872      -743
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       14.4       14.8        1.4       10.5        9.1       24.5       24.9        2.1        8.0       10.1:     12.9       6.2
Old  :     100.0:      15.6       14.4       14.8        1.4       10.5        9.1       24.5       24.9        2.1        8.0       10.1:     12.9       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       261:        55         42         23          5         23         50         45         61         27         39         43:
Old  :       261:        55         42         23          5         23         50         45         61         27         39         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       36.7       32.0       45.9        8.9       20.5       14.0       24.8
Old  :                 23.0       36.7       32.0       45.9        8.9       20.5       14.0       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 9, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   713,310:   108,021     96,027     92,207     10,344     76,801     77,660    195,144    171,551     25,909     48,078     69,858:   91,303    45,507
Old  :   713,310:   108,021     96,027     92,207     10,344     76,801     77,660    195,144    171,551     25,909     48,078     69,858:   91,303    45,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    30,495:    -1,411      4,370      4,425       -259     -1,360      5,756     17,569     -6,772     12,652      1,733        814:   16,391    14,400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       13.5       12.9        1.5       10.8       10.9       27.4       24.0        3.6        6.7        9.8:     12.8       6.4
Old  :     100.0:      15.1       13.5       12.9        1.5       10.8       10.9       27.4       24.0        3.6        6.7        9.8:     12.8       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       259:        57         44         22          6         23         44         47         59         30         33         47:
Old  :       259:        57         44         22          6         23         44         47         59         30         33         47:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       34.7       31.8       44.5        9.6       20.6       14.1       25.4
Old  :                 22.2       34.7       31.8       44.5        9.6       20.6       14.1       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 2, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   682,815:   109,432     91,657     87,782     10,603     78,161     71,904    177,575    178,323     13,257     46,345     69,044:   74,912    31,107
Old  :   682,815:   109,432     91,657     87,782     10,603     78,161     71,904    177,575    178,323     13,257     46,345     69,044:   74,912    31,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :       719:     1,235       -356      8,313       -899        124      1,959      3,790        973     -2,335      3,030      6,520:  -16,070   -12,463
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       13.4       12.9        1.6       11.4       10.5       26.0       26.1        1.9        6.8       10.1:     11.0       4.6
Old  :     100.0:      16.0       13.4       12.9        1.6       11.4       10.5       26.0       26.1        1.9        6.8       10.1:     11.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       246:        55         41         22          5         23         41         49         57         26         29         43:
Old  :       246:        55         41         22          5         23         41         49         57         26         29         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       37.2       34.3       47.1        8.7       19.7       13.4       24.3
Old  :                 24.6       37.2       34.3       47.1        8.7       19.7       13.4       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 26, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   682,096:   108,197     92,013     79,469     11,502     78,037     69,945    173,785    177,350     15,592     43,315     62,524:   90,982    43,570
Old  :   682,096:   108,197     92,013     79,469     11,502     78,037     69,945    173,785    177,350     15,592     43,315     62,524:   90,982    43,570
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :     1,573:    -6,773     -4,350     -3,966        881     -2,109      4,055      6,439      2,266      1,518     -4,513     -3,339:    9,921     6,298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.9       13.5       11.7        1.7       11.4       10.3       25.5       26.0        2.3        6.4        9.2:     13.3       6.4
Old  :     100.0:      15.9       13.5       11.7        1.7       11.4       10.3       25.5       26.0        2.3        6.4        9.2:     13.3       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        53         39         22          5         24         39         43         57         21         30         44:
Old  :       228:        53         39         22          5         24         39         43         57         21         30         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       35.6       33.8       45.7        8.3       18.6       12.9       23.5
Old  :                 23.9       35.6       33.8       45.7        8.3       18.6       12.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 19, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   680,523:   114,970     96,363     83,435     10,621     80,146     65,890    167,346    175,084     14,074     47,828     65,863:   81,061    37,272
Old  :   680,523:   114,970     96,363     83,435     10,621     80,146     65,890    167,346    175,084     14,074     47,828     65,863:   81,061    37,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :    -5,590:     7,553     10,439      5,942        160     -2,773    -17,537         48     -3,378      9,432     -4,680     -1,744:   -3,085    -3,662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.9       14.2       12.3        1.6       11.8        9.7       24.6       25.7        2.1        7.0        9.7:     11.9       5.5
Old  :     100.0:      16.9       14.2       12.3        1.6       11.8        9.7       24.6       25.7        2.1        7.0        9.7:     11.9       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       243:        56         39         20          5         21         45         44         58         21         36         48:
Old  :       243:        56         39         20          5         21         45         44         58         21         36         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       37.8       34.8       48.0        9.1       21.1       13.3       25.1
Old  :                 23.8       37.8       34.8       48.0        9.1       21.1       13.3       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 12, 2009                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   686,113:   107,417     85,924     77,493     10,461     82,919     83,427    167,298    178,462      4,642     52,508     67,607:   84,146    40,934
Old  :   686,113:   107,417     85,924     77,493     10,461     82,919     83,427    167,298    178,462      4,642     52,508     67,607:   84,146    40,934
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :    28,349:     2,382      5,736        320        526       -646     13,139     -1,763      9,065     -2,584     13,205      2,252:    4,421       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.7       12.5       11.3        1.5       12.1       12.2       24.4       26.0        0.7        7.7        9.9:     12.3       6.0
Old  :     100.0:      15.7       12.5       11.3        1.5       12.1       12.2       24.4       26.0        0.7        7.7        9.9:     12.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       238:        52         37         21          5         21         45         45         57         14         41         48:
Old  :       238:        52         37         21          5         21         45         45         57         14         41         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       37.9       34.5       47.7        9.3       20.1       14.1       24.2
Old  :                 24.0       37.9       34.5       47.7        9.3       20.1       14.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 5, 2009                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   657,764:   105,035     80,188     77,173      9,935     83,565     70,288    169,061    169,397      7,226     39,303     65,355:   79,725    40,960
Old  :   657,764:   105,035     80,188     77,173      9,935     83,565     70,288    169,061    169,397      7,226     39,303     65,355:   79,725    40,960
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :    12,668:       974      2,452      2,411     -1,852      1,069      3,724      5,415        794      1,911      2,091       -479:    2,264     3,178
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       12.2       11.7        1.5       12.7       10.7       25.7       25.8        1.1        6.0        9.9:     12.1       6.2
Old  :     100.0:      16.0       12.2       11.7        1.5       12.7       10.7       25.7       25.8        1.1        6.0        9.9:     12.1       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       241:        52         35         21          8         25         40         50         51         23         31         45:
Old  :       241:        52         35         21          8         25         40         50         51         23         31         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       35.2       35.0       45.0        9.5       18.3       14.1       22.6
Old  :                 24.3       35.2       35.0       45.0        9.5       18.3       14.1       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, April 28, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   645,096:   104,061     77,736     74,762     11,787     82,496     66,564    163,646    168,603      5,315     37,212     65,834:   77,461    37,782
Old  :   645,096:   104,061     77,736     74,762     11,787     82,496     66,564    163,646    168,603      5,315     37,212     65,834:   77,461    37,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :   -14,404:       926     -1,488      1,044        226     -5,390        379      1,556     -4,274       -777       -962     -2,446:   -3,866    -1,626
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       12.1       11.6        1.8       12.8       10.3       25.4       26.1        0.8        5.8       10.2:     12.0       5.9
Old  :     100.0:      16.1       12.1       11.6        1.8       12.8       10.3       25.4       26.1        0.8        5.8       10.2:     12.0       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       232:        54         39         20         10         25         39         45         47         18         33         44:
Old  :       232:        54         39         20         10         25         39         45         47         18         33         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       33.9       34.4       44.4        9.3       18.1       14.0       22.7
Old  :                 23.6       33.9       34.4       44.4        9.3       18.1       14.0       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 21, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   659,500:   103,135     79,224     73,718     11,561     87,886     66,185    162,090    172,877      6,092     38,174     68,280:   81,327    39,408
Old  :   659,500:   103,135     79,224     73,718     11,561     87,886     66,185    162,090    172,877      6,092     38,174     68,280:   81,327    39,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :    -3,948:     8,512      5,585      1,919       -168    -10,296     -4,390     -3,230       -115        894      1,112      1,372:   -1,844     1,792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       12.0       11.2        1.8       13.3       10.0       24.6       26.2        0.9        5.8       10.4:     12.3       6.0
Old  :     100.0:      15.6       12.0       11.2        1.8       13.3       10.0       24.6       26.2        0.9        5.8       10.4:     12.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:        56         42         20         10         24         38         46         50         17         35         40:
Old  :       233:        56         42         20         10         24         38         46         50         17         35         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       32.8       34.5       43.0        9.3       17.2       13.5       21.4
Old  :                 23.9       32.8       34.5       43.0        9.3       17.2       13.5       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 14, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   663,448:    94,623     73,639     71,799     11,729     98,182     70,575    165,320    172,992      5,198     37,062     66,908:   83,171    37,616
Old  :   663,448:    94,623     73,639     71,799     11,729     98,182     70,575    165,320    172,992      5,198     37,062     66,908:   83,171    37,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :    31,306:    -3,633        398      2,890       -542      8,941      2,720     -3,098     18,564     -2,554      3,668      5,581:   -1,203    -2,206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       11.1       10.8        1.8       14.8       10.6       24.9       26.1        0.8        5.6       10.1:     12.5       5.7
Old  :     100.0:      14.3       11.1       10.8        1.8       14.8       10.6       24.9       26.1        0.8        5.6       10.1:     12.5       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:        55         41         20          9         25         39         40         46         18         34         46:
Old  :       228:        55         41         20          9         25         39         40         46         18         34         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       34.1       34.6       44.6        9.8       18.2       13.9       22.3
Old  :                 24.1       34.1       34.6       44.6        9.8       18.2       13.9       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, April 7, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   632,142:    98,256     73,241     68,909     12,271     89,241     67,855    168,418    154,428      7,752     33,394     61,327:   84,374    39,822
Old  :   632,142:    98,256     73,241     68,909     12,271     89,241     67,855    168,418    154,428      7,752     33,394     61,327:   84,374    39,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :     7,745:     4,802      1,135     -2,771        604        524      2,408     10,693     -2,221      2,758     -1,780     -2,920:    5,165     1,710
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       11.6       10.9        1.9       14.1       10.7       26.6       24.4        1.2        5.3        9.7:     13.3       6.3
Old  :     100.0:      15.5       11.6       10.9        1.9       14.1       10.7       26.6       24.4        1.2        5.3        9.7:     13.3       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        53         36         19         10         23         32         45         44         17         29         34:
Old  :       215:        53         36         19         10         23         32         45         44         17         29         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       34.6       34.1       45.5       10.4       19.4       14.9       23.4
Old  :                 23.0       34.6       34.1       45.5       10.4       19.4       14.9       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 31, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   624,397:    93,454     72,106     71,680     11,667     88,717     65,447    157,725    156,649      4,994     35,174     64,247:   79,209    38,112
Old  :   624,397:    93,454     72,106     71,680     11,667     88,717     65,447    157,725    156,649      4,994     35,174     64,247:   79,209    38,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -11,786:    -3,224     -5,621      4,403     -3,417       -387     -5,408     17,587     -9,358      2,252    -19,303      2,824:   -2,888     5,889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       11.5       11.5        1.9       14.2       10.5       25.3       25.1        0.8        5.6       10.3:     12.7       6.1
Old  :     100.0:      15.0       11.5       11.5        1.9       14.2       10.5       25.3       25.1        0.8        5.6       10.3:     12.7       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:        51         35         20          8         23         40         39         46         17         28         38:
Old  :       214:        51         35         20          8         23         40         39         46         17         28         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       36.0       34.1       46.9       10.4       19.8       14.9       23.6
Old  :                 23.7       36.0       34.1       46.9       10.4       19.8       14.9       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 24, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   636,183:    96,678     77,727     67,277     15,084     89,104     70,855    140,138    166,007      2,742     54,477     61,423:   82,097    32,223
Old  :   636,183:    96,678     77,727     67,277     15,084     89,104     70,855    140,138    166,007      2,742     54,477     61,423:   82,097    32,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :   -26,349:    -3,998      3,667      1,168       -794     -1,848      9,463     -5,846    -30,369     -8,741     12,399      3,274:    4,702    -6,832
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       12.2       10.6        2.4       14.0       11.1       22.0       26.1        0.4        8.6        9.7:     12.9       5.1
Old  :     100.0:      15.2       12.2       10.6        2.4       14.0       11.1       22.0       26.1        0.4        8.6        9.7:     12.9       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       224:        55         41         19          7         24         45         34         48         16         35         46:
Old  :       224:        55         41         19          7         24         45         34         48         16         35         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       36.6       32.9       47.6        9.6       19.7       13.9       23.9
Old  :                 23.4       36.6       32.9       47.6        9.6       19.7       13.9       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 17, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   662,532:   100,676     74,060     66,109     15,878     90,952     61,392    145,984    196,376     11,483     42,078     58,149:   77,395    39,055
Old  :   662,532:   100,676     74,060     66,109     15,878     90,952     61,392    145,984    196,376     11,483     42,078     58,149:   77,395    39,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    -7,859:       509      1,332       -711       -281      3,218     -2,001      2,320     -3,441        634     -2,564     -7,321:    1,254    -1,122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.2       11.2       10.0        2.4       13.7        9.3       22.0       29.6        1.7        6.4        8.8:     11.7       5.9
Old  :     100.0:      15.2       11.2       10.0        2.4       13.7        9.3       22.0       29.6        1.7        6.4        8.8:     11.7       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        56         41         19          8         24         32         40         43         18         36         42:
Old  :       219:        56         41         19          8         24         32         40         43         18         36         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       36.1       35.7       46.5        8.9       16.1       13.4       20.3
Old  :                 26.8       36.1       35.7       46.5        8.9       16.1       13.4       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 10, 2009                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   670,391:   100,167     72,728     66,820     16,159     87,734     63,393    143,664    199,817     10,849     44,642     65,470:   76,141    40,177
Old  :   670,391:   100,167     72,728     66,820     16,159     87,734     63,393    143,664    199,817     10,849     44,642     65,470:   76,141    40,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :    -6,799:    -1,416     -6,374    -10,924      5,130      1,252      7,196      6,790     -8,854        875    -12,389      7,049:   -1,977       597
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       10.8       10.0        2.4       13.1        9.5       21.4       29.8        1.6        6.7        9.8:     11.4       6.0
Old  :     100.0:      14.9       10.8       10.0        2.4       13.1        9.5       21.4       29.8        1.6        6.7        9.8:     11.4       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:        53         39         18          9         26         32         45         42         20         33         42:
Old  :       218:        53         39         18          9         26         32         45         42         20         33         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       34.4       35.6       44.6        8.7       14.8       13.0       18.8
Old  :                 26.7       34.4       35.6       44.6        8.7       14.8       13.0       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, March 3, 2009                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   677,190:   101,583     79,102     77,744     11,029     86,482     56,197    136,874    208,671      9,974     57,031     58,421:   78,118    39,580
Old  :   677,190:   101,583     79,102     77,744     11,029     86,482     56,197    136,874    208,671      9,974     57,031     58,421:   78,118    39,580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :   -11,511:    -4,140      2,181      1,009      2,453       -483     -3,455    -27,657      1,946        -97      2,935     -5,403:     -888    12,517
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.0       11.7       11.5        1.6       12.8        8.3       20.2       30.8        1.5        8.4        8.6:     11.5       5.8
Old  :     100.0:      15.0       11.7       11.5        1.6       12.8        8.3       20.2       30.8        1.5        8.4        8.6:     11.5       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        51         37         19          8         26         29         45         43         13         35         41:
Old  :       209:        51         37         19          8         26         29         45         43         13         35         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       37.0       38.0       47.4        8.7       15.1       13.7       19.1
Old  :                 28.0       37.0       38.0       47.4        8.7       15.1       13.7       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 24, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   688,701:   105,723     76,921     76,735      8,576     86,965     59,652    164,531    206,725     10,071     54,096     63,824:   79,006    27,063
Old  :   688,701:   105,723     76,921     76,735      8,576     86,965     59,652    164,531    206,725     10,071     54,096     63,824:   79,006    27,063
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :   -43,646:   -13,487    -10,301     -4,358     -2,693     -9,969        447     -3,020    -10,069       -602     11,245     -5,426:     -182   -13,413
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       11.2       11.1        1.2       12.6        8.7       23.9       30.0        1.5        7.9        9.3:     11.5       3.9
Old  :     100.0:      15.4       11.2       11.1        1.2       12.6        8.7       23.9       30.0        1.5        7.9        9.3:     11.5       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        53         37         18          7         22         29         43         42         12         35         40:
Old  :       206:        53         37         18          7         22         29         43         42         12         35         40:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       38.7       37.0       48.5        8.6       18.2       13.2       22.0
Old  :                 26.0       38.7       37.0       48.5        8.6       18.2       13.2       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 17, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   732,347:   119,210     87,222     81,093     11,269     96,934     59,205    167,551    216,794     10,673     42,851     69,250:   79,188    40,476
Old  :   732,347:   119,210     87,222     81,093     11,269     96,934     59,205    167,551    216,794     10,673     42,851     69,250:   79,188    40,476
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :    24,742:     4,637      9,154      2,066        -17      4,575      1,868     -8,047      8,178     -2,058      5,699      4,765:      711       435
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       11.9       11.1        1.5       13.2        8.1       22.9       29.6        1.5        5.9        9.5:     10.8       5.5
Old  :     100.0:      16.3       11.9       11.1        1.5       13.2        8.1       22.9       29.6        1.5        5.9        9.5:     10.8       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        52         39         17          7         23         26         50         43         17         34         45:
Old  :       213:        52         39         17          7         23         26         50         43         17         34         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       36.0       37.4       45.9        8.2       15.4       12.7       19.3
Old  :                 26.0       36.0       37.4       45.9        8.2       15.4       12.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 10, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   707,605:   114,573     78,068     79,027     11,286     92,359     57,337    175,598    208,616     12,731     37,152     64,485:   78,477    40,041
Old  :   707,605:   114,573     78,068     79,027     11,286     92,359     57,337    175,598    208,616     12,731     37,152     64,485:   78,477    40,041
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :    15,533:     1,385      6,166       -228      1,232     -1,893        -24    -13,946     13,870     -4,879      6,946      6,138:    1,164    -2,980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       11.0       11.2        1.6       13.1        8.1       24.8       29.5        1.8        5.3        9.1:     11.1       5.7
Old  :     100.0:      16.2       11.0       11.2        1.6       13.1        8.1       24.8       29.5        1.8        5.3        9.1:     11.1       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:        53         39         17          7         21         30         51         45         18         34         44:
Old  :       219:        53         39         17          7         21         30         51         45         18         34         44:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       37.0       36.2       46.7        8.4       16.9       12.8       21.4
Old  :                 25.7       37.0       36.2       46.7        8.4       16.9       12.8       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, February 3, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   692,072:   113,188     71,902     79,255     10,054     94,252     57,361    189,544    194,746     17,610     30,206     58,347:   77,313    43,021
Old  :   692,072:   113,188     71,902     79,255     10,054     94,252     57,361    189,544    194,746     17,610     30,206     58,347:   77,313    43,021
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    12,848:      -424     -3,285       -988       -494       -263         29        558     10,831      2,757      1,534      3,217:   -2,311       750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       10.4       11.5        1.5       13.6        8.3       27.4       28.1        2.5        4.4        8.4:     11.2       6.2
Old  :     100.0:      16.4       10.4       11.5        1.5       13.6        8.3       27.4       28.1        2.5        4.4        8.4:     11.2       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       210:        52         38         18          7         23         28         51         45         20         24         38:
Old  :       210:        52         38         18          7         23         28         51         45         20         24         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       37.6       35.5       47.6        8.8       19.5       13.3       24.0
Old  :                 24.7       37.6       35.5       47.6        8.8       19.5       13.3       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 27, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   679,224:   113,612     75,187     80,243     10,548     94,515     57,332    188,986    183,915     14,853     28,672     55,130:   79,624    42,271
Old  :   679,224:   113,612     75,187     80,243     10,548     94,515     57,332    188,986    183,915     14,853     28,672     55,130:   79,624    42,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :   -25,700:    -9,102     -6,272        101        722     -2,441      4,750     -7,827    -10,966     -6,553      5,676     -6,252:    4,763     1,660
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       11.1       11.8        1.6       13.9        8.4       27.8       27.1        2.2        4.2        8.1:     11.7       6.2
Old  :     100.0:      16.7       11.1       11.8        1.6       13.9        8.4       27.8       27.1        2.2        4.2        8.1:     11.7       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       197:        51         34         17          7         22         31         42         40         16         24         37:
Old  :       197:        51         34         17          7         22         31         42         40         16         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       38.3       35.8       48.7        9.0       21.1       13.6       25.3
Old  :                 24.6       38.3       35.8       48.7        9.0       21.1       13.6       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 20, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   704,924:   122,714     81,459     80,142      9,826     96,956     52,582    196,813    194,881     21,406     22,996     61,382:   74,861    40,611
Old  :   704,924:   122,714     81,459     80,142      9,826     96,956     52,582    196,813    194,881     21,406     22,996     61,382:   74,861    40,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :    -1,049:     7,962      7,617      5,876       -158    -11,365      2,406     -2,953      3,810     -7,070      2,207     -1,297:   -1,371     1,090
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.4       11.6       11.4        1.4       13.8        7.5       27.9       27.6        3.0        3.3        8.7:     10.6       5.8
Old  :     100.0:      17.4       11.6       11.4        1.4       13.8        7.5       27.9       27.6        3.0        3.3        8.7:     10.6       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        54         37         18          7         22         31         43         45         21         25         36:
Old  :       207:        54         37         18          7         22         31         43         45         21         25         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       40.2       36.4       50.9        8.5       21.9       12.9       25.8
Old  :                 25.6       40.2       36.4       50.9        8.5       21.9       12.9       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   705,973:   114,752     73,842     74,266      9,984    108,321     50,176    199,766    191,071     28,476     20,789     62,679:   76,232    39,521
Old  :   705,973:   114,752     73,842     74,266      9,984    108,321     50,176    199,766    191,071     28,476     20,789     62,679:   76,232    39,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :    19,376:     7,456        571     -9,829        724      6,935       -799      2,028      9,664      1,749     -6,476      1,407:    2,793     4,523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.3       10.5       10.5        1.4       15.3        7.1       28.3       27.1        4.0        2.9        8.9:     10.8       5.6
Old  :     100.0:      16.3       10.5       10.5        1.4       15.3        7.1       28.3       27.1        4.0        2.9        8.9:     10.8       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        50         32         17          7         21         32         43         45         25         19         38:
Old  :       204:        50         32         17          7         21         32         43         45         25         19         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       41.3       36.5       52.1        8.5       22.3       13.0       26.5
Old  :                 25.6       41.3       36.5       52.1        8.5       22.3       13.0       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, January 6, 2009                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   686,597:   107,296     73,271     84,095      9,260    101,386     50,975    197,738    181,407     26,727     27,265     61,272:   73,439    34,998
Old  :   686,597:   107,296     73,271     84,095      9,260    101,386     50,975    197,738    181,407     26,727     27,265     61,272:   73,439    34,998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    14,867:     4,525      6,914      2,845        258      1,110      5,278      8,313     -2,487         97       -451       -168:    3,667     1,378
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       10.7       12.2        1.3       14.8        7.4       28.8       26.4        3.9        4.0        8.9:     10.7       5.1
Old  :     100.0:      15.6       10.7       12.2        1.3       14.8        7.4       28.8       26.4        3.9        4.0        8.9:     10.7       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       201:        49         34         17          8         23         33         39         43         21         23         36:
Old  :       201:        49         34         17          8         23         33         39         43         21         23         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       43.0       36.8       53.7        9.2       23.9       14.8       27.6
Old  :                 25.3       43.0       36.8       53.7        9.2       23.9       14.8       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 30, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   671,730:   102,771     66,357     81,250      9,002    100,276     45,697    189,425    183,894     26,630     27,716     61,440:   69,772    33,620
Old  :   671,730:   102,771     66,357     81,250      9,002    100,276     45,697    189,425    183,894     26,630     27,716     61,440:   69,772    33,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :   -17,121:    -3,107     -1,037     -9,834       -701      1,506     -3,548    -22,798     -3,504     -3,389      6,062     -3,960:    8,715     7,311
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3        9.9       12.1        1.3       14.9        6.8       28.2       27.4        4.0        4.1        9.1:     10.4       5.0
Old  :     100.0:      15.3        9.9       12.1        1.3       14.9        6.8       28.2       27.4        4.0        4.1        9.1:     10.4       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        47         33         18          8         24         24         35         40         21         24         37:
Old  :       189:        47         33         18          8         24         24         35         40         21         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       43.3       36.7       53.6        9.4       23.3       15.0       26.9
Old  :                 25.7       43.3       36.7       53.6        9.4       23.3       15.0       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 22, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   688,851:   105,878     67,394     91,084      9,703     98,770     49,245    212,223    187,398     30,019     21,654     65,400:   61,057    26,309
Old  :   688,851:   105,878     67,394     91,084      9,703     98,770     49,245    212,223    187,398     30,019     21,654     65,400:   61,057    26,309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :   -23,442:       635     -1,983     -4,861        929     -1,461        352     -6,029       -344     -1,026     -2,866     -2,700:  -14,037    -8,988
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4        9.8       13.2        1.4       14.3        7.1       30.8       27.2        4.4        3.1        9.5:      8.9       3.8
Old  :     100.0:      15.4        9.8       13.2        1.4       14.3        7.1       30.8       27.2        4.4        3.1        9.5:      8.9       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        49         32         17          7         23         29         38         43         27         28         42:
Old  :       206:        49         32         17          7         23         29         38         43         27         28         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       43.3       36.8       53.6       10.2       24.0       15.8       27.9
Old  :                 26.1       43.3       36.8       53.6       10.2       24.0       15.8       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 16, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   712,293:   105,243     69,377     95,945      8,774    100,231     48,893    218,252    187,742     31,045     24,520     68,100:   75,094    35,297
Old  :   712,293:   105,243     69,377     95,945      8,774    100,231     48,893    218,252    187,742     31,045     24,520     68,100:   75,094    35,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :    -4,115:      -701     -1,989        973       -788      1,956     -1,113     -1,891     -6,860     -2,280      2,521      5,191:   -1,281    -2,255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8        9.7       13.5        1.2       14.1        6.9       30.6       26.4        4.4        3.4        9.6:     10.5       5.0
Old  :     100.0:      14.8        9.7       13.5        1.2       14.1        6.9       30.6       26.4        4.4        3.4        9.6:     10.5       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        50         34         16          8         22         30         36         42         25         31         43:
Old  :       207:        50         34         16          8         22         30         36         42         25         31         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       43.1       36.2       53.0       10.3       24.2       15.9       28.1
Old  :                 25.4       43.1       36.2       53.0       10.3       24.2       15.9       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 9, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   716,408:   105,944     71,366     94,972      9,562     98,275     50,006    220,143    194,602     33,325     21,999     62,909:   76,375    37,552
Old  :   716,408:   105,944     71,366     94,972      9,562     98,275     50,006    220,143    194,602     33,325     21,999     62,909:   76,375    37,552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     2,132:     4,150        203      3,795        462     -1,902       -687      9,644     -4,796      3,323     -1,936     -3,236:    1,485     3,693
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8       10.0       13.3        1.3       13.7        7.0       30.7       27.2        4.7        3.1        8.8:     10.7       5.2
Old  :     100.0:      14.8       10.0       13.3        1.3       13.7        7.0       30.7       27.2        4.7        3.1        8.8:     10.7       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        49         35         18          8         24         33         31         39         27         26         39:
Old  :       203:        49         35         18          8         24         33         31         39         27         26         39:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.2       36.8       53.7        9.9       24.8       15.4       28.4
Old  :                 24.9       43.2       36.8       53.7        9.9       24.8       15.4       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, December 2, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   714,276:   101,794     71,163     91,177      9,100    100,177     50,693    210,499    199,398     30,002     23,935     66,145:   74,890    33,859
Old  :   714,276:   101,794     71,163     91,177      9,100    100,177     50,693    210,499    199,398     30,002     23,935     66,145:   74,890    33,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -4,240:    -1,581      7,196      3,595     -1,166     -5,573        876     -2,386     -3,806     -1,843      3,453        405:    3,687    -2,363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       10.0       12.8        1.3       14.0        7.1       29.5       27.9        4.2        3.4        9.3:     10.5       4.7
Old  :     100.0:      14.3       10.0       12.8        1.3       14.0        7.1       29.5       27.9        4.2        3.4        9.3:     10.5       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       196:        47         33         18          6         22         30         34         37         26         24         37:
Old  :       196:        47         33         18          6         22         30         34         37         26         24         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.0       37.0       53.7        9.3       24.2       14.8       27.7
Old  :                 24.9       43.0       37.0       53.7        9.3       24.2       14.8       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 25, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   718,516:   103,375     63,967     87,582     10,266    105,750     49,817    212,885    203,204     31,845     20,482     65,740:   71,203    36,222
Old  :   718,516:   103,375     63,967     87,582     10,266    105,750     49,817    212,885    203,204     31,845     20,482     65,740:   71,203    36,222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :   -23,538:    -8,671     -6,733     -8,839        316     -1,726     -2,241    -18,008      2,647       -964        168       -961:   -2,783       759
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.4        8.9       12.2        1.4       14.7        6.9       29.6       28.3        4.4        2.9        9.1:      9.9       5.0
Old  :     100.0:      14.4        8.9       12.2        1.4       14.7        6.9       29.6       28.3        4.4        2.9        9.1:      9.9       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       194:        45         31         19          7         24         30         35         38         27         21         35:
Old  :       194:        45         31         19          7         24         30         35         38         27         21         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       43.0       36.7       53.6        8.7       24.1       14.0       27.4
Old  :                 24.5       43.0       36.7       53.6        8.7       24.1       14.0       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 18, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   742,054:   112,046     70,700     96,421      9,950    107,476     52,058    230,893    200,557     32,809     20,314     66,701:   73,986    35,463
Old  :   742,054:   112,046     70,700     96,421      9,950    107,476     52,058    230,893    200,557     32,809     20,314     66,701:   73,986    35,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    -9,225:    -1,392     -3,996      4,082      1,718     -2,269       -905      1,446     -5,247     -6,072     -2,434      2,592:      -14    -1,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1        9.5       13.0        1.3       14.5        7.0       31.1       27.0        4.4        2.7        9.0:     10.0       4.8
Old  :     100.0:      15.1        9.5       13.0        1.3       14.5        7.0       31.1       27.0        4.4        2.7        9.0:     10.0       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        49         33         19          7         24         31         39         45         27         22         37:
Old  :       204:        49         33         19          7         24         31         39         45         27         22         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.2       36.2       53.6        9.4       25.5       14.7       28.5
Old  :                 23.6       43.2       36.2       53.6        9.4       25.5       14.7       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 11, 2008               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   751,279:   113,438     74,696     92,339      8,232    109,745     52,963    229,447    205,804     38,881     22,748     64,109:   74,000    36,498
Old  :   751,279:   113,438     74,696     92,339      8,232    109,745     52,963    229,447    205,804     38,881     22,748     64,109:   74,000    36,498
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :   -11,957:     2,360       -751     -1,507       -430     -4,594     -4,620      2,295     -6,655      2,482     -4,403     -2,224:    2,801     4,805
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1        9.9       12.3        1.1       14.6        7.0       30.5       27.4        5.2        3.0        8.5:      9.8       4.9
Old  :     100.0:      15.1        9.9       12.3        1.1       14.6        7.0       30.5       27.4        5.2        3.0        8.5:      9.8       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        48         35         19          5         23         29         37         42         31         23         37:
Old  :       203:        48         35         19          5         23         29         37         42         31         23         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       43.4       35.6       54.2        9.3       25.7       14.6       28.2
Old  :                 23.3       43.4       35.6       54.2        9.3       25.7       14.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, November 4, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   763,236:   111,078     75,447     93,846      8,662    114,339     57,583    227,152    212,459     36,399     27,151     66,333:   71,199    31,693
Old  :   763,236:   111,078     75,447     93,846      8,662    114,339     57,583    227,152    212,459     36,399     27,151     66,333:   71,199    31,693
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :   -22,256:    -5,294     -1,404     -3,733        382     -2,790      2,802    -18,070     -3,346    -10,071      5,064      1,012:     -836    -3,104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.6        9.9       12.3        1.1       15.0        7.5       29.8       27.8        4.8        3.6        8.7:      9.3       4.2
Old  :     100.0:      14.6        9.9       12.3        1.1       15.0        7.5       29.8       27.8        4.8        3.6        8.7:      9.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       204:        49         37         18          7         24         34         37         45         27         22         36:
Old  :       204:        49         37         18          7         24         34         37         45         27         22         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       43.6       36.3       54.4        9.6       25.4       14.9       27.8
Old  :                 23.7       43.6       36.3       54.4        9.6       25.4       14.9       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 28, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   785,492:   116,372     76,851     97,579      8,280    117,129     54,781    245,222    215,805     46,470     22,087     65,321:   72,035    34,797
Old  :   785,492:   116,372     76,851     97,579      8,280    117,129     54,781    245,222    215,805     46,470     22,087     65,321:   72,035    34,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :   -88,544:    -4,250         24     -6,256     -2,573     -1,459    -86,092    -95,162     14,382       -729      2,267     -4,115:      -25    -1,908
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.8        9.8       12.4        1.1       14.9        7.0       31.2       27.5        5.9        2.8        8.3:      9.2       4.4
Old  :     100.0:      14.8        9.8       12.4        1.1       14.9        7.0       31.2       27.5        5.9        2.8        8.3:      9.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       201:        47         34         21          6         24         29         38         46         28         20         37:
Old  :       201:        47         34         21          6         24         29         38         46         28         20         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       43.3       36.6       53.8       10.6       26.5       15.7       28.8
Old  :                 24.0       43.3       36.6       53.8       10.6       26.5       15.7       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 21, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   874,036:   120,622     76,827    103,835     10,853    118,588    140,873    340,384    201,423     47,199     19,820     69,436:   72,060    36,705
Old  :   874,036:   120,622     76,827    103,835     10,853    118,588    140,873    340,384    201,423     47,199     19,820     69,436:   72,060    36,705
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :   -15,240:    -2,991       -991        -21       -982      3,139     -7,576    -12,357     -6,998     -2,364      1,852        -80:    1,651     1,177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8        8.8       11.9        1.2       13.6       16.1       38.9       23.0        5.4        2.3        7.9:      8.2       4.2
Old  :     100.0:      13.8        8.8       11.9        1.2       13.6       16.1       38.9       23.0        5.4        2.3        7.9:      8.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       202:        49         34         22          6         25         33         33         45         29         20         35:
Old  :       202:        49         34         22          6         25         33         33         45         29         20         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       44.3       41.0       55.1       17.7       34.2       23.0       36.5
Old  :                 29.3       44.3       41.0       55.1       17.7       34.2       23.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 14, 2008                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   889,276:   123,613     77,818    103,856     11,835    115,449    148,449    352,741    208,421     49,563     17,968     69,516:   70,409    35,528
Old  :   889,276:   123,613     77,818    103,856     11,835    115,449    148,449    352,741    208,421     49,563     17,968     69,516:   70,409    35,528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :    10,317:     8,347      7,944     -5,041       -509      1,278     -7,127    -17,951     11,399     -4,702      2,926      4,503:    1,660       727
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9        8.8       11.7        1.3       13.0       16.7       39.7       23.4        5.6        2.0        7.8:      7.9       4.0
Old  :     100.0:      13.9        8.8       11.7        1.3       13.0       16.7       39.7       23.4        5.6        2.0        7.8:      7.9       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        51         37         22          6         25         34         30         43         29         20         37:
Old  :       203:        51         37         22          6         25         34         30         43         29         20         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       46.6       41.7       56.9       17.8       35.8       23.1       38.0
Old  :                 30.7       46.6       41.7       56.9       17.8       35.8       23.1       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, October 7, 2008                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   878,959:   115,266     69,874    108,897     12,344    114,171    155,576    370,692    197,022     54,265     15,042     65,013:   68,749    34,801
Old  :   878,959:   115,266     69,874    108,897     12,344    114,171    155,576    370,692    197,022     54,265     15,042     65,013:   68,749    34,801
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :    -2,602:     4,832      1,907       -797        680       -487     -6,326     -9,034        625     -2,425     -1,430      3,490:   -1,514     1,647
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1        7.9       12.4        1.4       13.0       17.7       42.2       22.4        6.2        1.7        7.4:      7.8       4.0
Old  :     100.0:      13.1        7.9       12.4        1.4       13.0       17.7       42.2       22.4        6.2        1.7        7.4:      7.8       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       209:        50         35         23          7         27         34         36         49         29         20         38:
Old  :       209:        50         35         23          7         27         34         36         49         29         20         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       47.4       40.5       57.6       18.0       38.1       23.5       40.5
Old  :                 29.6       47.4       40.5       57.6       18.0       38.1       23.5       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 30, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   881,561:   110,434     67,967    109,694     11,664    114,658    161,902    379,726    196,397     56,690     16,472     61,523:   70,263    33,154
Old  :   881,561:   110,434     67,967    109,694     11,664    114,658    161,902    379,726    196,397     56,690     16,472     61,523:   70,263    33,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -28,818:    -3,729     -6,314      6,015        342     -3,057      3,932      3,398    -16,292     -6,313       -952     -5,635:   -3,739      -308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        7.7       12.4        1.3       13.0       18.4       43.1       22.3        6.4        1.9        7.0:      8.0       3.8
Old  :     100.0:      12.5        7.7       12.4        1.3       13.0       18.4       43.1       22.3        6.4        1.9        7.0:      8.0       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       208:        52         38         21          7         26         38         32         43         30         17         37:
Old  :       208:        52         38         21          7         26         38         32         43         30         17         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       49.2       40.6       59.5       17.9       39.3       23.5       41.5
Old  :                 29.3       49.2       40.6       59.5       17.9       39.3       23.5       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 23, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   910,379:   114,163     74,281    103,679     11,322    117,715    157,970    376,328    212,689     63,003     17,424     67,158:   74,002    33,462
Old  :   910,379:   114,163     74,281    103,679     11,322    117,715    157,970    376,328    212,689     63,003     17,424     67,158:   74,002    33,462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :   -18,383:     1,853      3,083      2,608       -478        862      4,148     12,600    -19,854      3,150     -3,574     -7,556:   -3,594    -3,466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        8.2       11.4        1.2       12.9       17.4       41.3       23.4        6.9        1.9        7.4:      8.1       3.7
Old  :     100.0:      12.5        8.2       11.4        1.2       12.9       17.4       41.3       23.4        6.9        1.9        7.4:      8.1       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:        53         38         21          7         26         44         32         44         36         15         41:
Old  :       221:        53         38         21          7         26         44         32         44         36         15         41:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       48.1       39.9       58.5       16.5       37.1       21.9       39.2
Old  :                 28.1       48.1       39.9       58.5       16.5       37.1       21.9       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                            Code-023651
Disaggregated Commitments of Traders - Futures Only, September 16, 2008              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                       (10,000 MMBTU'S)                                                                                 :
     :          :    Positions                                                                                                           :
All  :   928,762:   112,310     71,198    101,071     11,800    116,853    153,822    363,728    232,543     59,853     20,998     74,714:   77,596    36,928
Old  :   928,762:   112,310     71,198    101,071     11,800    116,853    153,822    363,728    232,543     59,853     20,998     74,714:   77,596    36,928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :    -6,457:     4,388     -1,515     -9,417     -4,113     -4,405    -11,517     -1,411      2,425     11,999        111      1,742:   -1,672       709
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        7.7       10.9        1.3       12.6       16.6       39.2       25.0        6.4        2.3        8.0:      8.4       4.0
Old  :     100.0:      12.1        7.7       10.9        1.3       12.6       16.6       39.2       25.0        6.4        2.3        8.0:      8.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       235:        50         36         21          8         26         46         37         44         41         22         48:
Old  :       235:        50         36         21          8         26         46         37         44         41         22         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          B