NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-022651
Disaggregated Commitments of Traders - Options and Futures Combined, 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  :   370,522:   109,083    221,722     63,956        346     31,705     34,131     14,771     23,504     16,465      2,410     48,183:   43,494    27,880
Old  :   370,522:   109,083    221,722     63,956        346     31,705     34,131     14,771     23,504     16,465      2,410     48,183:   43,494    27,880
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :     4,558:       613      2,865      1,403        -75     -1,588     -1,190       -501      1,452        -56        111      4,664:     -740    -2,370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       59.8       17.3        0.1        8.6        9.2        4.0        6.3        4.4        0.7       13.0:     11.7       7.5
Old  :     100.0:      29.4       59.8       17.3        0.1        8.6        9.2        4.0        6.3        4.4        0.7       13.0:     11.7       7.5
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  :       155:        48         57         18          .         17         24         13         21         19         11         30:
Old  :       155:        48         57         18          .         17         24         13         21         19         11         30:
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  :                 19.9       27.0       32.4       37.7       11.9       14.1       19.1       20.0
Old  :                 19.9       27.0       32.4       37.7       11.9       14.1       19.1       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 - Options and Futures Combined, 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  :   365,964:   108,470    218,857     62,552        421     33,293     35,321     15,272     22,053     16,521      2,299     43,519:   44,234    30,250
Old  :   365,964:   108,470    218,857     62,552        421     33,293     35,321     15,272     22,053     16,521      2,299     43,519:   44,234    30,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :     6,246:     5,785      3,129        392        -10      2,042     -1,019      1,767     -1,223        504       -208        474:     -710       275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       59.8       17.1        0.1        9.1        9.7        4.2        6.0        4.5        0.6       11.9:     12.1       8.3
Old  :     100.0:      29.6       59.8       17.1        0.1        9.1        9.7        4.2        6.0        4.5        0.6       11.9:     12.1       8.3
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  :       148:        48         56         19          .         16         24         12         17         20          8         26:
Old  :       148:        48         56         19          .         16         24         12         17         20          8         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  :                 20.2       27.4       33.4       38.7       11.7       14.2       18.8       20.9
Old  :                 20.2       27.4       33.4       38.7       11.7       14.2       18.8       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 - Options and Futures Combined, 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  :   359,719:   102,686    215,728     62,160        431     31,251     36,340     13,505     23,276     16,018      2,507     43,045:   44,944    29,975
Old  :   359,719:   102,686    215,728     62,160        431     31,251     36,340     13,505     23,276     16,018      2,507     43,045:   44,944    29,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :    12,447:     2,546      8,417       -750         -5      2,140      6,268        185       -892     -2,186        641      4,650:      670    -2,690
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       60.0       17.3        0.1        8.7       10.1        3.8        6.5        4.5        0.7       12.0:     12.5       8.3
Old  :     100.0:      28.5       60.0       17.3        0.1        8.7       10.1        3.8        6.5        4.5        0.7       12.0:     12.5       8.3
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  :       142:        46         55         19          .         15         19         12         19         17          9         26:
Old  :       142:        46         55         19          .         15         19         12         19         17          9         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  :                 20.4       27.9       34.1       39.0       12.1       14.1       19.3       20.8
Old  :                 20.4       27.9       34.1       39.0       12.1       14.1       19.3       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 - Options and Futures Combined, 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  :   347,272:   100,139    207,311     62,910        436     29,110     30,072     13,321     24,167     18,204      1,866     38,395:   44,274    32,666
Old  :   347,272:   100,139    207,311     62,910        436     29,110     30,072     13,321     24,167     18,204      1,866     38,395:   44,274    32,666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :     4,695:    -1,323      5,167        158        -40     -1,451      2,618     -2,185        569       -500        -38      1,438:    3,185     1,234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       59.7       18.1        0.1        8.4        8.7        3.8        7.0        5.2        0.5       11.1:     12.7       9.4
Old  :     100.0:      28.8       59.7       18.1        0.1        8.4        8.7        3.8        7.0        5.2        0.5       11.1:     12.7       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  :       140:        47         56         18          .         14         18         12         22         18          8         24:
Old  :       140:        47         56         18          .         14         18         12         22         18          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  :                 20.7       26.9       34.6       38.3       12.8       13.5       19.8       20.1
Old  :                 20.7       26.9       34.6       38.3       12.8       13.5       19.8       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 - Options and Futures Combined, 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  :   342,577:   101,463    202,145     62,752        476     30,561     27,454     15,506     23,598     18,703      1,904     36,956:   41,089    31,431
Old  :   342,577:   101,463    202,145     62,752        476     30,561     27,454     15,506     23,598     18,703      1,904     36,956:   41,089    31,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :    -4,063:    -6,389      3,932        768        130     -2,590      3,721     -4,098      1,149     -1,720          1        712:      287    -3,298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       59.0       18.3        0.1        8.9        8.0        4.5        6.9        5.5        0.6       10.8:     12.0       9.2
Old  :     100.0:      29.6       59.0       18.3        0.1        8.9        8.0        4.5        6.9        5.5        0.6       10.8:     12.0       9.2
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  :       146:        49         56         19          .         16         18         15         22         18          9         27:
Old  :       146:        49         56         19          .         16         18         15         22         18          9         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  :                 20.8       26.1       34.3       37.4       13.5       13.9       20.6       20.6
Old  :                 20.8       26.1       34.3       37.4       13.5       13.9       20.6       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 - Options and Futures Combined, 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  :   346,640:   107,852    198,213     61,984        346     33,151     23,733     19,604     22,450     20,423      1,903     36,244:   40,803    34,729
Old  :   346,640:   107,852    198,213     61,984        346     33,151     23,733     19,604     22,450     20,423      1,903     36,244:   40,803    34,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     9,835:       781      6,339      2,028        346       -188      4,512      2,411        771      2,252       -306      1,602:   -1,923    -1,140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       57.2       17.9        0.1        9.6        6.8        5.7        6.5        5.9        0.5       10.5:     11.8      10.0
Old  :     100.0:      31.1       57.2       17.9        0.1        9.6        6.8        5.7        6.5        5.9        0.5       10.5:     11.8      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  :       153:        51         56         20          .         16         20         19         21         17         12         26:
Old  :       153:        51         56         20          .         16         20         19         21         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  :                 21.3       25.8       35.4       37.4       12.8       13.4       20.4       20.0
Old  :                 21.3       25.8       35.4       37.4       12.8       13.4       20.4       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 - Options and Futures Combined, 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  :   336,806:   107,071    191,874     59,956          0     33,339     19,222     17,194     21,679     18,171      2,209     34,642:   42,726    35,869
Old  :   336,806:   107,071    191,874     59,956          0     33,339     19,222     17,194     21,679     18,171      2,209     34,642:   42,726    35,869
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    16,406:    13,942      4,140      1,518          0      1,991     -2,930      7,908      2,507      1,054        805     -1,468:     -209       523
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       57.0       17.8        0.0        9.9        5.7        5.1        6.4        5.4        0.7       10.3:     12.7      10.6
Old  :     100.0:      31.8       57.0       17.8        0.0        9.9        5.7        5.1        6.4        5.4        0.7       10.3:     12.7      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  :       145:        53         57         17          0         14         15         20         17         17         10         24:
Old  :       145:        53         57         17          0         14         15         20         17         17         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  :                 21.7       23.7       34.5       35.5       13.4       13.3       20.0       19.2
Old  :                 21.7       23.7       34.5       35.5       13.4       13.3       20.0       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 - Options and Futures Combined, 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  :   320,400:    93,128    187,734     58,438          0     31,348     22,151      9,286     19,172     17,117      1,403     36,110:   42,935    35,346
Old  :   320,400:    93,128    187,734     58,438          0     31,348     22,151      9,286     19,172     17,117      1,403     36,110:   42,935    35,346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :     2,434:     2,771     -3,119      3,208          0      1,611     -5,806      2,742        366      5,207         24     -2,307:   -2,616     3,117
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.1       58.6       18.2        0.0        9.8        6.9        2.9        6.0        5.3        0.4       11.3:     13.4      11.0
Old  :     100.0:      29.1       58.6       18.2        0.0        9.8        6.9        2.9        6.0        5.3        0.4       11.3:     13.4      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  :       135:        42         51         18          0         15         20         12         19         14         11         25:
Old  :       135:        42         51         18          0         15         20         12         19         14         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  :                 21.2       23.9       33.3       35.7       13.5       14.1       20.0       21.0
Old  :                 21.2       23.9       33.3       35.7       13.5       14.1       20.0       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 - Options and Futures Combined, 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  :   317,966:    90,357    190,853     55,230          0     29,737     27,957      6,544     18,806     11,910      1,380     38,417:   45,550    32,229
Old  :   317,966:    90,357    190,853     55,230          0     29,737     27,957      6,544     18,806     11,910      1,380     38,417:   45,550    32,229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :    -8,450:      -313     -1,957         49          0     -1,702        980        663     -2,027        776       -959       -845:   -5,368    -1,622
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       60.0       17.4        0.0        9.4        8.8        2.1        5.9        3.7        0.4       12.1:     14.3      10.1
Old  :     100.0:      28.4       60.0       17.4        0.0        9.4        8.8        2.1        5.9        3.7        0.4       12.1:     14.3      10.1
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:        46         51         17          0         14         26          9         20         14         11         23:
Old  :       137:        46         51         17          0         14         26          9         20         14         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  :                 20.6       24.3       31.8       36.5       13.1       16.2       19.9       22.7
Old  :                 20.6       24.3       31.8       36.5       13.1       16.2       19.9       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 - Options and Futures Combined, 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  :   326,415:    90,670    192,810     55,181          0     31,439     26,978      5,881     20,833     11,134      2,339     39,262:   50,918    33,851
Old  :   326,415:    90,670    192,810     55,181          0     31,439     26,978      5,881     20,833     11,134      2,339     39,262:   50,918    33,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :     2,692:     2,108      2,997        -82          0        528       -941       -879       -545         42       -995        708:      875       878
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       59.1       16.9        0.0        9.6        8.3        1.8        6.4        3.4        0.7       12.0:     15.6      10.4
Old  :     100.0:      27.8       59.1       16.9        0.0        9.6        8.3        1.8        6.4        3.4        0.7       12.0:     15.6      10.4
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  :       137:        47         51         19          0         15         26          9         18         12          9         23:
Old  :       137:        47         51         19          0         15         26          9         18         12          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  :                 19.9       24.7       30.5       37.0       12.6       15.6       18.8       21.7
Old  :                 19.9       24.7       30.5       37.0       12.6       15.6       18.8       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 - Options and Futures Combined, 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  :   323,723:    88,562    189,813     55,264          0     30,911     27,919      6,760     21,379     11,092      3,333     38,554:   50,043    32,973
Old  :   323,723:    88,562    189,813     55,264          0     30,911     27,919      6,760     21,379     11,092      3,333     38,554:   50,043    32,973
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :     8,512:     3,387      5,063      1,225          0      1,045         64     -1,279     -1,217       -901     -1,956      4,419:      490     2,436
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       58.6       17.1        0.0        9.5        8.6        2.1        6.6        3.4        1.0       11.9:     15.5      10.2
Old  :     100.0:      27.4       58.6       17.1        0.0        9.5        8.6        2.1        6.6        3.4        1.0       11.9:     15.5      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  :       136:        45         51         18          0         14         23         11         19         12         11         23:
Old  :       136:        45         51         18          0         14         23         11         19         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  :                 19.9       24.5       30.6       37.1       12.0       15.4       19.5       22.0
Old  :                 19.9       24.5       30.6       37.1       12.0       15.4       19.5       22.0
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 - Options and Futures Combined, 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  :   315,212:    85,174    184,750     54,039          0     29,866     27,855      8,039     22,595     11,993      5,290     34,135:   49,554    30,537
Old  :   315,212:    85,174    184,750     54,039          0     29,866     27,855      8,039     22,595     11,993      5,290     34,135:   49,554    30,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    16,693:     9,191     17,513     -2,122       -345      1,463      4,507     -1,371       -224        452        749      2,827:      600    -3,918
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.0       58.6       17.1        0.0        9.5        8.8        2.6        7.2        3.8        1.7       10.8:     15.7       9.7
Old  :     100.0:      27.0       58.6       17.1        0.0        9.5        8.8        2.6        7.2        3.8        1.7       10.8:     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  :       139:        45         52         18          0         14         20         11         17         13         14         24:
Old  :       139:        45         52         18          0         14         20         11         17         13         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  :                 19.9       24.9       30.7       37.7       12.0       16.4       19.7       23.0
Old  :                 19.9       24.9       30.7       37.7       12.0       16.4       19.7       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 - Options and Futures Combined, 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  :   298,519:    75,983    167,237     56,162        345     28,403     23,348      9,410     22,820     11,541      4,541     31,309:   48,954    34,455
Old  :   298,519:    75,983    167,237     56,162        345     28,403     23,348      9,410     22,820     11,541      4,541     31,309:   48,954    34,455
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :     6,244:    -2,350      4,018      3,034        100        276      1,997       -697     -1,831     -2,017        778      3,000:    4,136       600
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.5       56.0       18.8        0.1        9.5        7.8        3.2        7.6        3.9        1.5       10.5:     16.4      11.5
Old  :     100.0:      25.5       56.0       18.8        0.1        9.5        7.8        3.2        7.6        3.9        1.5       10.5:     16.4      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  :       139:        47         53         18          .         15         20         13         16         12         11         21:
Old  :       139:        47         53         18          .         15         20         13         16         12         11         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  :                 20.4       23.3       30.3       34.9       12.5       16.0       20.0       22.6
Old  :                 20.4       23.3       30.3       34.9       12.5       16.0       20.0       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 - Options and Futures Combined, 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  :   292,275:    78,333    163,219     53,128        245     28,127     21,351     10,107     24,651     13,559      3,763     28,309:   44,818    33,854
Old  :   292,275:    78,333    163,219     53,128        245     28,127     21,351     10,107     24,651     13,559      3,763     28,309:   44,818    33,854
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :    -5,119:      -230       -664       -678         72        363       -477        103       -229      2,443        924     -5,966:     -345       278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.8       55.8       18.2        0.1        9.6        7.3        3.5        8.4        4.6        1.3        9.7:     15.3      11.6
Old  :     100.0:      26.8       55.8       18.2        0.1        9.6        7.3        3.5        8.4        4.6        1.3        9.7:     15.3      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  :       136:        50         53         18          .         17         16         13         17         14         11         22:
Old  :       136:        50         53         18          .         17         16         13         17         14         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  :                 21.0       24.0       31.6       35.4       13.5       15.9       20.1       22.8
Old  :                 21.0       24.0       31.6       35.4       13.5       15.9       20.1       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 - Options and Futures Combined, 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  :   297,394:    78,563    163,883     53,806        172     27,764     21,828     10,004     24,880     11,116      2,840     34,275:   45,163    33,576
Old  :   297,394:    78,563    163,883     53,806        172     27,764     21,828     10,004     24,880     11,116      2,840     34,275:   45,163    33,576
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :     3,909:     1,613      1,499      1,003       -494       -556       -801       -736      1,511      1,087      1,000      1,668:   -1,615        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.4       55.1       18.1        0.1        9.3        7.3        3.4        8.4        3.7        1.0       11.5:     15.2      11.3
Old  :     100.0:      26.4       55.1       18.1        0.1        9.3        7.3        3.4        8.4        3.7        1.0       11.5:     15.2      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  :       134:        49         47         18          .         16         20         10         18         15         10         23:
Old  :       134:        49         47         18          .         16         20         10         18         15         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  :                 21.7       25.1       31.7       35.4       14.0       19.3       20.5       25.6
Old  :                 21.7       25.1       31.7       35.4       14.0       19.3       20.5       25.6
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 - Options and Futures Combined, 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  :   293,485:    76,951    162,384     52,803        666     28,320     22,629     10,740     23,369     10,028      1,840     32,607:   46,778    33,558
Old  :   293,485:    76,951    162,384     52,803        666     28,320     22,629     10,740     23,369     10,028      1,840     32,607:   46,778    33,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :     6,740:     2,280      5,195     -1,318       -221        -57        661     -2,330      1,600     -1,804       -526      2,483:    2,896       596
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       55.3       18.0        0.2        9.6        7.7        3.7        8.0        3.4        0.6       11.1:     15.9      11.4
Old  :     100.0:      26.2       55.3       18.0        0.2        9.6        7.7        3.7        8.0        3.4        0.6       11.1:     15.9      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  :       131:        49         46         17          .         15         17         16         19         13          9         21:
Old  :       131:        49         46         17          .         15         17         16         19         13          9         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  :                 23.4       27.4       33.4       37.2       15.1       21.3       21.7       27.3
Old  :                 23.4       27.4       33.4       37.2       15.1       21.3       21.7       27.3
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 - Options and Futures Combined, 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  :   286,745:    74,671    157,190     54,121        888     28,377     21,968     13,070     21,769     11,833      2,366     30,124:   43,882    32,962
Old  :   286,745:    74,671    157,190     54,121        888     28,377     21,968     13,070     21,769     11,833      2,366     30,124:   43,882    32,962
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :    -8,299:   -10,080     -8,285      1,641         12        184          1     -2,172      1,011        177      1,153       -714:     -519       512
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       54.8       18.9        0.3        9.9        7.7        4.6        7.6        4.1        0.8       10.5:     15.3      11.5
Old  :     100.0:      26.0       54.8       18.9        0.3        9.9        7.7        4.6        7.6        4.1        0.8       10.5:     15.3      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  :       134:        46         49         15          .         15         16         15         17         17          8         21:
Old  :       134:        46         49         15          .         15         16         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  :                 24.3       27.9       35.0       37.1       15.8       23.0       23.5       28.5
Old  :                 24.3       27.9       35.0       37.1       15.8       23.0       23.5       28.5
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 - Options and Futures Combined, 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  :   295,044:    84,752    165,474     52,480        876     28,193     21,967     15,242     20,758     11,656      1,212     30,838:   44,401    32,450
Old  :   295,044:    84,752    165,474     52,480        876     28,193     21,967     15,242     20,758     11,656      1,212     30,838:   44,401    32,450
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :    -4,745:     1,632     -3,373      2,031        -83       -626     -1,981      1,396        650         43         92     -5,027:   -1,467     2,225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       56.1       17.8        0.3        9.6        7.4        5.2        7.0        4.0        0.4       10.5:     15.0      11.0
Old  :     100.0:      28.7       56.1       17.8        0.3        9.6        7.4        5.2        7.0        4.0        0.4       10.5:     15.0      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  :       128:        45         49         15          .         14         14         15         18         12         11         22:
Old  :       128:        45         49         15          .         14         14         15         18         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  :                 23.7       28.6       35.2       37.2       15.4       24.0       23.4       29.0
Old  :                 23.7       28.6       35.2       37.2       15.4       24.0       23.4       29.0
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 - Options and Futures Combined, 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  :   299,789:    83,120    168,847     50,449        959     28,818     23,948     13,846     20,108     11,613      1,120     35,866:   45,868    30,225
Old  :   299,789:    83,120    168,847     50,449        959     28,818     23,948     13,846     20,108     11,613      1,120     35,866:   45,868    30,225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :     9,257:       643      1,180      5,249        239      1,595       -435      3,010      1,989        806         50       -757:      166     1,951
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       56.3       16.8        0.3        9.6        8.0        4.6        6.7        3.9        0.4       12.0:     15.3      10.1
Old  :     100.0:      27.7       56.3       16.8        0.3        9.6        8.0        4.6        6.7        3.9        0.4       12.0:     15.3      10.1
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  :       129:        50         49         15          .         14         14         15         20         14         10         23:
Old  :       129:        50         49         15          .         14         14         15         20         14         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  :                 23.1       29.9       33.9       38.7       14.6       25.5       22.1       30.4
Old  :                 23.1       29.9       33.9       38.7       14.6       25.5       22.1       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 - Options and Futures Combined, 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  :   290,532:    82,477    167,668     45,200        720     27,223     24,383     10,836     18,118     10,807      1,070     36,623:   45,701    28,274
Old  :   290,532:    82,477    167,668     45,200        720     27,223     24,383     10,836     18,118     10,807      1,070     36,623:   45,701    28,274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :    10,017:     4,131      6,646        432        720       -660      1,890         67        491        194        291      2,520:    1,019       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       57.7       15.6        0.2        9.4        8.4        3.7        6.2        3.7        0.4       12.6:     15.7       9.7
Old  :     100.0:      28.4       57.7       15.6        0.2        9.4        8.4        3.7        6.2        3.7        0.4       12.6:     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  :       128:        50         48         15          .         14         14         15         21         14          8         22:
Old  :       128:        50         48         15          .         14         14         15         21         14          8         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       30.9       32.7       39.6       13.6       26.1       21.1       30.9
Old  :                 21.6       30.9       32.7       39.6       13.6       26.1       21.1       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 - Options and Futures Combined, 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  :   280,516:    78,346    161,022     44,768          0     27,883     22,493     10,769     17,628     10,613        779     34,102:   44,682    28,332
Old  :   280,516:    78,346    161,022     44,768          0     27,883     22,493     10,769     17,628     10,613        779     34,102:   44,682    28,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :    -3,701:    -5,010     -5,261     -1,146       -357     -1,364        652      1,250         84       -375       -600      1,577:    1,881       969
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       57.4       16.0        0.0        9.9        8.0        3.8        6.3        3.8        0.3       12.2:     15.9      10.1
Old  :     100.0:      27.9       57.4       16.0        0.0        9.9        8.0        3.8        6.3        3.8        0.3       12.2:     15.9      10.1
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  :       123:        49         47         16          0         14         14         12         19         13          6         19:
Old  :       123:        49         47         16          0         14         14         12         19         13          6         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  :                 22.0       31.6       33.3       40.3       13.5       26.7       21.2       31.7
Old  :                 22.0       31.6       33.3       40.3       13.5       26.7       21.2       31.7
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 - Options and Futures Combined, 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  :   284,217:    83,356    166,283     45,915        357     29,247     21,841      9,519     17,544     10,987      1,379     32,525:   42,801    27,364
Old  :   284,217:    83,356    166,283     45,915        357     29,247     21,841      9,519     17,544     10,987      1,379     32,525:   42,801    27,364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -22,002:   -16,736    -13,283       -649       -206      1,194       -705     -1,985      1,714        791       -433     -2,863:   -4,748    -6,141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       58.5       16.2        0.1       10.3        7.7        3.3        6.2        3.9        0.5       11.4:     15.1       9.6
Old  :     100.0:      29.3       58.5       16.2        0.1       10.3        7.7        3.3        6.2        3.9        0.5       11.4:     15.1       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  :       125:        46         48         14          .         13         16         11         18         13         10         19:
Old  :       125:        46         48         14          .         13         16         11         18         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  :                 23.3       32.3       34.7       41.1       14.8       27.3       22.3       32.7
Old  :                 23.3       32.3       34.7       41.1       14.8       27.3       22.3       32.7
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 - Options and Futures Combined, 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  :   306,218:   100,093    179,565     46,563        563     28,053     22,547     11,503     15,830     10,196      1,812     35,388:   47,549    33,504
Old  :   306,218:   100,093    179,565     46,563        563     28,053     22,547     11,503     15,830     10,196      1,812     35,388:   47,549    33,504
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :     3,203:    -4,359      6,465        172       -266      1,406      3,422     -6,062     -1,026       -151      1,229      1,225:    2,515       233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       58.6       15.2        0.2        9.2        7.4        3.8        5.2        3.3        0.6       11.6:     15.5      10.9
Old  :     100.0:      32.7       58.6       15.2        0.2        9.2        7.4        3.8        5.2        3.3        0.6       11.6:     15.5      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  :       119:        46         50         14          .         14         13         12         17         12          8         18:
Old  :       119:        46         50         14          .         14         13         12         17         12          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  :                 22.3       30.1       33.2       39.1       14.5       25.6       21.6       30.8
Old  :                 22.3       30.1       33.2       39.1       14.5       25.6       21.6       30.8
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 - Options and Futures Combined, 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  :   303,015:   104,452    173,100     46,391        829     26,647     19,125     17,566     16,856     10,347        583     34,164:   45,034    33,272
Old  :   303,015:   104,452    173,100     46,391        829     26,647     19,125     17,566     16,856     10,347        583     34,164:   45,034    33,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    13,457:     1,519      6,383      1,964        310      2,684      1,135      1,209        237      1,588        -88      4,153:      176    -1,432
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.5       57.1       15.3        0.3        8.8        6.3        5.8        5.6        3.4        0.2       11.3:     14.9      11.0
Old  :     100.0:      34.5       57.1       15.3        0.3        8.8        6.3        5.8        5.6        3.4        0.2       11.3:     14.9      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  :       123:        45         48         14          .         14         12         17         16         13          7         21:
Old  :       123:        45         48         14          .         14         12         17         16         13          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  :                 23.3       29.2       33.6       38.3       15.6       24.8       22.3       29.7
Old  :                 23.3       29.2       33.6       38.3       15.6       24.8       22.3       29.7
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 - Options and Futures Combined, 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  :   289,559:   102,933    166,717     44,426        519     23,963     17,989     16,357     16,619      8,760        670     30,010:   44,858    34,703
Old  :   289,559:   102,933    166,717     44,426        519     23,963     17,989     16,357     16,619      8,760        670     30,010:   44,858    34,703
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :     2,468:    -2,061      2,357       -465         -5        523     -1,098     -3,111        540        207       -298        827:    3,996     1,637
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       57.6       15.3        0.2        8.3        6.2        5.6        5.7        3.0        0.2       10.4:     15.5      12.0
Old  :     100.0:      35.5       57.6       15.3        0.2        8.3        6.2        5.6        5.7        3.0        0.2       10.4:     15.5      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  :       120:        42         49         14          .         13         12         15         14         12          7         21:
Old  :       120:        42         49         14          .         13         12         15         14         12          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  :                 24.6       29.5       34.3       38.7       16.4       25.1       22.8       30.0
Old  :                 24.6       29.5       34.3       38.7       16.4       25.1       22.8       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 - Options and Futures Combined, 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  :   287,091:   104,995    164,361     44,891        524     23,440     19,087     19,468     16,079      8,553        968     29,183:   40,862    33,066
Old  :   287,091:   104,995    164,361     44,891        524     23,440     19,087     19,468     16,079      8,553        968     29,183:   40,862    33,066
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :      -947:     4,333      6,946      1,436        386       -195       -624     -3,152     -2,099       -499         20     -1,771:   -1,527    -1,080
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       57.3       15.6        0.2        8.2        6.6        6.8        5.6        3.0        0.3       10.2:     14.2      11.5
Old  :     100.0:      36.6       57.3       15.6        0.2        8.2        6.6        6.8        5.6        3.0        0.3       10.2:     14.2      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  :       126:        44         51         15          .         13         11         19         14         12          7         20:
Old  :       126:        44         51         15          .         13         11         19         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  :                 24.4       29.8       33.7       38.5       16.6       24.3       22.6       29.5
Old  :                 24.4       29.8       33.7       38.5       16.6       24.3       22.6       29.5
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 - Options and Futures Combined, 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  :   288,037:   100,661    157,414     43,455        139     23,635     19,711     22,621     18,179      9,052        949     30,955:   42,389    34,146
Old  :   288,037:   100,661    157,414     43,455        139     23,635     19,711     22,621     18,179      9,052        949     30,955:   42,389    34,146
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :    -5,776:    -2,663     -2,405      1,544       -191     -1,867       -198      2,793      1,605     -2,365     -1,894     -5,285:    3,454     1,469
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.9       54.7       15.1        0.0        8.2        6.8        7.9        6.3        3.1        0.3       10.7:     14.7      11.9
Old  :     100.0:      34.9       54.7       15.1        0.0        8.2        6.8        7.9        6.3        3.1        0.3       10.7:     14.7      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  :       129:        49         50         15          .         14         14         21         18         14          7         21:
Old  :       129:        49         50         15          .         14         14         21         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  :                 24.3       28.0       34.0       36.5       16.4       23.8       22.5       28.9
Old  :                 24.3       28.0       34.0       36.5       16.4       23.8       22.5       28.9
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 - Options and Futures Combined, 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  :   293,813:   103,324    159,820     41,911        329     25,502     19,910     19,828     16,574     11,416      2,843     36,240:   38,935    32,677
Old  :   293,813:   103,324    159,820     41,911        329     25,502     19,910     19,828     16,574     11,416      2,843     36,240:   38,935    32,677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :     7,194:     1,483       -454       -823        -33      1,229      2,380      4,244     -2,184       -111        625      3,338:    1,881       428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       54.4       14.3        0.1        8.7        6.8        6.7        5.6        3.9        1.0       12.3:     13.3      11.1
Old  :     100.0:      35.2       54.4       14.3        0.1        8.7        6.8        6.7        5.6        3.9        1.0       12.3:     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  :       139:        49         54         15          .         14         15         18         17         15         11         27:
Old  :       139:        49         54         15          .         14         15         18         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  :                 24.3       27.1       33.6       36.2       16.4       21.8       22.0       27.0
Old  :                 24.3       27.1       33.6       36.2       16.4       21.8       22.0       27.0
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 - Options and Futures Combined, 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  :   286,619:   101,841    160,274     42,734        362     24,274     17,529     15,583     18,758     11,527      2,218     32,902:   37,054    32,249
Old  :   286,619:   101,841    160,274     42,734        362     24,274     17,529     15,583     18,758     11,527      2,218     32,902:   37,054    32,249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :     8,599:     4,223      6,227      2,565        -47        938        677         62     -3,017      1,006       -245      1,440:      768     3,242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       55.9       14.9        0.1        8.5        6.1        5.4        6.5        4.0        0.8       11.5:     12.9      11.3
Old  :     100.0:      35.5       55.9       14.9        0.1        8.5        6.1        5.4        6.5        4.0        0.8       11.5:     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  :       131:        44         49         17          .         15         11         17         17         19         10         26:
Old  :       131:        44         49         17          .         15         11         17         17         19         10         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  :                 25.0       29.2       35.6       38.2       17.2       22.4       23.0       27.0
Old  :                 25.0       29.2       35.6       38.2       17.2       22.4       23.0       27.0
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 - Options and Futures Combined, 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  :   278,020:    97,619    154,047     40,169        409     23,336     16,853     15,521     21,775     10,521      2,463     31,462:   36,286    29,007
Old  :   278,020:    97,619    154,047     40,169        409     23,336     16,853     15,521     21,775     10,521      2,463     31,462:   36,286    29,007
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    -1,449:    -6,254     -3,853      4,341        152       -436      1,308      1,367        450        864        150      1,597:   -3,319      -876
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       55.4       14.4        0.1        8.4        6.1        5.6        7.8        3.8        0.9       11.3:     13.1      10.4
Old  :     100.0:      35.1       55.4       14.4        0.1        8.4        6.1        5.6        7.8        3.8        0.9       11.3:     13.1      10.4
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  :       128:        43         46         17          .         15         11         17         20         18          9         24:
Old  :       128:        43         46         17          .         15         11         17         20         18          9         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  :                 25.4       28.5       35.9       37.4       18.0       22.5       23.9       26.9
Old  :                 25.4       28.5       35.9       37.4       18.0       22.5       23.9       26.9
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 - Options and Futures Combined, 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  :   279,470:   103,873    157,900     35,827        257     23,772     15,545     14,155     21,325      9,657      2,312     29,866:   39,605    29,883
Old  :   279,470:   103,873    157,900     35,827        257     23,772     15,545     14,155     21,325      9,657      2,312     29,866:   39,605    29,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :    -7,181:     3,181      1,150     -3,468        257     -1,015        114     -1,369     -2,044      1,553        321     -5,019:     -483       537
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.2       56.5       12.8        0.1        8.5        5.6        5.1        7.6        3.5        0.8       10.7:     14.2      10.7
Old  :     100.0:      37.2       56.5       12.8        0.1        8.5        5.6        5.1        7.6        3.5        0.8       10.7:     14.2      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  :       125:        44         50         16          .         13         10         19         20         10         12         23:
Old  :       125:        44         50         16          .         13         10         19         20         10         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  :                 24.8       28.1       35.2       37.1       17.0       22.3       22.7       26.6
Old  :                 24.8       28.1       35.2       37.1       17.0       22.3       22.7       26.6
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 - Options and Futures Combined, 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  :   286,650:   100,692    156,750     39,295          0     24,787     15,431     15,523     23,369      8,104      1,991     34,885:   40,088    29,346
Old  :   286,650:   100,692    156,750     39,295          0     24,787     15,431     15,523     23,369      8,104      1,991     34,885:   40,088    29,346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :    20,114:    14,022      8,887       -545       -357        478       -875      3,328      6,048        -18        -60      2,163:   -1,157      -372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       54.7       13.7        0.0        8.6        5.4        5.4        8.2        2.8        0.7       12.2:     14.0      10.2
Old  :     100.0:      35.1       54.7       13.7        0.0        8.6        5.4        5.4        8.2        2.8        0.7       12.2:     14.0      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:        48         53         17          0         12         12         16         20         10         13         26:
Old  :       132:        48         53         17          0         12         12         16         20         10         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  :                 24.2       26.6       35.6       36.4       16.7       21.5       22.2       26.2
Old  :                 24.2       26.6       35.6       36.4       16.7       21.5       22.2       26.2
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 - Options and Futures Combined, 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  :   266,536:    86,670    147,863     39,840        357     24,309     16,306     12,195     17,321      8,123      2,052     32,722:   41,246    29,718
Old  :   266,536:    86,670    147,863     39,840        357     24,309     16,306     12,195     17,321      8,123      2,052     32,722:   41,246    29,718
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :     4,890:    -3,394      1,853       -817       -633      1,007        529     -1,523      2,616       -297       -602       -417:    5,663     2,588
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       55.5       14.9        0.1        9.1        6.1        4.6        6.5        3.0        0.8       12.3:     15.5      11.1
Old  :     100.0:      32.5       55.5       14.9        0.1        9.1        6.1        4.6        6.5        3.0        0.8       12.3:     15.5      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  :       127:        48         54         16          .         12         14         12         18         12         10         23:
Old  :       127:        48         54         16          .         12         14         12         18         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  :                 25.0       25.8       35.6       35.9       17.2       21.7       22.9       26.6
Old  :                 25.0       25.8       35.6       35.9       17.2       21.7       22.9       26.6
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 - Options and Futures Combined, 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  :   261,646:    90,064    146,009     40,657        990     23,302     15,776     13,718     14,705      8,420      2,654     33,138:   35,583    27,130
Old  :   261,646:    90,064    146,009     40,657        990     23,302     15,776     13,718     14,705      8,420      2,654     33,138:   35,583    27,130
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :     2,989:    -6,384         55        916       -207        106       -655     -2,567      3,767        238        924      2,159:    2,842    -1,247
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.4       55.8       15.5        0.4        8.9        6.0        5.2        5.6        3.2        1.0       12.7:     13.6      10.4
Old  :     100.0:      34.4       55.8       15.5        0.4        8.9        6.0        5.2        5.6        3.2        1.0       12.7:     13.6      10.4
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  :       128:        48         52         16          .         12         11         15         16          9         15         25:
Old  :       128:        48         52         16          .         12         11         15         16          9         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  :                 24.9       25.0       35.8       35.9       17.2       20.8       23.1       26.1
Old  :                 24.9       25.0       35.8       35.9       17.2       20.8       23.1       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 - Options and Futures Combined, 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  :   258,657:    96,449    145,955     39,741      1,197     23,195     16,431     16,285     10,938      8,182      1,730     30,979:   32,741    28,377
Old  :   258,657:    96,449    145,955     39,741      1,197     23,195     16,431     16,285     10,938      8,182      1,730     30,979:   32,741    28,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :    -7,829:     5,479      2,183        -67       -165     -2,959       -416        421     -1,803        959       -403     -4,460:   -4,562      -644
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.3       56.4       15.4        0.5        9.0        6.4        6.3        4.2        3.2        0.7       12.0:     12.7      11.0
Old  :     100.0:      37.3       56.4       15.4        0.5        9.0        6.4        6.3        4.2        3.2        0.7       12.0:     12.7      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  :       123:        47         53         15          .         13         10         13         13         12          8         23:
Old  :       123:        47         53         15          .         13         10         13         13         12          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  :                 26.6       25.0       37.6       35.5       17.8       20.6       23.7       26.3
Old  :                 26.6       25.0       37.6       35.5       17.8       20.6       23.7       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 - Options and Futures Combined, 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  :   266,486:    90,970    143,771     39,809      1,362     26,155     16,847     15,865     12,741      7,223      2,133     35,439:   37,303    29,020
Old  :   266,486:    90,970    143,771     39,809      1,362     26,155     16,847     15,865     12,741      7,223      2,133     35,439:   37,303    29,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :     5,985:     6,178      3,854       -529          1        232      1,320      4,900     -3,627        314       -410      2,537:     -441    -1,504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       54.0       14.9        0.5        9.8        6.3        6.0        4.8        2.7        0.8       13.3:     14.0      10.9
Old  :     100.0:      34.1       54.0       14.9        0.5        9.8        6.3        6.0        4.8        2.7        0.8       13.3:     14.0      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  :       126:        47         52         16          4         15         10         14         13          9         12         25:
Old  :       126:        47         52         16          4         15         10         14         13          9         12         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  :                 24.5       24.3       35.7       35.2       16.5       20.3       22.2       25.4
Old  :                 24.5       24.3       35.7       35.2       16.5       20.3       22.2       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 - Options and Futures Combined, 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  :   260,500:    84,792    139,917     40,337      1,361     25,922     15,528     10,965     16,367      6,908      2,542     32,902:   37,744    30,524
Old  :   260,500:    84,792    139,917     40,337      1,361     25,922     15,528     10,965     16,367      6,908      2,542     32,902:   37,744    30,524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :     6,121:      -919      4,344       -155       -217      2,866      2,650       -782     -1,106       -195       -248       -142:    3,122     1,405
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       53.7       15.5        0.5       10.0        6.0        4.2        6.3        2.7        1.0       12.6:     14.5      11.7
Old  :     100.0:      32.5       53.7       15.5        0.5       10.0        6.0        4.2        6.3        2.7        1.0       12.6:     14.5      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  :       128:        53         54         15          5         16         12         13         14          9         12         23:
Old  :       128:        53         54         15          5         16         12         13         14          9         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  :                 24.1       23.9       35.2       35.3       14.6       18.6       20.2       23.7
Old  :                 24.1       23.9       35.2       35.3       14.6       18.6       20.2       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 - Options and Futures Combined, 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  :   254,380:    85,711    135,573     40,492      1,578     23,056     12,878     11,747     17,474      7,103      2,790     33,044:   34,622    29,119
Old  :   254,380:    85,711    135,573     40,492      1,578     23,056     12,878     11,747     17,474      7,103      2,790     33,044:   34,622    29,119
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     4,932:     4,728      3,802        939       -455        422     -1,615       -558     -1,929     -1,785       -532      3,864:      307       318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       53.3       15.9        0.6        9.1        5.1        4.6        6.9        2.8        1.1       13.0:     13.6      11.4
Old  :     100.0:      33.7       53.3       15.9        0.6        9.1        5.1        4.6        6.9        2.8        1.1       13.0:     13.6      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  :       131:        49         56         15          5         15         13         11         14         10         13         25:
Old  :       131:        49         56         15          5         15         13         11         14         10         13         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  :                 24.5       22.9       35.2       34.7       14.8       15.7       19.7       21.4
Old  :                 24.5       22.9       35.2       34.7       14.8       15.7       19.7       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 - Options and Futures Combined, 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  :   249,448:    80,984    131,771     39,553      2,033     22,634     14,493     12,305     19,402      8,888      3,322     29,180:   34,315    28,801
Old  :   249,448:    80,984    131,771     39,553      2,033     22,634     14,493     12,305     19,402      8,888      3,322     29,180:   34,315    28,801
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -5,820:    -3,548     -2,191      1,441        -45     -1,832       -237     -1,033     -1,967       -733        818     -1,175:    2,229     1,604
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       52.8       15.9        0.8        9.1        5.8        4.9        7.8        3.6        1.3       11.7:     13.8      11.5
Old  :     100.0:      32.5       52.8       15.9        0.8        9.1        5.8        4.9        7.8        3.6        1.3       11.7:     13.8      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  :       125:        43         48         14          5         15         12         13         13         12         13         24:
Old  :       125:        43         48         14          5         15         12         13         13         12         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  :                 25.7       22.8       36.3       34.9       15.1       13.6       20.4       20.0
Old  :                 25.7       22.8       36.3       34.9       15.1       13.6       20.4       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 - Options and Futures Combined, 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  :   255,269:    84,531    133,961     38,111      2,078     24,467     14,730     13,339     21,369      9,620      2,504     30,354:   32,086    27,197
Old  :   255,269:    84,531    133,961     38,111      2,078     24,467     14,730     13,339     21,369      9,620      2,504     30,354:   32,086    27,197
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :   -20,417:    -5,001     -3,833     -1,949     -1,703     -3,876      1,403        737     -3,923        -80       -145     -8,478:    1,488       804
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.1       52.5       14.9        0.8        9.6        5.8        5.2        8.4        3.8        1.0       11.9:     12.6      10.7
Old  :     100.0:      33.1       52.5       14.9        0.8        9.6        5.8        5.2        8.4        3.8        1.0       11.9:     12.6      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  :       130:        48         53         15          5         16         12         15         15         13         11         24:
Old  :       130:        48         53         15          5         16         12         15         15         13         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  :                 25.2       23.0       35.6       34.8       13.6       14.1       18.7       19.6
Old  :                 25.2       23.0       35.6       34.8       13.6       14.1       18.7       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 - Options and Futures Combined, 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  :   275,685:    89,532    137,794     40,060      3,781     28,343     13,327     12,602     25,292      9,701      2,649     38,833:   30,598    26,392
Old  :   275,685:    89,532    137,794     40,060      3,781     28,343     13,327     12,602     25,292      9,701      2,649     38,833:   30,598    26,392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :     8,455:     6,097      6,232      3,438       -432      1,099       -275      1,690        299       -707        357       -873:     -622        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       50.0       14.5        1.4       10.3        4.8        4.6        9.2        3.5        1.0       14.1:     11.1       9.6
Old  :     100.0:      32.5       50.0       14.5        1.4       10.3        4.8        4.6        9.2        3.5        1.0       14.1:     11.1       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  :       137:        51         56         15          7         17         15         12         17         13         10         26:
Old  :       137:        51         56         15          7         17         15         12         17         13         10         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       24.1       35.8       36.7       12.1       13.6       16.5       18.1
Old  :                 24.0       24.1       35.8       36.7       12.1       13.6       16.5       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 - Options and Futures Combined, 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  :   267,231:    83,436    131,562     36,622      4,213     27,244     13,602     10,912     24,993     10,408      2,291     39,706:   31,220    26,310
Old  :   267,231:    83,436    131,562     36,622      4,213     27,244     13,602     10,912     24,993     10,408      2,291     39,706:   31,220    26,310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :     3,036:     5,690      2,121        -64         10        861        292      2,482     -1,620        -24       -456          5:   -2,104      -368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       49.2       13.7        1.6       10.2        5.1        4.1        9.4        3.9        0.9       14.9:     11.7       9.8
Old  :     100.0:      31.2       49.2       13.7        1.6       10.2        5.1        4.1        9.4        3.9        0.9       14.9:     11.7       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  :       132:        47         52         14          7         16         12         14         16         16          8         28:
Old  :       132:        47         52         14          7         16         12         14         16         16          8         28:
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       25.1       36.0       38.0       11.9       13.4       16.4       18.3
Old  :                 23.5       25.1       36.0       38.0       11.9       13.4       16.4       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 - Options and Futures Combined, 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  :   264,194:    77,746    129,441     36,687      4,202     26,383     13,310      8,430     26,613     10,432      2,748     39,701:   33,324    26,678
Old  :   264,194:    77,746    129,441     36,687      4,202     26,383     13,310      8,430     26,613     10,432      2,748     39,701:   33,324    26,678
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :     1,648:     2,226      9,027     -1,435     -1,987     -2,430       -119     -4,015       -167        475       -343      1,188:    1,909       375
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       49.0       13.9        1.6       10.0        5.0        3.2       10.1        3.9        1.0       15.0:     12.6      10.1
Old  :     100.0:      29.4       49.0       13.9        1.6       10.0        5.0        3.2       10.1        3.9        1.0       15.0:     12.6      10.1
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  :       129:        42         50         14          7         19         15         11         15         13         11         27:
Old  :       129:        42         50         14          7         19         15         11         15         13         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  :                 23.3       25.0       35.7       37.9       11.6       13.4       16.3       17.8
Old  :                 23.3       25.0       35.7       37.9       11.6       13.4       16.3       17.8
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 - Options and Futures Combined, 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  :   262,547:    75,520    120,414     38,121      6,189     28,813     13,428     12,445     26,779      9,957      3,091     38,513:   31,415    26,303
Old  :   262,547:    75,520    120,414     38,121      6,189     28,813     13,428     12,445     26,779      9,957      3,091     38,513:   31,415    26,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :     1,609:     2,653      4,344       -132       -223      1,230      1,108      1,449       -957        841       -967       -677:   -2,457    -2,589
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       45.9       14.5        2.4       11.0        5.1        4.7       10.2        3.8        1.2       14.7:     12.0      10.0
Old  :     100.0:      28.8       45.9       14.5        2.4       11.0        5.1        4.7       10.2        3.8        1.2       14.7:     12.0      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  :       125:        46         48         14          7         19         17         10         17         11         12         25:
Old  :       125:        46         48         14          7         19         17         10         17         11         12         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  :                 23.6       23.1       35.6       35.7       12.1       11.2       17.0       16.3
Old  :                 23.6       23.1       35.6       35.7       12.1       11.2       17.0       16.3
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 - Options and Futures Combined, 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  :   260,938:    72,867    116,070     38,254      6,412     27,583     12,320     10,996     27,736      9,116      4,058     39,191:   33,872    28,892
Old  :   260,938:    72,867    116,070     38,254      6,412     27,583     12,320     10,996     27,736      9,116      4,058     39,191:   33,872    28,892
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :     5,046:    -1,014      2,084     -1,944       -730        154      1,142        440        402        331       -199      2,008:    3,967       888
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       44.5       14.7        2.5       10.6        4.7        4.2       10.6        3.5        1.6       15.0:     13.0      11.1
Old  :     100.0:      27.9       44.5       14.7        2.5       10.6        4.7        4.2       10.6        3.5        1.6       15.0:     13.0      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  :       121:        41         45         14          6         17         13         10         16         14         11         27:
Old  :       121:        41         45         14          6         17         13         10         16         14         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  :                 23.1       22.4       34.5       34.5       12.2       11.6       17.6       16.3
Old  :                 23.1       22.4       34.5       34.5       12.2       11.6       17.6       16.3
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 - Options and Futures Combined, 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  :   255,892:    73,881    113,986     40,198      7,142     27,429     11,178     10,556     27,334      8,785      4,257     37,183:   29,905    28,005
Old  :   255,892:    73,881    113,986     40,198      7,142     27,429     11,178     10,556     27,334      8,785      4,257     37,183:   29,905    28,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :     9,709:     6,482      2,811      4,435        843     -1,470     -2,536        365        923      2,233        715      4,731:   -5,089       790
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       44.5       15.7        2.8       10.7        4.4        4.1       10.7        3.4        1.7       14.5:     11.7      10.9
Old  :     100.0:      28.9       44.5       15.7        2.8       10.7        4.4        4.1       10.7        3.4        1.7       14.5:     11.7      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  :       118:        38         42         14          7         17         13         10         16         11         13         26:
Old  :       118:        38         42         14          7         17         13         10         16         11         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  :                 23.7       21.9       34.5       34.2       12.5       11.8       17.6       17.1
Old  :                 23.7       21.9       34.5       34.2       12.5       11.8       17.6       17.1
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 - Options and Futures Combined, 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  :   246,183:    67,399    111,175     35,763      6,299     28,898     13,714     10,191     26,411      6,552      3,542     32,451:   34,994    27,215
Old  :   246,183:    67,399    111,175     35,763      6,299     28,898     13,714     10,191     26,411      6,552      3,542     32,451:   34,994    27,215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :     7,150:     8,177      4,783     -1,084      2,200     -2,864      1,534      1,910     -2,356      1,563        561      1,916:      264     1,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       45.2       14.5        2.6       11.7        5.6        4.1       10.7        2.7        1.4       13.2:     14.2      11.1
Old  :     100.0:      27.4       45.2       14.5        2.6       11.7        5.6        4.1       10.7        2.7        1.4       13.2:     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  :       118:        37         42         14          6         15         16         12         19         11         12         21:
Old  :       118:        37         42         14          6         15         16         12         19         11         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  :                 23.9       23.2       34.4       35.2       12.1       12.0       17.4       17.2
Old  :                 23.9       23.2       34.4       35.2       12.1       12.0       17.4       17.2
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 - Options and Futures Combined, 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  :   239,033:    59,222    106,393     36,847      4,099     31,762     12,180      8,281     28,768      4,990      2,981     30,535:   34,730    26,214
Old  :   239,033:    59,222    106,393     36,847      4,099     31,762     12,180      8,281     28,768      4,990      2,981     30,535:   34,730    26,214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -21,235:    -8,778     -3,600      5,863        714     -5,052       -605        716       -628     -2,230     -1,818     -9,036:     -769    -2,531
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       44.5       15.4        1.7       13.3        5.1        3.5       12.0        2.1        1.2       12.8:     14.5      11.0
Old  :     100.0:      24.8       44.5       15.4        1.7       13.3        5.1        3.5       12.0        2.1        1.2       12.8:     14.5      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  :       117:        36         40         14          6         15         15         13         15         11          9         21:
Old  :       117:        36         40         14          6         15         15         13         15         11          9         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  :                 25.0       25.2       35.1       37.0       11.8       13.1       17.6       18.3
Old  :                 25.0       25.2       35.1       37.0       11.8       13.1       17.6       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 - Options and Futures Combined, 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  :   260,269:    68,000    109,993     30,984      3,385     36,814     12,785      7,565     29,396      7,220      4,799     39,571:   35,499    28,745
Old  :   260,269:    68,000    109,993     30,984      3,385     36,814     12,785      7,565     29,396      7,220      4,799     39,571:   35,499    28,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :       603:     2,384        980        173     -1,632        155     -5,576     -2,403        685       -507         73      2,897:      391      -152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       42.3       11.9        1.3       14.1        4.9        2.9       11.3        2.8        1.8       15.2:     13.6      11.0
Old  :     100.0:      26.1       42.3       11.9        1.3       14.1        4.9        2.9       11.3        2.8        1.8       15.2:     13.6      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  :       124:        42         45         14          5         17         14         12         15         13         12         27:
Old  :       124:        42         45         14          5         17         14         12         15         13         12         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  :                 23.0       25.7       32.6       36.5        8.8       12.0       14.1       16.3
Old  :                 23.0       25.7       32.6       36.5        8.8       12.0       14.1       16.3
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 - Options and Futures Combined, 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  :   259,666:    65,615    109,013     30,811      5,018     36,659     18,361      9,968     28,711      7,727      4,726     36,674:   35,108    28,897
Old  :   259,666:    65,615    109,013     30,811      5,018     36,659     18,361      9,968     28,711      7,727      4,726     36,674:   35,108    28,897
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 9, 2008                                                                :
     :     5,018:     8,029       -352     -4,129      1,038       -727      2,178        -51     -1,113        306      1,276      2,783:   -2,310     2,163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.3       42.0       11.9        1.9       14.1        7.1        3.8       11.1        3.0        1.8       14.1:     13.5      11.1
Old  :     100.0:      25.3       42.0       11.9        1.9       14.1        7.1        3.8       11.1        3.0        1.8       14.1:     13.5      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  :       125:        40         43         14          6         16         20         11         19         14         11         24:
Old  :       125:        40         43         14          6         16         20         11         19         14         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  :                 21.9       25.6       31.2       35.7        8.4       12.2       13.8       16.8
Old  :                 21.9       25.6       31.2       35.7        8.4       12.2       13.8       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 - Options and Futures Combined, 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  :   254,648:    57,586    109,365     34,939      3,980     37,386     16,183     10,019     29,824      7,421      3,450     33,890:   37,418    26,734
Old  :   254,648:    57,586    109,365     34,939      3,980     37,386     16,183     10,019     29,824      7,421      3,450     33,890:   37,418    26,734
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 2, 2008                                                                :
     :       605:        72      1,750        899        326        169        676        227      1,230     -1,284         99      2,956:   -4,113    -6,152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       42.9       13.7        1.6       14.7        6.4        3.9       11.7        2.9        1.4       13.3:     14.7      10.5
Old  :     100.0:      22.6       42.9       13.7        1.6       14.7        6.4        3.9       11.7        2.9        1.4       13.3:     14.7      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  :       121:        39         45         14          6         15         15         14         20         13         11         23:
Old  :       121:        39         45         14          6         15         15         14         20         13         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  :                 21.9       27.2       32.3       37.2        9.8       13.4       16.0       17.8
Old  :                 21.9       27.2       32.3       37.2        9.8       13.4       16.0       17.8
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 - Options and Futures Combined, 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  :   254,043:    57,514    107,615     34,041      3,654     37,217     15,508      9,792     28,594      8,705      3,351     30,934:   41,531    32,886
Old  :   254,043:    57,514    107,615     34,041      3,654     37,217     15,508      9,792     28,594      8,705      3,351     30,934:   41,531    32,886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 26, 2008                                                                  :
     :    -7,365:    -2,956     -1,748       -780       -349     -3,418      1,265       -209     -3,042     -1,270       -475        384:    2,451     1,493
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       42.4       13.4        1.4       14.6        6.1        3.9       11.3        3.4        1.3       12.2:     16.3      12.9
Old  :     100.0:      22.6       42.4       13.4        1.4       14.6        6.1        3.9       11.3        3.4        1.3       12.2:     16.3      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  :       117:        38         45         12          5         13         17         11         18         15         10         22:
Old  :       117:        38         45         12          5         13         17         11         18         15         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  :                 21.9       28.1       33.0       37.8       10.8       13.5       16.6       17.5
Old  :                 21.9       28.1       33.0       37.8       10.8       13.5       16.6       17.5
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 - Options and Futures Combined, 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  :   261,409:    60,471    109,363     34,820      4,003     40,635     14,242     10,002     31,635      9,975      3,826     30,550:   39,079    31,394
Old  :   261,409:    60,471    109,363     34,820      4,003     40,635     14,242     10,002     31,635      9,975      3,826     30,550:   39,079    31,394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 19, 2008                                                                  :
     :    -7,426:     2,707       -487       -742       -240       -213       -701       -264         11     -1,227        929     -7,016:     -245      -146
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       41.8       13.3        1.5       15.5        5.4        3.8       12.1        3.8        1.5       11.7:     14.9      12.0
Old  :     100.0:      23.1       41.8       13.3        1.5       15.5        5.4        3.8       12.1        3.8        1.5       11.7:     14.9      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  :       124:        41         48         13          5         15         16         11         19         17         10         22:
Old  :       124:        41         48         13          5         15         16         11         19         17         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  :                 22.0       27.9       33.2       37.4       11.4       13.5       17.1       18.0
Old  :                 22.0       27.9       33.2       37.4       11.4       13.5       17.1       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 - Options and Futures Combined, 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  :   268,835:    57,764    109,850     35,562      4,243     40,849     14,944     10,266     31,624     11,202      2,897     37,566:   39,325    31,539
Old  :   268,835:    57,764    109,850     35,562      4,243     40,849     14,944     10,266     31,624     11,202      2,897     37,566:   39,325    31,539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 12, 2008                                                                  :
     :       331:    -1,279      1,683        304     -1,033      2,436     -2,928     -4,091     -1,804         54       -218      2,796:      754       564
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.5       40.9       13.2        1.6       15.2        5.6        3.8       11.8        4.2        1.1       14.0:     14.6      11.7
Old  :     100.0:      21.5       40.9       13.2        1.6       15.2        5.6        3.8       11.8        4.2        1.1       14.0:     14.6      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  :       124:        39         46         12          6         14         17         11         18         18          9         24:
Old  :       124:        39         46         12          6         14         17         11         18         18          9         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  :                 22.0       30.1       34.0       39.7       11.5       14.7       16.8       18.9
Old  :                 22.0       30.1       34.0       39.7       11.5       14.7       16.8       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 - Options and Futures Combined, 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  :   268,504:    59,043    108,167     35,258      5,277     38,413     17,872     14,358     33,428     11,148      3,116     34,770:   38,571    30,976
Old  :   268,504:    59,043    108,167     35,258      5,277     38,413     17,872     14,358     33,428     11,148      3,116     34,770:   38,571    30,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2008                                                                   :
     :    -1,785:    -5,699     -3,571        275       -889        486         95        866       -862      1,030       -533       -109:    2,999     2,826
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.0       40.3       13.1        2.0       14.3        6.7        5.3       12.4        4.2        1.2       12.9:     14.4      11.5
Old  :     100.0:      22.0       40.3       13.1        2.0       14.3        6.7        5.3       12.4        4.2        1.2       12.9:     14.4      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  :       131:        37         45         12          6         16         19         14         19         17         10         23:
Old  :       131:        37         45         12          6         16         19         14         19         17         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  :                 21.6       29.8       33.5       39.5       11.6       14.1       17.4       18.6
Old  :                 21.6       29.8       33.5       39.5       11.6       14.1       17.4       18.6
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 - Options and Futures Combined, 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  :   270,289:    64,743    111,737     34,983      6,166     37,927     17,777     13,491     34,290     10,118      3,648     34,879:   35,572    28,150
Old  :   270,289:    64,743    111,737     34,983      6,166     37,927     17,777     13,491     34,290     10,118      3,648     34,879:   35,572    28,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 29, 2008                                                                    :
     :      -201:    -5,033     -5,413      2,116      1,591       -658      2,009        423      5,047       -128       -118       -118:   -3,434      -955
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       41.3       12.9        2.3       14.0        6.6        5.0       12.7        3.7        1.3       12.9:     13.2      10.4
Old  :     100.0:      24.0       41.3       12.9        2.3       14.0        6.6        5.0       12.7        3.7        1.3       12.9:     13.2      10.4
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  :       133:        36         43         12          7         16         19         14         18         17         11         28:
Old  :       133:        36         43         12          7         16         19         14         18         17         11         28:
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  :                 21.1       30.1       33.2       39.8       12.2       15.4       17.8       19.4
Old  :                 21.1       30.1       33.2       39.8       12.2       15.4       17.8       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 - Options and Futures Combined, 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  :   270,490:    69,776    117,150     32,868      4,575     38,586     15,768     13,069     29,243     10,247      3,766     34,997:   39,006    29,105
Old  :   270,490:    69,776    117,150     32,868      4,575     38,586     15,768     13,069     29,243     10,247      3,766     34,997:   39,006    29,105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 22, 2008                                                                    :
     :   -10,046:    -4,546     -3,886       -993       -542       -680         16        386      2,321        267     -1,040     -5,609:     -823      -996
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       43.3       12.2        1.7       14.3        5.8        4.8       10.8        3.8        1.4       12.9:     14.4      10.8
Old  :     100.0:      25.8       43.3       12.2        1.7       14.3        5.8        4.8       10.8        3.8        1.4       12.9:     14.4      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  :       133:        40         46         13          6         16         18         13         17         18         10         25:
Old  :       133:        40         46         13          6         16         18         13         17         18         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  :                 20.3       30.2       32.5       39.8       11.4       15.1       17.2       18.8
Old  :                 20.3       30.2       32.5       39.8       11.4       15.1       17.2       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 - Options and Futures Combined, 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  :   280,537:    74,321    121,036     33,861      5,117     39,265     15,752     12,682     26,922      9,979      4,806     40,607:   39,829    30,101
Old  :   280,537:    74,321    121,036     33,861      5,117     39,265     15,752     12,682     26,922      9,979      4,806     40,607:   39,829    30,101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2008                                                                    :
     :    -2,231:    -1,950     -4,611        581      1,447     -3,065     -4,174     -1,681        738        380       -546      4,141:    1,117     1,347
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       43.1       12.1        1.8       14.0        5.6        4.5        9.6        3.6        1.7       14.5:     14.2      10.7
Old  :     100.0:      26.5       43.1       12.1        1.8       14.0        5.6        4.5        9.6        3.6        1.7       14.5:     14.2      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  :       133:        46         49         13          6         16         18         11         16         19          9         27:
Old  :       133:        46         49         13          6         16         18         11         16         19          9         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  :                 20.0       29.6       32.3       40.3       10.8       14.6       16.5       18.7
Old  :                 20.0       29.6       32.3       40.3       10.8       14.6       16.5       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 - Options and Futures Combined, 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  :   282,767:    76,272    125,647     33,280      3,670     42,330     19,926     14,363     26,184      9,599      5,353     36,466:   38,712    28,755
Old  :   282,767:    76,272    125,647     33,280      3,670     42,330     19,926     14,363     26,184      9,599      5,353     36,466:   38,712    28,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 8, 2008                                                                     :
     :    18,837:    -1,217       -858        630       -558      8,580      2,093      2,451      3,502        336        -94      3,142:    1,771     2,672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.0       44.4       11.8        1.3       15.0        7.0        5.1        9.3        3.4        1.9       12.9:     13.7      10.2
Old  :     100.0:      27.0       44.4       11.8        1.3       15.0        7.0        5.1        9.3        3.4        1.9       12.9:     13.7      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  :       134:        45         49         15          4         16         21         12         16         17         10         26:
Old  :       134:        45         49         15          4         16         21         12         16         17         10         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  :                 19.2       28.8       30.6       39.3       10.2       14.8       15.5       19.1
Old  :                 19.2       28.8       30.6       39.3       10.2       14.8       15.5       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 - Options and Futures Combined, 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  :   263,930:    77,488    126,505     32,650      4,228     33,750     17,833     11,913     22,682      9,263      5,446     33,324:   36,941    26,083
Old  :   263,930:    77,488    126,505     32,650      4,228     33,750     17,833     11,913     22,682      9,263      5,446     33,324:   36,941    26,083
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 1, 2008                                                                     :
     :    -2,587:     1,396     -2,525        381        230        -95     -3,682        293       -343       -138     -1,221      1,294:   -1,400      -221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       47.9       12.4        1.6       12.8        6.8        4.5        8.6        3.5        2.1       12.6:     14.0       9.9
Old  :     100.0:      29.4       47.9       12.4        1.6       12.8        6.8        4.5        8.6        3.5        2.1       12.6:     14.0       9.9
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  :       133:        46         52         15          4         16         21          9         15         14         10         24:
Old  :       133:        46         52         15          4         16         21          9         15         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  :                 17.5       27.7       29.2       37.9       10.7       14.5       16.5       19.0
Old  :                 17.5       27.7       29.2       37.9       10.7       14.5       16.5       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 - Options and Futures Combined, 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  :   266,517:    76,092    129,030     32,269      3,997     33,845     21,515     11,619     23,025      9,400      6,667     32,030:   38,341    26,304
Old  :   266,517:    76,092    129,030     32,269      3,997     33,845     21,515     11,619     23,025      9,400      6,667     32,030:   38,341    26,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 24, 2008                                                                    :
     :   -11,919:    -8,352     -4,729      1,399        897     -2,049      2,456        -66       -101        602        820     -5,173:     -701    -1,517
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       48.4       12.1        1.5       12.7        8.1        4.4        8.6        3.5        2.5       12.0:     14.4       9.9
Old  :     100.0:      28.6       48.4       12.1        1.5       12.7        8.1        4.4        8.6        3.5        2.5       12.0:     14.4       9.9
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:        42         50         14          5         15         21         10         15         14         12         23:
Old  :       130:        42         50         14          5         15         21         10         15         14         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  :                 17.3       26.9       28.6       37.7       10.1       14.7       16.0       19.5
Old  :                 17.3       26.9       28.6       37.7       10.1       14.7       16.0       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 - Options and Futures Combined, 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  :   278,436:    84,444    133,759     30,869      3,101     35,894     19,059     11,685     23,126      8,799      5,847     37,203:   39,042    27,820
Old  :   278,436:    84,444    133,759     30,869      3,101     35,894     19,059     11,685     23,126      8,799      5,847     37,203:   39,042    27,820
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 17, 2008                                                                    :
     :     9,518:     6,558      6,150       -924          8      3,100       -467       -425       -188        583        586       -251:    1,108       538
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       48.0       11.1        1.1       12.9        6.8        4.2        8.3        3.2        2.1       13.4:     14.0      10.0
Old  :     100.0:      30.3       48.0       11.1        1.1       12.9        6.8        4.2        8.3        3.2        2.1       13.4:     14.0      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  :       133:        43         49         16          .         15         20         10         16         14         12         26:
Old  :       133:        43         49         16          .         15         20         10         16         14         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  :                 17.1       26.5       29.3       37.9        9.1       14.7       14.3       18.8
Old  :                 17.1       26.5       29.3       37.9        9.1       14.7       14.3       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 - Options and Futures Combined, 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  :   268,918:    77,886    127,609     31,794      3,092     32,795     19,526     12,110     23,314      8,216      5,261     37,454:   37,934    27,282
Old  :   268,918:    77,886    127,609     31,794      3,092     32,795     19,526     12,110     23,314      8,216      5,261     37,454:   37,934    27,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 10, 2008                                                                    :
     :     4,391:     2,358       -688     -3,059        393      3,791     -1,262        142        901        -28       -776       -438:    2,129     1,066
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       47.5       11.8        1.1       12.2        7.3        4.5        8.7        3.1        2.0       13.9:     14.1      10.1
Old  :     100.0:      29.0       47.5       11.8        1.1       12.2        7.3        4.5        8.7        3.1        2.0       13.9:     14.1      10.1
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  :       134:        45         50         15          4         15         19         12         18         13         10         25:
Old  :       134:        45         50         15          4         15         19         12         18         13         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  :                 17.4       27.4       28.5       38.6        8.6       15.0       14.2       19.3
Old  :                 17.4       27.4       28.5       38.6        8.6       15.0       14.2       19.3
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 - Options and Futures Combined, 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  :   264,526:    75,528    128,297     34,852      2,700     29,003     20,788     11,968     22,414      8,244      6,037     37,892:   35,805    26,215
Old  :   264,526:    75,528    128,297     34,852      2,700     29,003     20,788     11,968     22,414      8,244      6,037     37,892:   35,805    26,215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 3, 2008                                                                     :
     :    11,621:     7,215      7,546        754        237        -75     -1,306     -1,818      2,592        568        296      2,186:     -312       658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       48.5       13.2        1.0       11.0        7.9        4.5        8.5        3.1        2.3       14.3:     13.5       9.9
Old  :     100.0:      28.6       48.5       13.2        1.0       11.0        7.9        4.5        8.5        3.1        2.3       14.3:     13.5       9.9
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:        45         53         16          .         15         21         11         18         14          9         24:
Old  :       136:        45         53         16          .         15         21         11         18         14          9         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  :                 17.0       26.4       28.3       38.0        9.0       15.0       14.9       19.2
Old  :                 17.0       26.4       28.3       38.0        9.0       15.0       14.9       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 - Options and Futures Combined, 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  :   252,906:    68,313    120,751     34,098      2,463     29,079     22,094     13,787     19,822      7,676      5,741     35,706:   36,117    25,558
Old  :   252,906:    68,313    120,751     34,098      2,463     29,079     22,094     13,787     19,822      7,676      5,741     35,706:   36,117    25,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2008                                                                     :
     :    -3,245:     3,468       -128     -5,052       -239       -186     -1,615         77        114     -1,345     -1,286      3,244:   -1,872    -4,840
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.0       47.7       13.5        1.0       11.5        8.7        5.5        7.8        3.0        2.3       14.1:     14.3      10.1
Old  :     100.0:      27.0       47.7       13.5        1.0       11.5        8.7        5.5        7.8        3.0        2.3       14.1:     14.3      10.1
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         49         16          .         15         24         13         16         12         11         24:
Old  :       139:        41         49         16          .         15         24         13         16         12         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  :                 16.8       26.3       28.6       38.1        9.2       15.8       15.4       20.2
Old  :                 16.8       26.3       28.6       38.1        9.2       15.8       15.4       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 - Options and Futures Combined, 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  :   256,150:    64,845    120,879     39,150      2,702     29,265     23,709     13,710     19,708      9,021      7,027     32,462:   37,989    30,398
Old  :   256,150:    64,845    120,879     39,150      2,702     29,265     23,709     13,710     19,708      9,021      7,027     32,462:   37,989    30,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 20, 2008                                                                     :
     :   -27,077:    -8,543    -17,613     -5,321       -575      1,587     -3,340       -305     -2,447      1,472      1,144     -9,372:   -1,112       504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.3       47.2       15.3        1.1       11.4        9.3        5.4        7.7        3.5        2.7       12.7:     14.8      11.9
Old  :     100.0:      25.3       47.2       15.3        1.1       11.4        9.3        5.4        7.7        3.5        2.7       12.7:     14.8      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  :       139:        43         48         18          .         17         26         13         17         14          9         23:
Old  :       139:        43         48         18          .         17         26         13         17         14          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  :                 18.1       26.6       29.4       38.0        8.4       14.9       14.9       19.3
Old  :                 18.1       26.6       29.4       38.0        8.4       14.9       14.9       19.3
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 - Options and Futures Combined, 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  :   283,227:    73,388    138,492     44,471      3,277     27,678     27,050     14,015     22,155      7,549      5,882     41,834:   39,102    29,893
Old  :   283,227:    73,388    138,492     44,471      3,277     27,678     27,050     14,015     22,155      7,549      5,882     41,834:   39,102    29,893
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 13, 2008                                                                     :
     :    -5,006:    -7,527     -8,247     -1,463        503      1,019     -2,729     -2,178      1,307         45        424      2,262:    2,079       -98
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.9       48.9       15.7        1.2        9.8        9.6        4.9        7.8        2.7        2.1       14.8:     13.8      10.6
Old  :     100.0:      25.9       48.9       15.7        1.2        9.8        9.6        4.9        7.8        2.7        2.1       14.8:     13.8      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  :       144:        40         49         18          4         18         26         14         18         13         13         22:
Old  :       144:        40         49         18          4         18         26         14         18         13         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  :                 18.0       25.3       29.3       37.1        9.8       14.7       16.0       18.8
Old  :                 18.0       25.3       29.3       37.1        9.8       14.7       16.0       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 - Options and Futures Combined, 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  :   288,233:    80,916    146,739     45,934      2,774     26,659     29,779     16,193     20,848      7,504      5,458     39,571:   37,022    29,991
Old  :   288,233:    80,916    146,739     45,934      2,774     26,659     29,779     16,193     20,848      7,504      5,458     39,571:   37,022    29,991
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 6, 2008                                                                      :
     :    14,765:     3,334      4,642       -815        183      3,385     -3,721     -4,622      3,571      1,052        881      4,957:    3,001     1,768
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.1       50.9       15.9        1.0        9.2       10.3        5.6        7.2        2.6        1.9       13.7:     12.8      10.4
Old  :     100.0:      28.1       50.9       15.9        1.0        9.2       10.3        5.6        7.2        2.6        1.9       13.7:     12.8      10.4
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  :       150:        44         53         18          4         18         28         16         19         13         10         23:
Old  :       150:        44         53         18          4         18         28         16         19         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  :                 17.3       24.7       27.8       36.4        9.7       16.0       16.1       20.3
Old  :                 17.3       24.7       27.8       36.4        9.7       16.0       16.1       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 - Options and Futures Combined, 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  :   273,468:    77,582    142,097     46,749      2,591     23,274     33,500     20,816     17,277      6,452      4,577     34,614:   34,021    28,223
Old  :   273,468:    77,582    142,097     46,749      2,591     23,274     33,500     20,816     17,277      6,452      4,577     34,614:   34,021    28,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 29, 2008                                                                   :
     :     5,886:     6,885      1,522       -349        447        290     -1,732      3,985     -1,338       -246       -324      2,696:     -321    -1,391
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       52.0       17.1        0.9        8.5       12.3        7.6        6.3        2.4        1.7       12.7:     12.4      10.3
Old  :     100.0:      28.4       52.0       17.1        0.9        8.5       12.3        7.6        6.3        2.4        1.7       12.7:     12.4      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  :       147:        44         51         17          5         18         29         15         17         11         12         22:
Old  :       147:        44         51         17          5         18         29         15         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  :                 16.5       23.9       26.2       35.9       10.7       16.4       17.3       22.7
Old  :                 16.5       23.9       26.2       35.9       10.7       16.4       17.3       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 - Options and Futures Combined, 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  :   267,582:    70,697    140,575     47,097      2,144     22,984     35,232     16,831     18,614      6,698      4,901     31,917:   34,342    29,614
Old  :   267,582:    70,697    140,575     47,097      2,144     22,984     35,232     16,831     18,614      6,698      4,901     31,917:   34,342    29,614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 22, 2008                                                                   :
     :   -17,271:    -6,054    -13,033        190        191     -2,472       -508      3,800     -1,027       -744        151     -5,114:   -1,542       234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.4       52.5       17.6        0.8        8.6       13.2        6.3        7.0        2.5        1.8       11.9:     12.8      11.1
Old  :     100.0:      26.4       52.5       17.6        0.8        8.6       13.2        6.3        7.0        2.5        1.8       11.9:     12.8      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  :       153:        46         56         18          4         18         33         12         15         14         10         22:
Old  :       153:        46         56         18          4         18         33         12         15         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  :                 16.5       22.9       26.8       34.3       10.7       14.4       16.6       21.1
Old  :                 16.5       22.9       26.8       34.3       10.7       14.4       16.6       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 - Options and Futures Combined, 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  :   284,853:    76,751    153,609     46,907      1,953     25,457     35,740     13,031     19,641      7,441      4,751     37,031:   35,884    29,380
Old  :   284,853:    76,751    153,609     46,907      1,953     25,457     35,740     13,031     19,641      7,441      4,751     37,031:   35,884    29,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 15, 2008                                                                   :
     :    10,063:     1,473      2,606      1,891        120      1,452     -1,146        181      1,253     -1,557        267      6,677:       20    -2,493
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       53.9       16.5        0.7        8.9       12.5        4.6        6.9        2.6        1.7       13.0:     12.6      10.3
Old  :     100.0:      26.9       53.9       16.5        0.7        8.9       12.5        4.6        6.9        2.6        1.7       13.0:     12.6      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  :       155:        45         56         20          .         19         34         11         16         14         11         24:
Old  :       155:        45         56         20          .         19         34         11         16         14         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  :                 16.5       22.3       27.3       34.3       10.7       15.1       16.2       20.0
Old  :                 16.5       22.3       27.3       34.3       10.7       15.1       16.2       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 - Options and Futures Combined, 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  :   274,791:    75,278    151,003     45,016      1,833     24,005     36,886     12,851     18,389      8,998      4,484     30,355:   35,864    31,872
Old  :   274,791:    75,278    151,003     45,016      1,833     24,005     36,886     12,851     18,389      8,998      4,484     30,355:   35,864    31,872
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 8, 2008                                                                    :
     :    12,854:       195      1,282      2,341       -674      2,408      1,528        516      2,500        631       -830      3,188:       64     4,464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       55.0       16.4        0.7        8.7       13.4        4.7        6.7        3.3        1.6       11.0:     13.1      11.6
Old  :     100.0:      27.4       55.0       16.4        0.7        8.7       13.4        4.7        6.7        3.3        1.6       11.0:     13.1      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  :       152:        42         57         20          .         20         35         11         16         14          9         17:
Old  :       152:        42         57         20          .         20         35         11         16         14          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  :                 16.4       23.0       27.9       34.9       10.7       15.7       16.4       21.0
Old  :                 16.4       23.0       27.9       34.9       10.7       15.7       16.4       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 - Options and Futures Combined, 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  :   261,937:    75,083    149,721     42,675      2,507     21,597     35,358     12,334     15,889      8,367      5,313     27,167:   35,800    27,408
Old  :   261,937:    75,083    149,721     42,675      2,507     21,597     35,358     12,334     15,889      8,367      5,313     27,167:   35,800    27,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 1, 2008                                                                    :
     :     6,208:    -1,708      5,035      1,002       -266     -1,216      3,441     -1,106     -1,905      1,028      1,157      4,201:    1,365       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       57.2       16.3        1.0        8.2       13.5        4.7        6.1        3.2        2.0       10.4:     13.7      10.5
Old  :     100.0:      28.7       57.2       16.3        1.0        8.2       13.5        4.7        6.1        3.2        2.0       10.4:     13.7      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  :       153:        42         59         17          .         19         34         11         18         14         11         20:
Old  :       153:        42         59         17          .         19         34         11         18         14         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  :                 16.1       22.9       26.8       34.4       10.4       15.4       16.8       20.9
Old  :                 16.1       22.9       26.8       34.4       10.4       15.4       16.8       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 - Options and Futures Combined, 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  :   255,728:    76,791    144,686     41,673      2,773     22,813     31,918     13,441     17,794      7,340      4,157     22,965:   34,435    27,100
Old  :   255,728:    76,791    144,686     41,673      2,773     22,813     31,918     13,441     17,794      7,340      4,157     22,965:   34,435    27,100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 25, 2008                                                                   :
     :   -14,441:    -5,478     -4,235       -317       -385     -1,091        287     -1,635        247     -1,101      1,732     -6,470:     -518    -2,603
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       56.6       16.3        1.1        8.9       12.5        5.3        7.0        2.9        1.6        9.0:     13.5      10.6
Old  :     100.0:      30.0       56.6       16.3        1.1        8.9       12.5        5.3        7.0        2.9        1.6        9.0:     13.5      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:        46         62         17          .         18         33         13         17         13          9         15:
Old  :       153:        46         62         17          .         18         33         13         17         13          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  :                 17.0       22.6       27.8       35.3       11.0       15.2       16.9       20.7
Old  :                 17.0       22.6       27.8       35.3       11.0       15.2       16.9       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 - Options and Futures Combined, 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  :   270,169:    82,269    148,921     41,991      3,158     23,904     31,630     15,076     17,547      8,441      2,424     29,435:   34,953    29,703
Old  :   270,169:    82,269    148,921     41,991      3,158     23,904     31,630     15,076     17,547      8,441      2,424     29,435:   34,953    29,703
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 18, 2008                                                                   :
     :    -3,763:     1,396     -1,888      1,486     -1,181      1,309     -4,704     -3,230       -984       -460         37        268:   -2,074     1,906
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       55.1       15.5        1.2        8.8       11.7        5.6        6.5        3.1        0.9       10.9:     12.9      11.0
Old  :     100.0:      30.5       55.1       15.5        1.2        8.8       11.7        5.6        6.5        3.1        0.9       10.9:     12.9      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  :       148:        51         60         19          .         20         31         13         16         14          6         14:
Old  :       148:        51         60         19          .         20         31         13         16         14          6         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  :                 16.7       21.8       28.2       36.2       10.0       13.7       16.0       19.3
Old  :                 16.7       21.8       28.2       36.2       10.0       13.7       16.0       19.3
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 - Options and Futures Combined, 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  :   273,932:    80,873    150,810     40,505      4,339     22,595     36,335     18,305     18,531      8,901      2,387     29,167:   37,026    27,797
Old  :   273,932:    80,873    150,810     40,505      4,339     22,595     36,335     18,305     18,531      8,901      2,387     29,167:   37,026    27,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 11, 2008                                                                   :
     :     3,384:     5,448      3,565        672       -341      2,226     -4,765       -424     -3,937      1,269       -201      4,274:   -1,803    -1,779
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       55.1       14.8        1.6        8.2       13.3        6.7        6.8        3.2        0.9       10.6:     13.5      10.1
Old  :     100.0:      29.5       55.1       14.8        1.6        8.2       13.3        6.7        6.8        3.2        0.9       10.6:     13.5      10.1
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  :       150:        49         59         17          4         19         31         14         17         14          7         15:
Old  :       150:        49         59         17          4         19         31         14         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  :                 15.9       21.2       27.5       35.4       10.1       14.0       16.8       19.7
Old  :                 15.9       21.2       27.5       35.4       10.1       14.0       16.8       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 - Options and Futures Combined, 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  :   270,548:    75,424    147,244     39,833      4,680     20,369     41,100     18,729     22,468      7,632      2,589     24,893:   38,829    29,576
Old  :   270,548:    75,424    147,244     39,833      4,680     20,369     41,100     18,729     22,468      7,632      2,589     24,893:   38,829    29,576
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 4, 2008                                                                    :
     :    -1,991:    -3,056     -4,454         50        128     -1,892     -2,857     -1,443      2,672       -396        619      1,260:    2,228     1,119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       54.4       14.7        1.7        7.5       15.2        6.9        8.3        2.8        1.0        9.2:     14.4      10.9
Old  :     100.0:      27.9       54.4       14.7        1.7        7.5       15.2        6.9        8.3        2.8        1.0        9.2:     14.4      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  :       146:        46         57         14          .         15         37         12         19         11          7         13:
Old  :       146:        46         57         14          .         15         37         12         19         11          7         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  :                 16.3       21.0       28.2       34.1       11.8       12.9       18.7       19.6
Old  :                 16.3       21.0       28.2       34.1       11.8       12.9       18.7       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 - Options and Futures Combined, 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  :   272,539:    78,481    151,698     39,783      4,552     22,261     43,957     20,172     19,795      8,028      1,969     23,633:   36,601    28,457
Old  :   272,539:    78,481    151,698     39,783      4,552     22,261     43,957     20,172     19,795      8,028      1,969     23,633:   36,601    28,457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2008                                                                :
     :      -661:     1,205      4,392       -429     -1,022     -3,543        808       -959      1,251        -13        876      2,461:   -2,400    -4,117
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       55.7       14.6        1.7        8.2       16.1        7.4        7.3        2.9        0.7        8.7:     13.4      10.4
Old  :     100.0:      28.8       55.7       14.6        1.7        8.2       16.1        7.4        7.3        2.9        0.7        8.7:     13.4      10.4
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  :       143:        43         58         14          4         16         34         10         19         14          6         16:
Old  :       143:        43         58         14          4         16         34         10         19         14          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  :                 16.9       20.7       27.7       33.6       12.6       13.7       19.3       20.5
Old  :                 16.9       20.7       27.7       33.6       12.6       13.7       19.3       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 - Options and Futures Combined, 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  :   273,200:    77,276    147,306     40,212      5,574     25,804     43,149     21,132     18,544      8,041      1,094     21,172:   39,001    32,574
Old  :   273,200:    77,276    147,306     40,212      5,574     25,804     43,149     21,132     18,544      8,041      1,094     21,172:   39,001    32,574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2008                                                                :
     :    -3,444:    -2,776        809      1,403        737      1,890      3,658        982     -2,085       -523       -754     -6,851:    1,839     1,827
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       53.9       14.7        2.0        9.4       15.8        7.7        6.8        2.9        0.4        7.7:     14.3      11.9
Old  :     100.0:      28.3       53.9       14.7        2.0        9.4       15.8        7.7        6.8        2.9        0.4        7.7:     14.3      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  :       146:        46         58         14          7         20         37          9         16         14          5         15:
Old  :       146:        46         58         14          7         20         37          9         16         14          5         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  :                 16.9       20.8       27.9       32.7       12.5       13.8       18.4       19.8
Old  :                 16.9       20.8       27.9       32.7       12.5       13.8       18.4       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 - Options and Futures Combined, 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  :   276,644:    80,052    146,497     38,809      4,837     23,914     39,491     20,150     20,629      8,564      1,847     28,023:   37,162    30,747
Old  :   276,644:    80,052    146,497     38,809      4,837     23,914     39,491     20,150     20,629      8,564      1,847     28,023:   37,162    30,747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 12, 2008                                                                :
     :    22,249:     4,341     13,496     -3,079        -93      2,070     10,953        586      2,083      2,188        591      3,412:      282       104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       53.0       14.0        1.7        8.6       14.3        7.3        7.5        3.1        0.7       10.1:     13.4      11.1
Old  :     100.0:      28.9       53.0       14.0        1.7        8.6       14.3        7.3        7.5        3.1        0.7       10.1:     13.4      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  :       156:        49         60         15          4         17         37          9         18         18          9         23:
Old  :       156:        49         60         15          4         17         37          9         18         18          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  :                 17.8       21.4       28.6       32.9       12.0       12.6       17.3       18.7
Old  :                 17.8       21.4       28.6       32.9       12.0       12.6       17.3       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 - Options and Futures Combined, 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  :   254,395:    75,711    133,000     41,888      4,930     21,844     28,538     19,563     18,546      6,376      1,256     24,611:   36,880    30,644
Old  :   254,395:    75,711    133,000     41,888      4,930     21,844     28,538     19,563     18,546      6,376      1,256     24,611:   36,880    30,644
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 5, 2008                                                                 :
     :    31,960:    12,431     15,695     -3,997        567      3,983      6,453      4,329      3,491        924       -622      2,877:    5,797     1,640
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       52.3       16.5        1.9        8.6       11.2        7.7        7.3        2.5        0.5        9.7:     14.5      12.0
Old  :     100.0:      29.8       52.3       16.5        1.9        8.6       11.2        7.7        7.3        2.5        0.5        9.7:     14.5      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  :       144:        50         60         14          5         17         31          9         20         12         10         19:
Old  :       144:        50         60         14          5         17         31          9         20         12         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  :                 19.5       19.7       30.1       31.2       13.7       12.2       19.6       18.4
Old  :                 19.5       19.7       30.1       31.2       13.7       12.2       19.6       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 - Options and Futures Combined, 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  :   222,434:    63,280    117,305     45,885      4,363     17,861     22,085     15,234     15,055      5,451      1,878     21,733:   31,083    29,004
Old  :   222,434:    63,280    117,305     45,885      4,363     17,861     22,085     15,234     15,055      5,451      1,878     21,733:   31,083    29,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2008                                                                 :
     :    -7,672:       467     -5,361      3,493        468     -1,618     -1,931      4,424     -2,528     -3,560        191     -1,428:     -566    -1,819
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       52.7       20.6        2.0        8.0        9.9        6.8        6.8        2.5        0.8        9.8:     14.0      13.0
Old  :     100.0:      28.4       52.7       20.6        2.0        8.0        9.9        6.8        6.8        2.5        0.8        9.8:     14.0      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  :       137:        49         58         14          5         17         28          9         14          9         11         18:
Old  :       137:        49         58         14          5         17         28          9         14          9         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  :                 20.8       17.4       31.3       28.7       16.6       10.9       23.7       17.9
Old  :                 20.8       17.4       31.3       28.7       16.6       10.9       23.7       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 - Options and Futures Combined, 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  :   230,106:    62,813    122,666     42,392      3,895     19,480     24,016     10,811     17,583      9,011      1,687     23,162:   31,650    30,823
Old  :   230,106:    62,813    122,666     42,392      3,895     19,480     24,016     10,811     17,583      9,011      1,687     23,162:   31,650    30,823
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 22, 2008                                                                 :
     :    -8,858:    -3,482     -6,365     -2,014        -83        162      3,068      3,409     -5,201        575        136     -1,919:      -47     1,002
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       53.3       18.4        1.7        8.5       10.4        4.7        7.6        3.9        0.7       10.1:     13.8      13.4
Old  :     100.0:      27.3       53.3       18.4        1.7        8.5       10.4        4.7        7.6        3.9        0.7       10.1:     13.8      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  :       142:        53         59         12          5         16         30         10         17         14          8         19:
Old  :       142:        53         59         12          5         16         30         10         17         14          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  :                 19.3       15.9       30.2       27.1       16.1       10.0       22.1       15.6
Old  :                 19.3       15.9       30.2       27.1       16.1       10.0       22.1       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 - Options and Futures Combined, 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  :   238,964:    66,295    129,031     44,406      3,977     19,318     20,947      7,402     22,783      8,436      1,551     25,080:   31,696    29,821
Old  :   238,964:    66,295    129,031     44,406      3,977     19,318     20,947      7,402     22,783      8,436      1,551     25,080:   31,696    29,821
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 15, 2008                                                                 :
     :    -7,703:    -4,249    -11,011      2,222        212       -809     -4,173      1,373      2,629       -113       -501        -73:   -3,136       477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       54.0       18.6        1.7        8.1        8.8        3.1        9.5        3.5        0.6       10.5:     13.3      12.5
Old  :     100.0:      27.7       54.0       18.6        1.7        8.1        8.8        3.1        9.5        3.5        0.6       10.5:     13.3      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  :       144:        54         59         12          6         15         28          9         18         17          9         22:
Old  :       144:        54         59         12          6         15         28          9         18         17          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  :                 18.9       16.9       31.3       27.7       15.2        9.9       21.2       16.3
Old  :                 18.9       16.9       31.3       27.7       15.2        9.9       21.2       16.3
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 - Options and Futures Combined, 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  :   246,667:    70,545    140,041     42,185      3,766     20,127     25,121      6,029     20,154      8,550      2,052     25,153:   34,832    29,344
Old  :   246,667:    70,545    140,041     42,185      3,766     20,127     25,121      6,029     20,154      8,550      2,052     25,153:   34,832    29,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2008                                                                  :
     :     2,262:     7,827      3,259        617       -820        777     -6,737     -1,698      1,076     -2,039        143        -24:      765      -451
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       56.8       17.1        1.5        8.2       10.2        2.4        8.2        3.5        0.8       10.2:     14.1      11.9
Old  :     100.0:      28.6       56.8       17.1        1.5        8.2       10.2        2.4        8.2        3.5        0.8       10.2:     14.1      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  :       147:        54         61         13          4         14         31          7         17         17         10         21:
Old  :       147:        54         61         13          4         14         31          7         17         17         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  :                 19.8       17.9       31.5       29.2       13.7        9.9       19.3       16.1
Old  :                 19.8       17.9       31.5       29.2       13.7        9.9       19.3       16.1
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 - Options and Futures Combined, 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  :   244,404:    62,718    136,782     41,568      4,586     19,350     31,857      7,727     19,078     10,588      1,909     25,177:   34,067    29,795
Old  :   244,404:    62,718    136,782     41,568      4,586     19,350     31,857      7,727     19,078     10,588      1,909     25,177:   34,067    29,795
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2007                                                                :
     :     7,136:     5,137      1,377     -2,193        314        454     -2,220        -72       -177        531        193      1,487:    4,117     3,561
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       56.0       17.0        1.9        7.9       13.0        3.2        7.8        4.3        0.8       10.3:     13.9      12.2
Old  :     100.0:      25.7       56.0       17.0        1.9        7.9       13.0        3.2        7.8        4.3        0.8       10.3:     13.9      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  :       144:        47         61         12          8         16         26          9         15         19          7         20:
Old  :       144:        47         61         12          8         16         26          9         15         19          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  :                 19.0       18.2       29.7       29.1       14.3       10.6       21.3       16.7
Old  :                 19.0       18.2       29.7       29.1       14.3       10.6       21.3       16.7
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 - Options and Futures Combined, 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  :   237,268:    57,581    135,406     43,761      4,272     18,896     34,077      7,798     19,256     10,057      1,716     23,690:   29,950    26,234
Old  :   237,268:    57,581    135,406     43,761      4,272     18,896     34,077      7,798     19,256     10,057      1,716     23,690:   29,950    26,234
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 24, 2007                                                                :
     :   -20,470:   -12,913     -4,132      1,156     -1,005     -3,053      5,718        155     -2,632        557        400     -6,162:   -3,141    -4,041
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.3       57.1       18.4        1.8        8.0       14.4        3.3        8.1        4.2        0.7       10.0:     12.6      11.1
Old  :     100.0:      24.3       57.1       18.4        1.8        8.0       14.4        3.3        8.1        4.2        0.7       10.0:     12.6      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:        50         65         14          7         16         28         11         17         15         10         21:
Old  :       153:        50         65         14          7         16         28         11         17         15         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  :                 20.2       18.5       31.6       29.6       15.4       11.1       22.3       17.6
Old  :                 20.2       18.5       31.6       29.6       15.4       11.1       22.3       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 - Options and Futures Combined, 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  :   257,737:    70,494    139,538     42,604      5,277     21,949     28,359      7,643     21,888      9,500      1,316     29,852:   33,091    30,275
Old  :   257,737:    70,494    139,538     42,604      5,277     21,949     28,359      7,643     21,888      9,500      1,316     29,852:   33,091    30,275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 18, 2007                                                                :
     :     2,548:     4,121      6,670       -586      1,537       -489      1,410       -772       -735        422       -472       -657:     -938    -2,536
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       54.1       16.5        2.0        8.5       11.0        3.0        8.5        3.7        0.5       11.6:     12.8      11.7
Old  :     100.0:      27.4       54.1       16.5        2.0        8.5       11.0        3.0        8.5        3.7        0.5       11.6:     12.8      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  :       154:        51         63         13          9         19         29         12         17         15          8         23:
Old  :       154:        51         63         13          9         19         29         12         17         15          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  :                 19.3       18.3       31.0       29.1       13.6       10.5       19.6       16.0
Old  :                 19.3       18.3       31.0       29.1       13.6       10.5       19.6       16.0
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 - Options and Futures Combined, 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  :   255,190:    66,373    132,867     43,191      3,739     22,438     26,949      8,415     22,623      9,078      1,788     30,508:   34,029    32,811
Old  :   255,190:    66,373    132,867     43,191      3,739     22,438     26,949      8,415     22,623      9,078      1,788     30,508:   34,029    32,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 11, 2007                                                                :
     :    11,747:     7,350      6,103     -2,177       -444        -38      2,105     -1,129        977        -97     -1,129      2,685:      941     4,722
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       52.1       16.9        1.5        8.8       10.6        3.3        8.9        3.6        0.7       12.0:     13.3      12.9
Old  :     100.0:      26.0       52.1       16.9        1.5        8.8       10.6        3.3        8.9        3.6        0.7       12.0:     13.3      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:        46         58         13          7         17         28         14         20         16         10         25:
Old  :       149:        46         58         13          7         17         28         14         20         16         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  :                 18.8       18.2       30.8       28.3       14.3       10.8       20.3       15.9
Old  :                 18.8       18.2       30.8       28.3       14.3       10.8       20.3       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 - Options and Futures Combined, 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  :   243,443:    59,023    126,764     45,368      4,183     22,476     24,844      9,544     21,646      9,175      2,917     27,823:   33,088    28,089
Old  :   243,443:    59,023    126,764     45,368      4,183     22,476     24,844      9,544     21,646      9,175      2,917     27,823:   33,088    28,089
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 4, 2007                                                                 :
     :     2,215:    -1,794     -4,866       -560      1,190        -52      2,384        802      2,319         99       -439      2,000:   -2,181     1,260
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       52.1       18.6        1.7        9.2       10.2        3.9        8.9        3.8        1.2       11.4:     13.6      11.5
Old  :     100.0:      24.2       52.1       18.6        1.7        9.2       10.2        3.9        8.9        3.8        1.2       11.4:     13.6      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  :       150:        48         60         13          8         17         27         11         17         18         11         25:
Old  :       150:        48         60         13          8         17         27         11         17         18         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  :                 20.6       19.2       33.4       29.2       15.8       11.9       21.7       17.7
Old  :                 20.6       19.2       33.4       29.2       15.8       11.9       21.7       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 - Options and Futures Combined, 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  :   241,228:    60,817    131,630     45,928      2,993     22,528     22,460      8,743     19,327      9,076      3,355     25,823:   35,269    26,829
Old  :   241,228:    60,817    131,630     45,928      2,993     22,528     22,460      8,743     19,327      9,076      3,355     25,823:   35,269    26,829
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 27, 2007                                                                :
     :   -22,914:    -4,421    -12,356     -2,133     -1,350     -3,224     -9,390     -2,632         56        212     -1,832       -680:   -3,335      -896
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.2       54.6       19.0        1.2        9.3        9.3        3.6        8.0        3.8        1.4       10.7:     14.6      11.1
Old  :     100.0:      25.2       54.6       19.0        1.2        9.3        9.3        3.6        8.0        3.8        1.4       10.7:     14.6      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  :       150:        53         64         14          6         16         27          9         14         16         11         22:
Old  :       150:        53         64         14          6         16         27          9         14         16         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  :                 20.4       18.8       32.9       29.3       15.6       12.6       22.0       19.0
Old  :                 20.4       18.8       32.9       29.3       15.6       12.6       22.0       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 - Options and Futures Combined, 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  :   264,142:    65,239    143,986     48,061      4,343     25,752     31,850     11,375     19,271      8,863      5,187     26,503:   38,604    27,725
Old  :   264,142:    65,239    143,986     48,061      4,343     25,752     31,850     11,375     19,271      8,863      5,187     26,503:   38,604    27,725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 20, 2007                                                                :
     :   -13,346:     1,126       -371     -2,884         -6     -1,333       -504     -2,401     -1,185       -176        597     -7,880:     -510      -768
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       54.5       18.2        1.6        9.7       12.1        4.3        7.3        3.4        2.0       10.0:     14.6      10.5
Old  :     100.0:      24.7       54.5       18.2        1.6        9.7       12.1        4.3        7.3        3.4        2.0       10.0:     14.6      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  :       154:        53         61         15          9         20         31          8         12         12         14         22:
Old  :       154:        53         61         15          9         20         31          8         12         12         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  :                 17.5       18.1       30.1       28.5       13.8       11.5       20.5       17.5
Old  :                 17.5       18.1       30.1       28.5       13.8       11.5       20.5       17.5
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 - Options and Futures Combined, 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  :   277,489:    64,112    144,357     50,945      4,349     27,085     32,355     13,776     20,456      9,039      4,590     34,383:   39,113    28,493
Old  :   277,489:    64,112    144,357     50,945      4,349     27,085     32,355     13,776     20,456      9,039      4,590     34,383:   39,113    28,493
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 13, 2007                                                                :
     :    12,136:     2,295      1,553     -1,643        652      2,721      1,343       -250      2,564        795       -390      3,634:      426     1,651
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       52.0       18.4        1.6        9.8       11.7        5.0        7.4        3.3        1.7       12.4:     14.1      10.3
Old  :     100.0:      23.1       52.0       18.4        1.6        9.8       11.7        5.0        7.4        3.3        1.7       12.4:     14.1      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  :       156:        54         61         15          8         19         31          9         17         16         14         26:
Old  :       156:        54         61         15          8         19         31          9         17         16         14         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  :                 18.8       17.5       30.5       27.1       14.0       11.3       20.7       17.3
Old  :                 18.8       17.5       30.5       27.1       14.0       11.3       20.7       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 - Options and Futures Combined, 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  :   265,352:    61,818    142,805     52,588      3,696     24,364     31,011     14,025     17,892      8,244      4,980     30,749:   38,687    26,842
Old  :   265,352:    61,818    142,805     52,588      3,696     24,364     31,011     14,025     17,892      8,244      4,980     30,749:   38,687    26,842
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2007                                                                 :
     :      -789:     3,861      1,271        708       -842         90       -621        583     -1,986     -1,036       -974      2,196:   -4,001    -1,126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       53.8       19.8        1.4        9.2       11.7        5.3        6.7        3.1        1.9       11.6:     14.6      10.1
Old  :     100.0:      23.3       53.8       19.8        1.4        9.2       11.7        5.3        6.7        3.1        1.9       11.6:     14.6      10.1
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:        51         60         14          7         18         30         10         14         16         12         23:
Old  :       152:        51         60         14          7         18         30         10         14         16         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  :                 19.4       18.8       30.8       29.5       14.4       12.5       22.0       19.0
Old  :                 19.4       18.8       30.8       29.5       14.4       12.5       22.0       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 - Options and Futures Combined, 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  :   266,142:    57,957    141,534     51,880      4,539     24,274     31,632     13,443     19,878      9,280      5,954     28,553:   42,688    27,967
Old  :   266,142:    57,957    141,534     51,880      4,539     24,274     31,632     13,443     19,878      9,280      5,954     28,553:   42,688    27,967
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 30, 2007                                                                 :
     :    -6,147:       458     -9,996     -2,450      1,739        -73     -8,437      1,796     -1,657      1,020        301      2,590:    2,403      -846
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       53.2       19.5        1.7        9.1       11.9        5.1        7.5        3.5        2.2       10.7:     16.0      10.5
Old  :     100.0:      21.8       53.2       19.5        1.7        9.1       11.9        5.1        7.5        3.5        2.2       10.7:     16.0      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  :       150:        45         55         13          7         17         30          9         14         15         14         23:
Old  :       150:        45         55         13          7         17         30          9         14         15         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  :                 19.2       17.5       30.6       28.1       15.0       12.9       22.9       19.2
Old  :                 19.2       17.5       30.6       28.1       15.0       12.9       22.9       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 - Options and Futures Combined, 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  :   272,288:    57,499    151,530     54,330      2,800     24,347     40,069     11,647     21,536      8,260      5,653     25,963:   40,285    28,813
Old  :   272,288:    57,499    151,530     54,330      2,800     24,347     40,069     11,647     21,536      8,260      5,653     25,963:   40,285    28,813
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 23, 2007                                                                 :
     :    -2,320:     2,454     -1,617      1,345       -145     -1,033     -1,998      2,226         82       -307        -78       -228:   -2,635    -1,528
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.1       55.7       20.0        1.0        8.9       14.7        4.3        7.9        3.0        2.1        9.5:     14.8      10.6
Old  :     100.0:      21.1       55.7       20.0        1.0        8.9       14.7        4.3        7.9        3.0        2.1        9.5:     14.8      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  :       149:        47         55         13          6         16         33         10         13         13         15         24:
Old  :       149:        47         55         13          6         16         33         10         13         13         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  :                 19.6       19.2       30.8       29.7       15.5       14.9       23.4       21.4
Old  :                 19.6       19.2       30.8       29.7       15.5       14.9       23.4       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 - Options and Futures Combined, 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  :   274,609:    55,045    153,147     52,986      2,945     25,380     42,067      9,420     21,454      8,566      5,731     26,191:   42,920    30,342
Old  :   274,609:    55,045    153,147     52,986      2,945     25,380     42,067      9,420     21,454      8,566      5,731     26,191:   42,920    30,342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 16, 2007                                                                 :
     :    -1,601:    -1,287     -2,578     -1,472        117      1,614        535        557        480        542        101       -253:   -1,759    -1,640
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       55.8       19.3        1.1        9.2       15.3        3.4        7.8        3.1        2.1        9.5:     15.6      11.0
Old  :     100.0:      20.0       55.8       19.3        1.1        9.2       15.3        3.4        7.8        3.1        2.1        9.5:     15.6      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  :       152:        46         55         14          5         16         34         10         16         11         19         26:
Old  :       152:        46         55         14          5         16         34         10         16         11         19         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  :                 18.7       20.8       30.3       31.2       14.6       15.7       22.1       22.2
Old  :                 18.7       20.8       30.3       31.2       14.6       15.7       22.1       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 - Options and Futures Combined, 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  :   276,210:    56,332    155,724     54,457      2,827     23,766     41,533      8,863     20,974      8,024      5,630     26,444:   44,679    31,981
Old  :   276,210:    56,332    155,724     54,457      2,827     23,766     41,533      8,863     20,974      8,024      5,630     26,444:   44,679    31,981
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 9, 2007                                                                  :
     :    25,721:     4,752     15,343       -523        127        180      9,478      1,786      2,137       -337     -1,971      6,563:    3,471     1,556
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.4       56.4       19.7        1.0        8.6       15.0        3.2        7.6        2.9        2.0        9.6:     16.2      11.6
Old  :     100.0:      20.4       56.4       19.7        1.0        8.6       15.0        3.2        7.6        2.9        2.0        9.6:     16.2      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  :       152:        43         54         13          5         15         33         11         18         13         18         28:
Old  :       152:        43         54         13          5         15         33         11         18         13         18         28:
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       21.3       31.2       31.6       14.7       15.3       22.2       21.5
Old  :                 20.2       21.3       31.2       31.6       14.7       15.3       22.2       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 - Options and Futures Combined, 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  :   250,489:    51,580    140,382     54,981      2,700     23,585     32,055      7,077     18,837      8,361      7,601     19,881:   41,208    30,425
Old  :   250,489:    51,580    140,382     54,981      2,700     23,585     32,055      7,077     18,837      8,361      7,601     19,881:   41,208    30,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 2, 2007                                                                  :
     :    -1,094:    -1,061     -3,226      1,154        -71     -2,702       -600        827        -30        194        391      2,054:     -104     1,663
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.6       56.0       21.9        1.1        9.4       12.8        2.8        7.5        3.3        3.0        7.9:     16.5      12.1
Old  :     100.0:      20.6       56.0       21.9        1.1        9.4       12.8        2.8        7.5        3.3        3.0        7.9:     16.5      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  :       144:        37         51         14          5         16         30         10         15         14         18         24:
Old  :       144:        37         51         14          5         16         30         10         15         14         18         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  :                 21.2       21.6       31.2       31.8       14.9       15.8       22.2       22.0
Old  :                 21.2       21.6       31.2       31.8       14.9       15.8       22.2       22.0
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 - Options and Futures Combined, 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  :   251,583:    52,641    143,608     53,826      2,771     26,287     32,655      6,250     18,867      8,167      7,210     17,828:   41,312    28,762
Old  :   251,583:    52,641    143,608     53,826      2,771     26,287     32,655      6,250     18,867      8,167      7,210     17,828:   41,312    28,762
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 25, 2007                                                               :
     :   -13,177:    -4,559     -9,660      3,151       -150     -3,400     -8,958       -135      2,256       -842     -1,002        988:   -1,813    -2,073
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.9       57.1       21.4        1.1       10.4       13.0        2.5        7.5        3.2        2.9        7.1:     16.4      11.4
Old  :     100.0:      20.9       57.1       21.4        1.1       10.4       13.0        2.5        7.5        3.2        2.9        7.1:     16.4      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  :       148:        38         52         14          6         17         33          9         15         14         15         24:
Old  :       148:        38         52         14          6         17         33          9         15         14         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  :                 20.7       23.5       31.6       32.5       14.4       16.4       22.0       22.9
Old  :                 20.7       23.5       31.6       32.5       14.4       16.4       22.0       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 - Options and Futures Combined, 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  :   264,759:    57,200    153,268     50,675      2,921     29,687     41,613      6,385     16,611      9,009      8,212     16,840:   43,125    30,835
Old  :   264,759:    57,200    153,268     50,675      2,921     29,687     41,613      6,385     16,611      9,009      8,212     16,840:   43,125    30,835
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 18, 2007                                                               :
     :    -5,047:        40     -3,203       -579       -336      3,734     -2,290          7     -1,013        861       -248     -3,890:   -1,909       -97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       57.9       19.1        1.1       11.2       15.7        2.4        6.3        3.4        3.1        6.4:     16.3      11.6
Old  :     100.0:      21.6       57.9       19.1        1.1       11.2       15.7        2.4        6.3        3.4        3.1        6.4:     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  :       153:        47         54         13          7         17         38          7         14         16         14         24:
Old  :       153:        47         54         13          7         17         38          7         14         16         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  :                 19.4       23.1       30.6       33.0       14.0       16.4       21.6       23.0
Old  :                 19.4       23.1       30.6       33.0       14.0       16.4       21.6       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 - Options and Futures Combined, 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  :   269,806:    57,160    156,470     51,254      3,257     25,954     43,902      6,378     17,625      8,148      8,460     20,730:   45,034    30,933
Old  :   269,806:    57,160    156,470     51,254      3,257     25,954     43,902      6,378     17,625      8,148      8,460     20,730:   45,034    30,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2007                                                               :
     :    13,351:      -535      3,710     -1,299        519       -674      6,286       -277      6,332       -232        129        898:    2,576     2,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.2       58.0       19.0        1.2        9.6       16.3        2.4        6.5        3.0        3.1        7.7:     16.7      11.5
Old  :     100.0:      21.2       58.0       19.0        1.2        9.6       16.3        2.4        6.5        3.0        3.1        7.7:     16.7      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  :       156:        47         53         14          6         17         40          7         14         14         16         23:
Old  :       156:        47         53         14          6         17         40          7         14         14         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  :                 19.1       22.7       29.5       32.4       14.9       16.9       22.4       23.3
Old  :                 19.1       22.7       29.5       32.4       14.9       16.9       22.4       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 - Options and Futures Combined, 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  :   256,455:    57,695    152,760     52,553      2,738     26,628     37,616      6,655     11,293      8,380      8,331     19,832:   42,458    28,218
Old  :   256,455:    57,695    152,760     52,553      2,738     26,628     37,616      6,655     11,293      8,380      8,331     19,832:   42,458    28,218
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2007                                                                :
     :    12,726:       600      8,835     -1,804        394        481      7,658       -265       -783       -492      1,227      2,630:    4,436       208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       59.6       20.5        1.1       10.4       14.7        2.6        4.4        3.3        3.2        7.7:     16.6      11.0
Old  :     100.0:      22.5       59.6       20.5        1.1       10.4       14.7        2.6        4.4        3.3        3.2        7.7:     16.6      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  :       155:        48         54         17          5         19         35          8         13         18         14         26:
Old  :       155:        48         54         17          5         19         35          8         13         18         14         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  :                 19.3       22.8       30.8       32.6       14.9       15.9       23.0       23.3
Old  :                 19.3       22.8       30.8       32.6       14.9       15.9       23.0       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 - Options and Futures Combined, 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  :   243,729:    57,095    143,926     54,357      2,344     26,147     29,958      6,920     12,076      8,872      7,104     17,201:   38,022    28,010
Old  :   243,729:    57,095    143,926     54,357      2,344     26,147     29,958      6,920     12,076      8,872      7,104     17,201:   38,022    28,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 28, 2007                                                                  :
     :     7,253:    -1,087     10,072       -757     -1,156     -1,311      6,634       -826     -1,527      1,996      1,734      3,283:       22    -3,016
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       59.1       22.3        1.0       10.7       12.3        2.8        5.0        3.6        2.9        7.1:     15.6      11.5
Old  :     100.0:      23.4       59.1       22.3        1.0       10.7       12.3        2.8        5.0        3.6        2.9        7.1:     15.6      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  :       145:        47         52         18          .         18         26          9         12         16         15         25:
Old  :       145:        47         52         18          .         18         26          9         12         16         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  :                 20.4       20.3       31.8       31.5       15.1       14.1       23.7       22.6
Old  :                 20.4       20.3       31.8       31.5       15.1       14.1       23.7       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 - Options and Futures Combined, 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  :   236,476:    58,182    133,854     55,114      3,500     27,459     23,324      7,746     13,603      6,876      5,371     13,918:   38,000    31,026
Old  :   236,476:    58,182    133,854     55,114      3,500     27,459     23,324      7,746     13,603      6,876      5,371     13,918:   38,000    31,026
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2007                                                                  :
     :    -4,220:    -5,597      4,098     -1,080       -247        550      6,836     -5,005     -3,966     -1,412        100       -722:    1,171       972
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       56.6       23.3        1.5       11.6        9.9        3.3        5.8        2.9        2.3        5.9:     16.1      13.1
Old  :     100.0:      24.6       56.6       23.3        1.5       11.6        9.9        3.3        5.8        2.9        2.3        5.9:     16.1      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  :       139:        47         51         17          5         19         23         11         12         12         11         20:
Old  :       139:        47         51         17          5         19         23         11         12         12         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  :                 21.4       18.8       32.5       30.6       16.1       13.1       24.4       21.1
Old  :                 21.4       18.8       32.5       30.6       16.1       13.1       24.4       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 - Options and Futures Combined, 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  :   240,695:    63,779    129,757     56,194      3,747     26,908     16,488     12,751     17,569      8,287      5,270     14,640:   36,829    30,054
Old  :   240,695:    63,779    129,757     56,194      3,747     26,908     16,488     12,751     17,569      8,287      5,270     14,640:   36,829    30,054
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 14, 2007                                                                  :
     :       695:      -781     -2,243       -676        263      1,916        809     -1,269       -833       -227        196        473:       14     2,192
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       53.9       23.3        1.6       11.2        6.9        5.3        7.3        3.4        2.2        6.1:     15.3      12.5
Old  :     100.0:      26.5       53.9       23.3        1.6       11.2        6.9        5.3        7.3        3.4        2.2        6.1:     15.3      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  :       149:        51         52         17          5         19         21         17         14         16         10         23:
Old  :       149:        51         52         17          5         19         21         17         14         16         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  :                 21.3       17.6       33.6       28.1       15.5       11.0       23.8       18.0
Old  :                 21.3       17.6       33.6       28.1       15.5       11.0       23.8       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 - Options and Futures Combined, 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  :   240,000:    64,560    132,000     56,870      3,484     24,993     15,679     14,019     18,401      8,514      5,074     14,167:   36,816    27,862
Old  :   240,000:    64,560    132,000     56,870      3,484     24,993     15,679     14,019     18,401      8,514      5,074     14,167:   36,816    27,862
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 7, 2007                                                                   :
     :      -550:     1,295      6,842      1,196        230       -873     -2,300     -3,956     -1,282         25     -1,412      3,572:   -2,182    -3,670
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       55.0       23.7        1.5       10.4        6.5        5.8        7.7        3.5        2.1        5.9:     15.3      11.6
Old  :     100.0:      26.9       55.0       23.7        1.5       10.4        6.5        5.8        7.7        3.5        2.1        5.9:     15.3      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  :       148:        50         55         17          5         19         20         18         15         17          9         21:
Old  :       148:        50         55         17          5         19         20         18         15         17          9         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  :                 22.1       18.7       34.2       29.4       15.3       11.3       23.7       17.9
Old  :                 22.1       18.7       34.2       29.4       15.3       11.3       23.7       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 - Options and Futures Combined, 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  :   240,551:    63,266    125,158     55,674      3,254     25,865     17,979     17,975     19,684      8,490      6,486     10,596:   38,998    31,532
Old  :   240,551:    63,266    125,158     55,674      3,254     25,865     17,979     17,975     19,684      8,490      6,486     10,596:   38,998    31,532
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 31, 2007                                                                    :
     :   -12,478:     4,281    -16,790      1,189        876       -220    -14,066      4,175     -5,961        953     -1,619      1,078:      268     5,984
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       52.0       23.1        1.4       10.8        7.5        7.5        8.2        3.5        2.7        4.4:     16.2      13.1
Old  :     100.0:      26.3       52.0       23.1        1.4       10.8        7.5        7.5        8.2        3.5        2.7        4.4:     16.2      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  :       142:        45         53         16          6         19         22         19         13         13          9         16:
Old  :       142:        45         53         16          6         19         22         19         13         13          9         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  :                 21.7       17.1       32.7       28.4       15.2       10.9       23.4       17.3
Old  :                 21.7       17.1       32.7       28.4       15.2       10.9       23.4       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 - Options and Futures Combined, 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  :   253,029:    58,985    141,949     54,485      2,378     26,086     32,045     13,800     25,645      7,536      8,105      9,518:   38,729    25,548
Old  :   253,029:    58,985    141,949     54,485      2,378     26,086     32,045     13,800     25,645      7,536      8,105      9,518:   38,729    25,548
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 24, 2007                                                                    :
     :    -8,023:    -5,590     -2,156      1,047        453        954      3,445     -1,073     -2,795        186        168     -1,314:   -3,957    -2,262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.3       56.1       21.5        0.9       10.3       12.7        5.5       10.1        3.0        3.2        3.8:     15.3      10.1
Old  :     100.0:      23.3       56.1       21.5        0.9       10.3       12.7        5.5       10.1        3.0        3.2        3.8:     15.3      10.1
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  :       160:        47         62         16          5         18         33         15         16         12         12         15:
Old  :       160:        47         62         16          5         18         33         15         16         12         12         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  :                 19.9       17.9       31.5       30.2       13.7       11.6       21.9       19.3
Old  :                 19.9       17.9       31.5       30.2       13.7       11.6       21.9       19.3
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 - Options and Futures Combined, 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  :   261,052:    64,574    144,104     53,438      1,925     25,132     28,600     14,873     28,440      7,350      7,937     10,832:   42,687    27,810
Old  :   261,052:    64,574    144,104     53,438      1,925     25,132     28,600     14,873     28,440      7,350      7,937     10,832:   42,687    27,810
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 17, 2007                                                                    :
     :     1,204:     2,075     -3,681       -134       -213      2,217     -5,205      3,088       -690       -527       -874        -95:    3,563     1,452
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       55.2       20.5        0.7        9.6       11.0        5.7       10.9        2.8        3.0        4.1:     16.4      10.7
Old  :     100.0:      24.7       55.2       20.5        0.7        9.6       11.0        5.7       10.9        2.8        3.0        4.1:     16.4      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  :       150:        45         57         15          .         15         33         15         15         14          9         17:
Old  :       150:        45         57         15          .         15         33         15         15         14          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  :                 19.4       17.9       31.1       29.5       13.3       10.5       20.4       17.6
Old  :                 19.4       17.9       31.1       29.5       13.3       10.5       20.4       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 - Options and Futures Combined, 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  :   259,848:    62,499    147,785     53,572      2,138     22,914     33,805     11,785     29,130      7,878      8,811     10,926:   39,124    26,358
Old  :   259,848:    62,499    147,785     53,572      2,138     22,914     33,805     11,785     29,130      7,878      8,811     10,926:   39,124    26,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 10, 2007                                                                    :
     :    -1,535:     4,734     -5,288     -1,549        160       -643     -7,069      1,758      2,815        -14       -765      1,168:     -977      -741
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.1       56.9       20.6        0.8        8.8       13.0        4.5       11.2        3.0        3.4        4.2:     15.1      10.1
Old  :     100.0:      24.1       56.9       20.6        0.8        8.8       13.0        4.5       11.2        3.0        3.4        4.2:     15.1      10.1
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  :       154:        43         53         17          .         16         37         14         15         13         12         19:
Old  :       154:        43         53         17          .         16         37         14         15         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  :                 19.8       19.4       30.6       30.8       13.4       11.6       20.7       19.2
Old  :                 19.8       19.4       30.6       30.8       13.4       11.6       20.7       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 - Options and Futures Combined, 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  :   261,383:    57,765    153,073     55,121      1,978     23,557     40,874     10,027     26,315      7,891      9,576      9,759:   40,101    27,099
Old  :   261,383:    57,765    153,073     55,121      1,978     23,557     40,874     10,027     26,315      7,891      9,576      9,759:   40,101    27,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2007                                                                     :
     :     6,051:     3,167     12,232        -63       -175       -271      5,887     -1,998     -2,039        225        213       -272:     -583    -1,639
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.1       58.6       21.1        0.8        9.0       15.6        3.8       10.1        3.0        3.7        3.7:     15.3      10.4
Old  :     100.0:      22.1       58.6       21.1        0.8        9.0       15.6        3.8       10.1        3.0        3.7        3.7:     15.3      10.4
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  :       148:        39         53         17          .         16         35         16         15         13         11         14:
Old  :       148:        39         53         17          .         16         35         16         15         13         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  :                 21.2       21.3       32.9       32.1       15.9       13.5       23.3       21.4
Old  :                 21.2       21.3       32.9       32.1       15.9       13.5       23.3       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 - Options and Futures Combined, 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  :   255,332:    54,598    140,841     55,184      2,152     23,828     34,987     12,025     28,354      7,667      9,363     10,031:   40,684    28,738
Old  :   255,332:    54,598    140,841     55,184      2,152     23,828     34,987     12,025     28,354      7,667      9,363     10,031:   40,684    28,738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 26, 2007                                                                    :
     :     4,993:    -2,391      4,929      2,136         36     -2,147      6,052        771        -51        479        129        370:      545       956
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.4       55.2       21.6        0.8        9.3       13.7        4.7       11.1        3.0        3.7        3.9:     15.9      11.3
Old  :     100.0:      21.4       55.2       21.6        0.8        9.3       13.7        4.7       11.1        3.0        3.7        3.9:     15.9      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  :       140:        34         48         17          4         17         30         15         15         12         12         16:
Old  :       140:        34         48         17          4         17         30         15         15         12         12         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  :                 20.9       20.7       33.4       31.9       15.3       13.5       22.7       20.9
Old  :                 20.9       20.7       33.4       31.9       15.3       13.5       22.7       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 - Options and Futures Combined, 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  :   250,339:    56,990    135,913     53,048      2,117     25,975     28,935     11,253     28,405      7,187      9,234      9,661:   40,139    27,782
Old  :   250,339:    56,990    135,913     53,048      2,117     25,975     28,935     11,253     28,405      7,187      9,234      9,661:   40,139    27,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 19, 2007                                                                    :
     :    -4,332:    -2,710       -525      1,882         18       -446     -3,092        324       -842         50     -1,762     -1,297:    2,122       198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.8       54.3       21.2        0.8       10.4       11.6        4.5       11.3        2.9        3.7        3.9:     16.0      11.1
Old  :     100.0:      22.8       54.3       21.2        0.8       10.4       11.6        4.5       11.3        2.9        3.7        3.9:     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  :       139:        44         51         18          4         18         28         14         17         12         10         17:
Old  :       139:        44         51         18          4         18         28         14         17         12         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  :                 20.6       21.0       32.6       32.4       15.1       13.5       22.1       20.1
Old  :                 20.6       21.0       32.6       32.4       15.1       13.5       22.1       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 - Options and Futures Combined, 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  :   254,671:    59,700    136,438     51,166      2,099     26,422     32,026     10,930     29,247      7,137     10,995     10,957:   38,016    27,584
Old  :   254,671:    59,700    136,438     51,166      2,099     26,422     32,026     10,930     29,247      7,137     10,995     10,957:   38,016    27,584
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 12, 2007                                                                    :
     :    26,298:       -42     16,016      1,571        679      4,229     10,492     -1,493      5,146        327      1,315      1,517:    3,059    -1,110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       53.6       20.1        0.8       10.4       12.6        4.3       11.5        2.8        4.3        4.3:     14.9      10.8
Old  :     100.0:      23.4       53.6       20.1        0.8       10.4       12.6        4.3       11.5        2.8        4.3        4.3:     14.9      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  :       141:        43         50         18          4         18         28         13         16         10         16         17:
Old  :       141:        43         50         18          4         18         28         13         16         10         16         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  :                 20.4       22.3       33.1       33.1       15.7       12.6       22.3       18.6
Old  :                 20.4       22.3       33.1       33.1       15.7       12.6       22.3       18.6
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 - Options and Futures Combined, 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  :   228,373:    59,742    120,422     49,595      1,420     22,193     21,535     12,423     24,100      6,811      9,681      9,440:   34,957    28,694
Old  :   228,373:    59,742    120,422     49,595      1,420     22,193     21,535     12,423     24,100      6,811      9,681      9,440:   34,957    28,694
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 5, 2007                                                                     :
     :       361:    10,129        789       -224       -616       -153    -10,764       -836      1,000        161       -589        -90:      302       856
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.2       52.7       21.7        0.6        9.7        9.4        5.4       10.6        3.0        4.2        4.1:     15.3      12.6
Old  :     100.0:      26.2       52.7       21.7        0.6        9.7        9.4        5.4       10.6        3.0        4.2        4.1:     15.3      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         50         18          4         17         27         18         17         13         11         16:
Old  :       144:        45         50         18          4         17         27         18         17         13         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  :                 21.0       23.3       32.0       34.1       15.0       13.0       22.2       19.4
Old  :                 21.0       23.3       32.0       34.1       15.0       13.0       22.2       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 - Options and Futures Combined, 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  :   228,012:    49,613    119,633     49,819      2,036     22,346     32,299     13,259     23,100      6,649     10,269      9,530:   34,655    27,838
Old  :   228,012:    49,613    119,633     49,819      2,036     22,346     32,299     13,259     23,100      6,649     10,269      9,530:   34,655    27,838
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 29, 2007                                                                     :
     :       331:        22      9,153       -669       -424     -3,725      6,437     -2,671     -1,677       -603       -477        236:      310       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       52.5       21.8        0.9        9.8       14.2        5.8       10.1        2.9        4.5        4.2:     15.2      12.2
Old  :     100.0:      21.8       52.5       21.8        0.9        9.8       14.2        5.8       10.1        2.9        4.5        4.2:     15.2      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  :       144:        40         49         17          5         17         30         16         17          8         15         18:
Old  :       144:        40         49         17          5         17         30         16         17          8         15         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  :                 20.3       21.5       32.6       32.1       15.9       13.5       23.6       20.2
Old  :                 20.3       21.5       32.6       32.1       15.9       13.5       23.6       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 - Options and Futures Combined, 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  :   227,681:    49,591    110,479     50,489      2,460     26,072     25,861     15,930     24,777      7,252     10,746      9,294:   34,345    27,923
Old  :   227,681:    49,591    110,479     50,489      2,460     26,072     25,861     15,930     24,777      7,252     10,746      9,294:   34,345    27,923
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2007                                                                     :
     :   -15,297:    -7,629    -11,130         91     -1,565      1,100     -4,845        252     -1,225        155       -372     -4,097:    1,154     1,741
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       48.5       22.2        1.1       11.5       11.4        7.0       10.9        3.2        4.7        4.1:     15.1      12.3
Old  :     100.0:      21.8       48.5       22.2        1.1       11.5       11.4        7.0       10.9        3.2        4.7        4.1:     15.1      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  :       139:        43         50         18          4         18         26         14         17         10         14         15:
Old  :       139:        43         50         18          4         18         26         14         17         10         14         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  :                 22.4       21.9       33.5       32.1       15.7       12.3       22.6       18.9
Old  :                 22.4       21.9       33.5       32.1       15.7       12.3       22.6       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 - Options and Futures Combined, 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  :   242,978:    57,220    121,609     50,398      4,026     24,972     30,706     15,678     26,002      7,097     11,119     13,391:   33,191    26,182
Old  :   242,978:    57,220    121,609     50,398      4,026     24,972     30,706     15,678     26,002      7,097     11,119     13,391:   33,191    26,182
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2007                                                                     :
     :    14,482:     3,585      9,086       -499       -334      3,180      3,934      1,587      1,974        447         45        890:      972    -1,944
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       50.0       20.7        1.7       10.3       12.6        6.5       10.7        2.9        4.6        5.5:     13.7      10.8
Old  :     100.0:      23.5       50.0       20.7        1.7       10.3       12.6        6.5       10.7        2.9        4.6        5.5:     13.7      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  :       145:        43         53         16          5         17         22         16         15         11         16         20:
Old  :       145:        43         53         16          5         17         22         16         15         11         16         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  :                 22.0       23.4       33.2       32.7       15.5       12.6       23.1       18.5
Old  :                 22.0       23.4       33.2       32.7       15.5       12.6       23.1       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 - Options and Futures Combined, 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  :   228,496:    53,635    112,524     50,898      4,360     21,792     26,772     14,091     24,028      6,651     11,074     12,501:   32,219    28,126
Old  :   228,496:    53,635    112,524     50,898      4,360     21,792     26,772     14,091     24,028      6,651     11,074     12,501:   32,219    28,126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 8, 2007                                                                      :
     :     5,172:    -4,390      5,321        371       -735        285      7,283        320        476       -172        860        761:      557    -2,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       49.2       22.3        1.9        9.5       11.7        6.2       10.5        2.9        4.8        5.5:     14.1      12.3
Old  :     100.0:      23.5       49.2       22.3        1.9        9.5       11.7        6.2       10.5        2.9        4.8        5.5:     14.1      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  :       143:        42         52         16          6         18         23         16         14          9         17         18:
Old  :       143:        42         52         16          6         18         23         16         14          9         17         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       22.0       33.1       31.7       15.9       12.1       23.5       18.2
Old  :                 22.6       22.0       33.1       31.7       15.9       12.1       23.5       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 - Options and Futures Combined, 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  :   223,324:    58,025    107,203     50,527      5,095     21,507     19,489     13,771     23,553      6,823     10,214     11,740:   31,661    30,242
Old  :   223,324:    58,025    107,203     50,527      5,095     21,507     19,489     13,771     23,553      6,823     10,214     11,740:   31,661    30,242
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 1, 2007                                                                      :
     :    -3,094:     4,408     -5,816       -375        412     -1,575     -4,859        675        265       -110        238     -1,640:      792     4,347
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       48.0       22.6        2.3        9.6        8.7        6.2       10.5        3.1        4.6        5.3:     14.2      13.5
Old  :     100.0:      26.0       48.0       22.6        2.3        9.6        8.7        6.2       10.5        3.1        4.6        5.3:     14.2      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  :       139:        44         49         15          6         18         20         18         14          8         15         17:
Old  :       139:        44         49         15          6         18         20         18         14          8         15         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  :                 23.6       22.3       34.6       32.6       16.3       11.7       23.3       17.8
Old  :                 23.6       22.3       34.6       32.6       16.3       11.7       23.3       17.8
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 - Options and Futures Combined, 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  :   226,418:    53,617    113,019     50,902      4,683     23,082     24,348     13,096     23,287      6,933      9,977     13,379:   30,869    25,895
Old  :   226,418:    53,617    113,019     50,902      4,683     23,082     24,348     13,096     23,287      6,933      9,977     13,379:   30,869    25,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2007                                                                   :
     :    -6,717:   -11,518     -4,824        334       -796      2,505      6,209       -659        470       -903      2,225     -1,237:   -2,578    -4,401
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       49.9       22.5        2.1       10.2       10.8        5.8       10.3        3.1        4.4        5.9:     13.6      11.4
Old  :     100.0:      23.7       49.9       22.5        2.1       10.2       10.8        5.8       10.3        3.1        4.4        5.9:     13.6      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  :       139:        39         50         14          6         17         24         17         15          7         18         17:
Old  :       139:        39         50         14          6         17         24         17         15          7         18         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  :                 22.9       22.7       33.9       32.8       16.8       13.6       24.4       20.1
Old  :                 22.9       22.7       33.9       32.8       16.8       13.6       24.4       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 - Options and Futures Combined, 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  :   233,135:    65,135    117,843     50,569      5,479     20,577     18,138     13,755     22,817      7,837      7,752     14,616:   33,447    30,296
Old  :   233,135:    65,135    117,843     50,569      5,479     20,577     18,138     13,755     22,817      7,837      7,752     14,616:   33,447    30,296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2007                                                                   :
     :    -3,130:    -4,835     -6,054     -1,066       -190      2,831       -579     -1,268        246     -1,105       -141       -137:    1,516     1,584
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       50.5       21.7        2.4        8.8        7.8        5.9        9.8        3.4        3.3        6.3:     14.3      13.0
Old  :     100.0:      27.9       50.5       21.7        2.4        8.8        7.8        5.9        9.8        3.4        3.3        6.3:     14.3      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  :       142:        43         51         14          7         19         19         18         12         11         14         20:
Old  :       142:        43         51         14          7         19         19         18         12         11         14         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  :                 21.3       22.5       33.7       33.5       15.3       12.9       22.3       18.9
Old  :                 21.3       22.5       33.7       33.5       15.3       12.9       22.3       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 - Options and Futures Combined, 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  :   236,265:    69,970    123,897     51,635      5,669     17,746     18,718     15,023     22,571      8,942      7,893     14,753:   31,930    28,712
Old  :   236,265:    69,970    123,897     51,635      5,669     17,746     18,718     15,023     22,571      8,942      7,893     14,753:   31,930    28,712
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 10, 2007                                                                   :
     :    13,792:    17,887      8,672       -523     -1,082       -545     -7,853        708      3,576        574        607      2,436:   -1,758      -579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.6       52.4       21.9        2.4        7.5        7.9        6.4        9.6        3.8        3.3        6.2:     13.5      12.2
Old  :     100.0:      29.6       52.4       21.9        2.4        7.5        7.9        6.4        9.6        3.8        3.3        6.2:     13.5      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  :       149:        43         53         14          6         18         21         20         14         13         17         18:
Old  :       149:        43         53         14          6         18         21         20         14         13         17         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       23.4       33.2       34.6       15.3       13.2       22.4       18.9
Old  :                 21.2       23.4       33.2       34.6       15.3       13.2       22.4       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 - Options and Futures Combined, 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  :   222,473:    52,084    115,225     52,158      6,752     18,291     26,571     14,315     18,995      8,369      7,286     12,316:   33,688    29,291
Old  :   222,473:    52,084    115,225     52,158      6,752     18,291     26,571     14,315     18,995      8,369      7,286     12,316:   33,688    29,291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 3, 2007                                                                    :
     :      -354:    -3,532     -1,602         77        -12     -1,016      1,003     -1,003       -221        534      1,187      1,696:    1,106       617
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       51.8       23.4        3.0        8.2       11.9        6.4        8.5        3.8        3.3        5.5:     15.1      13.2
Old  :     100.0:      23.4       51.8       23.4        3.0        8.2       11.9        6.4        8.5        3.8        3.3        5.5:     15.1      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  :       143:        45         54         14          6         18         24         19         15         12         11         14:
Old  :       143:        45         54         14          6         18         24         19         15         12         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  :                 21.6       24.4       31.5       33.8       16.8       16.0       24.6       22.7
Old  :                 21.6       24.4       31.5       33.8       16.8       16.0       24.6       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 - Options and Futures Combined, 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  :   222,827:    55,616    116,827     52,081      6,764     19,308     25,568     15,318     19,216      7,835      6,100     10,620:   32,582    28,674
Old  :   222,827:    55,616    116,827     52,081      6,764     19,308     25,568     15,318     19,216      7,835      6,100     10,620:   32,582    28,674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2007                                                                   :
     :     1,678:    -8,417        242     -2,679      1,154        425      7,724     -3,431      3,229        558      1,096       -714:    1,552      -324
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.0       52.4       23.4        3.0        8.7       11.5        6.9        8.6        3.5        2.7        4.8:     14.6      12.9
Old  :     100.0:      25.0       52.4       23.4        3.0        8.7       11.5        6.9        8.6        3.5        2.7        4.8:     14.6      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  :       141:        47         58         14          6         18         23         20         13          9         10         13:
Old  :       141:        47         58         14          6         18         23         20         13          9         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  :                 21.6       23.2       31.5       33.7       16.6       15.3       24.5       21.3
Old  :                 21.6       23.2       31.5       33.7       16.6       15.3       24.5       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 - Options and Futures Combined, 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  :   221,148:    64,033    116,585     54,761      5,609     18,882     17,844     18,749     15,987      7,277      5,003     11,334:   31,030    28,998
Old  :   221,148:    64,033    116,585     54,761      5,609     18,882     17,844     18,749     15,987      7,277      5,003     11,334:   31,030    28,998
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2007                                                                   :
     :   -10,432:    -9,112        718         78       -970        -86      2,550     -5,613       -983       -666      1,080     -1,604:     -609    -2,974
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       52.7       24.8        2.5        8.5        8.1        8.5        7.2        3.3        2.3        5.1:     14.0      13.1
Old  :     100.0:      29.0       52.7       24.8        2.5        8.5        8.1        8.5        7.2        3.3        2.3        5.1:     14.0      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  :       139:        46         56         13          6         16         18         23         15          8         11         17:
Old  :       139:        46         56         13          6         16         18         23         15          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  :                 22.1       21.3       33.8       33.3       18.0       12.0       25.9       18.3
Old  :                 22.1       21.3       33.8       33.3       18.0       12.0       25.9       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 - Options and Futures Combined, 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  :   231,581:    73,145    115,867     54,683      6,579     18,969     15,294     24,362     16,970      7,944      3,923     12,938:   31,639    31,972
Old  :   231,581:    73,145    115,867     54,683      6,579     18,969     15,294     24,362     16,970      7,944      3,923     12,938:   31,639    31,972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 13, 2007                                                                   :
     :    -1,150:    -4,841     -7,192     -2,290        527      1,126      2,892      2,869      1,205        391        364       -900:    1,267       851
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       50.0       23.6        2.8        8.2        6.6       10.5        7.3        3.4        1.7        5.6:     13.7      13.8
Old  :     100.0:      31.6       50.0       23.6        2.8        8.2        6.6       10.5        7.3        3.4        1.7        5.6:     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  :       138:        43         53         15          6         17         21         22         17         11          7         18:
Old  :       138:        43         53         15          6         17         21         22         17         11          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  :                 23.5       22.1       34.7       33.5       16.9       10.3       24.6       16.5
Old  :                 23.5       22.1       34.7       33.5       16.9       10.3       24.6       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 - Options and Futures Combined, 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  :   232,731:    77,986    123,059     56,973      6,051     17,842     12,402     21,493     15,765      7,552      3,559     13,838:   30,372    31,122
Old  :   232,731:    77,986    123,059     56,973      6,051     17,842     12,402     21,493     15,765      7,552      3,559     13,838:   30,372    31,122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2007                                                                    :
     :     3,067:     9,228      2,817       -109        507     -3,384     -2,879      2,743        -48        293       -937        744:     -777       626
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.5       52.9       24.5        2.6        7.7        5.3        9.2        6.8        3.2        1.5        5.9:     13.1      13.4
Old  :     100.0:      33.5       52.9       24.5        2.6        7.7        5.3        9.2        6.8        3.2        1.5        5.9:     13.1      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  :       141:        45         55         14          7         17         18         24         17          8         10         18:
Old  :       141:        45         55         14          7         17         18         24         17          8         10         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  :                 25.8       24.4       37.2       35.9       17.9       10.6       25.6       16.0
Old  :                 25.8       24.4       37.2       35.9       17.9       10.6       25.6       16.0
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 - Options and Futures Combined, 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  :   229,664:    68,758    120,242     57,082      5,544     21,227     15,281     18,750     15,814      7,259      4,496     13,094:   31,149    30,496
Old  :   229,664:    68,758    120,242     57,082      5,544     21,227     15,281     18,750     15,814      7,259      4,496     13,094:   31,149    30,496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 27, 2007                                                                :
     :    -1,250:    -4,098     -3,747       -267        711        939       -291        972        808        474       -626      1,461:     -276    -1,769
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       52.4       24.9        2.4        9.2        6.7        8.2        6.9        3.2        2.0        5.7:     13.6      13.3
Old  :     100.0:      29.9       52.4       24.9        2.4        9.2        6.7        8.2        6.9        3.2        2.0        5.7:     13.6      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  :       142:        43         54         13          9         19         20         24         18         11          6         17:
Old  :       142:        43         54         13          9         19         20         24         18         11          6         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  :                 25.3       22.4       37.7       33.4       18.7       10.6       26.2       15.7
Old  :                 25.3       22.4       37.7       33.4       18.7       10.6       26.2       15.7
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 - Options and Futures Combined, 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  :   230,913:    72,855    123,990     57,349      4,834     20,288     15,572     17,777     15,005      6,786      5,122     11,633:   31,425    32,265
Old  :   230,913:    72,855    123,990     57,349      4,834     20,288     15,572     17,777     15,005      6,786      5,122     11,633:   31,425    32,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 20, 2007                                                                :
     :   -17,485:   -10,992     -8,378     -4,328      2,169        305      4,418     -4,802     -3,513     -1,383        964     -6,032:    4,040     1,801
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       53.7       24.8        2.1        8.8        6.7        7.7        6.5        2.9        2.2        5.0:     13.6      14.0
Old  :     100.0:      31.6       53.7       24.8        2.1        8.8        6.7        7.7        6.5        2.9        2.2        5.0:     13.6      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  :       144:        50         58         12          8         16         18         25         14          7         10         17:
Old  :       144:        50         58         12          8         16         18         25         14          7         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  :                 25.7       22.2       38.4       31.4       18.9        8.9       26.5       13.8
Old  :                 25.7       22.2       38.4       31.4       18.9        8.9       26.5       13.8
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 - Options and Futures Combined, 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  :   248,399:    83,848    132,368     61,677      2,665     19,983     11,154     22,579     18,518      8,169      4,158     17,664:   27,386    30,464
Old  :   248,399:    83,848    132,368     61,677      2,665     19,983     11,154     22,579     18,518      8,169      4,158     17,664:   27,386    30,464
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 13, 2007                                                                :
     :    -5,511:       474     -3,880     -2,317      1,084      3,580     -1,296        -98        -94        394       -661     -2,375:   -3,877    -3,068
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       53.3       24.8        1.1        8.0        4.5        9.1        7.5        3.3        1.7        7.1:     11.0      12.3
Old  :     100.0:      33.8       53.3       24.8        1.1        8.0        4.5        9.1        7.5        3.3        1.7        7.1:     11.0      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  :       158:        50         60         14          6         17         16         28         18         15         11         24:
Old  :       158:        50         60         14          6         17         16         28         18         15         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  :                 25.0       20.1       36.4       29.8       18.4        8.7       25.5       13.3
Old  :                 25.0       20.1       36.4       29.8       18.4        8.7       25.5       13.3
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 - Options and Futures Combined, 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  :   253,910:    83,374    136,248     63,994      1,581     16,403     12,451     22,677     18,612      7,774      4,819     20,040:   31,262    33,531
Old  :   253,910:    83,374    136,248     63,994      1,581     16,403     12,451     22,677     18,612      7,774      4,819     20,040:   31,262    33,531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 6, 2007                                                                 :
     :    11,640:    11,969     12,532     -1,165      1,131     -2,761     -1,089     -3,702      4,976       -302         83      2,854:   -2,842    -3,472
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.8       53.7       25.2        0.6        6.5        4.9        8.9        7.3        3.1        1.9        7.9:     12.3      13.2
Old  :     100.0:      32.8       53.7       25.2        0.6        6.5        4.9        8.9        7.3        3.1        1.9        7.9:     12.3      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  :       156:        48         58         13          4         14         18         28         20         14         14         26:
Old  :       156:        48         58         13          4         14         18         28         20         14         14         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  :                 24.8       20.9       36.7       29.9       18.4        8.1       25.7       12.9
Old  :                 24.8       20.9       36.7       29.9       18.4        8.1       25.7       12.9
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 - Options and Futures Combined, 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  :   242,270:    71,405    123,716     65,158        450     19,164     13,540     26,379     13,636      8,077      4,736     17,186:   34,104    37,003
Old  :   242,270:    71,405    123,716     65,158        450     19,164     13,540     26,379     13,636      8,077      4,736     17,186:   34,104    37,003
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 30, 2007                                                                 :
     :     6,265:     4,670      9,486      1,343        220      3,127       -734     -4,383        723       -671        530     -1,933:     -261    -1,505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.5       51.1       26.9        0.2        7.9        5.6       10.9        5.6        3.3        2.0        7.1:     14.1      15.3
Old  :     100.0:      29.5       51.1       26.9        0.2        7.9        5.6       10.9        5.6        3.3        2.0        7.1:     14.1      15.3
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:        45         53         15          .         14         16         27         17         12         14         24:
Old  :       144:        45         53         15          .         14         16         27         17         12         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  :                 26.4       20.0       39.8       28.7       19.6        8.8       27.6       14.5
Old  :                 26.4       20.0       39.8       28.7       19.6        8.8       27.6       14.5
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 - Options and Futures Combined, 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  :   236,005:    66,735    114,231     63,815        230     16,037     14,274     30,762     12,913      8,748      4,206     19,119:   34,365    38,508
Old  :   236,005:    66,735    114,231     63,815        230     16,037     14,274     30,762     12,913      8,748      4,206     19,119:   34,365    38,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 23, 2007                                                                 :
     :   -11,153:    -4,094     -1,722     -1,378        230      1,817      1,158     -3,396     -2,775        595        241     -4,020:   -2,457    -1,527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       48.4       27.0        0.1        6.8        6.0       13.0        5.5        3.7        1.8        8.1:     14.6      16.3
Old  :     100.0:      28.3       48.4       27.0        0.1        6.8        6.0       13.0        5.5        3.7        1.8        8.1:     14.6      16.3
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  :       148:        49         55         14          .         12         16         28         17         12         13         26:
Old  :       148:        49         55         14          .         12         16         28         17         12         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  :                 25.2       18.1       37.6       27.5       19.6        9.4       27.5       15.1
Old  :                 25.2       18.1       37.6       27.5       19.6        9.4       27.5       15.1
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 - Options and Futures Combined, 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  :   247,158:    70,829    115,952     65,193          0     14,220     13,115     34,158     15,689      8,152      3,965     23,139:   36,822    40,035
Old  :   247,158:    70,829    115,952     65,193          0     14,220     13,115     34,158     15,689      8,152      3,965     23,139:   36,822    40,035
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 16, 2007                                                                 :
     :    -4,208:    -8,627     -9,170      1,518          0      2,265        841      2,885     -1,173        -58       -502      1,178:     -152       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.7       46.9       26.4        0.0        5.8        5.3       13.8        6.3        3.3        1.6        9.4:     14.9      16.2
Old  :     100.0:      28.7       46.9       26.4        0.0        5.8        5.3       13.8        6.3        3.3        1.6        9.4:     14.9      16.2
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  :       146:        53         55         13          0         12         17         29         17         13         14         24:
Old  :       146:        53         55         13          0         12         17         29         17         13         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  :                 25.3       18.0       37.1       28.0       19.4        9.8       26.7       15.3
Old  :                 25.3       18.0       37.1       28.0       19.4        9.8       26.7       15.3
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 - Options and Futures Combined, 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  :   251,366:    79,456    125,122     63,675          0     11,956     12,274     31,273     16,861      8,210      4,468     21,960:   36,974    39,726
Old  :   251,366:    79,456    125,122     63,675          0     11,956     12,274     31,273     16,861      8,210      4,468     21,960:   36,974    39,726
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 9, 2007                                                                  :
     :     6,990:     1,621      1,838        832       -110     -1,341     -1,278     -2,317      2,793     -1,274        713      5,382:      254        31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       49.8       25.3        0.0        4.8        4.9       12.4        6.7        3.3        1.8        8.7:     14.7      15.8
Old  :     100.0:      31.6       49.8       25.3        0.0        4.8        4.9       12.4        6.7        3.3        1.8        8.7:     14.7      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  :       149:        52         58         12          0         10         16         32         16         13         12         22:
Old  :       149:        52         58         12          0         10         16         32         16         13         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  :                 26.7       18.9       37.8       29.0       18.6       10.3       25.1       15.9
Old  :                 26.7       18.9       37.8       29.0       18.6       10.3       25.1       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 - Options and Futures Combined, 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  :   244,376:    77,835    123,284     62,842        110     13,296     13,552     33,590     14,068      9,484      3,755     16,578:   36,720    39,695
Old  :   244,376:    77,835    123,284     62,842        110     13,296     13,552     33,590     14,068      9,484      3,755     16,578:   36,720    39,695
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2007                                                                  :
     :     4,595:      -416     -1,111      1,670        110        188     -1,719     -1,334      1,337       -556        220        -13:    4,103     5,198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.9       50.5       25.7        0.0        5.4        5.5       13.7        5.8        3.9        1.5        6.8:     15.0      16.2
Old  :     100.0:      31.9       50.5       25.7        0.0        5.4        5.5       13.7        5.8        3.9        1.5        6.8:     15.0      16.2
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  :       144:        48         54         13          .         11         15         31         13         12         12         18:
Old  :       144:        48         54         13          .         11         15         31         13         12         12         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  :                 29.2       20.5       40.8       29.4       18.9       10.3       26.2       16.3
Old  :                 29.2       20.5       40.8       29.4       18.9       10.3       26.2       16.3
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 - Options and Futures Combined, 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  :   239,780:    78,251    124,396     61,172          0     13,108     15,271     34,924     12,730     10,040      3,535     16,591:   32,617    34,497
Old  :   239,780:    78,251    124,396     61,172          0     13,108     15,271     34,924     12,730     10,040      3,535     16,591:   32,617    34,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 26, 2006                                                                :
     :      -198:    -2,230     -6,352      4,381     -1,176       -127     -1,373      5,405         56        -42        -79         17:     -880     2,058
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       51.9       25.5        0.0        5.5        6.4       14.6        5.3        4.2        1.5        6.9:     13.6      14.4
Old  :     100.0:      32.6       51.9       25.5        0.0        5.5        6.4       14.6        5.3        4.2        1.5        6.9:     13.6      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  :       147:        47         53         15          0         12         15         32         14         15         11         21:
Old  :       147:        47         53         15          0         12         15         32         14         15         11         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       22.2       42.7       31.6       19.2       11.4       26.9       17.2
Old  :                 30.6       22.2       42.7       31.6       19.2       11.4       26.9       17.2
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 - Options and Futures Combined, 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  :   239,979:    80,481    130,747     56,791      1,176     13,235     16,644     29,519     12,675     10,082      3,614     16,575:   33,497    32,439
Old  :   239,979:    80,481    130,747     56,791      1,176     13,235     16,644     29,519     12,675     10,082      3,614     16,575:   33,497    32,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 19, 2006                                                                :
     :    -2,458:       722        997      3,687         41        -47       -766      3,201     -2,570      1,027        374     -2,827:   -1,684    -1,626
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.5       54.5       23.7        0.5        5.5        6.9       12.3        5.3        4.2        1.5        6.9:     14.0      13.5
Old  :     100.0:      33.5       54.5       23.7        0.5        5.5        6.9       12.3        5.3        4.2        1.5        6.9:     14.0      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  :       142:        51         57         13          .         12         13         29         13         14          9         21:
Old  :       142:        51         57         13          .         12         13         29         13         14          9         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  :                 29.5       23.7       41.9       33.2       18.5       11.2       26.6       17.4
Old  :                 29.5       23.7       41.9       33.2       18.5       11.2       26.6       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 - Options and Futures Combined, 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  :   242,437:    79,758    129,751     53,104      1,135     13,282     17,410     26,318     15,245      9,055      3,240     19,401:   35,182    34,065
Old  :   242,437:    79,758    129,751     53,104      1,135     13,282     17,410     26,318     15,245      9,055      3,240     19,401:   35,182    34,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 12, 2006                                                                :
     :       469:     3,357      3,172        358        160      1,331       -929     -1,320     -3,521       -534       -580       -434:      841     1,661
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       53.5       21.9        0.5        5.5        7.2       10.9        6.3        3.7        1.3        8.0:     14.5      14.1
Old  :     100.0:      32.9       53.5       21.9        0.5        5.5        7.2       10.9        6.3        3.7        1.3        8.0:     14.5      14.1
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:        53         58         13          .         12         14         27         12          9         14         19:
Old  :       146:        53         58         13          .         12         14         27         12          9         14         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  :                 26.7       22.6       39.0       32.4       17.1       10.7       24.8       16.5
Old  :                 26.7       22.6       39.0       32.4       17.1       10.7       24.8       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 - Options and Futures Combined, 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  :   241,968:    76,401    126,579     52,746        975     11,951     18,339     27,638     18,765      9,588      3,820     19,836:   34,340    32,404
Old  :   241,968:    76,401    126,579     52,746        975     11,951     18,339     27,638     18,765      9,588      3,820     19,836:   34,340    32,404
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 5, 2006                                                                 :
     :    -1,519:    -2,628     -8,196        598        416        818        361      6,255        261        508     -1,189     -1,594:      157     1,710
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.6       52.3       21.8        0.4        4.9        7.6       11.4        7.8        4.0        1.6        8.2:     14.2      13.4
Old  :     100.0:      31.6       52.3       21.8        0.4        4.9        7.6       11.4        7.8        4.0        1.6        8.2:     14.2      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  :       153:        52         59         14          .         11         15         29         14         13         12         20:
Old  :       153:        52         59         14          .         11         15         29         14         13         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  :                 25.9       21.8       38.5       31.1       16.8       10.7       24.5       16.6
Old  :                 25.9       21.8       38.5       31.1       16.8       10.7       24.5       16.6
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 - Options and Futures Combined, 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  :   243,486:    79,029    134,775     52,148        559     11,133     17,978     21,383     18,504      9,080      5,009     21,430:   34,184    30,694
Old  :   243,486:    79,029    134,775     52,148        559     11,133     17,978     21,383     18,504      9,080      5,009     21,430:   34,184    30,694
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 28, 2006                                                                :
     :   -10,216:   -10,129     -1,524     -1,960       -230        192      3,804     -3,741     -1,224        982      1,166     -1,189:     -691    -3,665
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.5       55.4       21.4        0.2        4.6        7.4        8.8        7.6        3.7        2.1        8.8:     14.0      12.6
Old  :     100.0:      32.5       55.4       21.4        0.2        4.6        7.4        8.8        7.6        3.7        2.1        8.8:     14.0      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  :       155:        54         61         14          .         12         17         28         18         13         15         22:
Old  :       155:        54         61         14          .         12         17         28         18         13         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       24.9       40.7       33.6       16.3        9.8       24.4       15.2
Old  :                 28.7       24.9       40.7       33.6       16.3        9.8       24.4       15.2
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 - Options and Futures Combined, 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  :   253,702:    89,158    136,300     54,109        790     10,940     14,174     25,123     19,729      8,098      3,842     22,619:   34,875    34,359
Old  :   253,702:    89,158    136,300     54,109        790     10,940     14,174     25,123     19,729      8,098      3,842     22,619:   34,875    34,359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 21, 2006                                                                :
     :   -12,090:       445         72       -663       -142       -879       -767       -757     -1,228        377        447     -8,691:     -683      -912
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       53.7       21.3        0.3        4.3        5.6        9.9        7.8        3.2        1.5        8.9:     13.7      13.5
Old  :     100.0:      35.1       53.7       21.3        0.3        4.3        5.6        9.9        7.8        3.2        1.5        8.9:     13.7      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  :       153:        55         61         13          .         11         16         27         18         11         16         25:
Old  :       153:        55         61         13          .         11         16         27         18         11         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  :                 28.7       22.8       40.8       32.3       15.9        9.5       23.1       14.6
Old  :                 28.7       22.8       40.8       32.3       15.9        9.5       23.1       14.6
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 - Options and Futures Combined, 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  :   265,792:    88,714    136,227     54,771        931     11,820     14,941     25,880     20,957      7,721      3,395     31,310:   35,558    35,271
Old  :   265,792:    88,714    136,227     54,771        931     11,820     14,941     25,880     20,957      7,721      3,395     31,310:   35,558    35,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2006                                                                :
     :     7,168:     6,370      6,641         22        139     -1,061        929     -1,734        -15       -782        329      1,712:       -8     1,157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       51.3       20.6        0.4        4.4        5.6        9.7        7.9        2.9        1.3       11.8:     13.4      13.3
Old  :     100.0:      33.4       51.3       20.6        0.4        4.4        5.6        9.7        7.9        2.9        1.3       11.8:     13.4      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  :       155:        57         64         13          .         12         16         26         19         16         11         26:
Old  :       155:        57         64         13          .         12         16         26         19         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  :                 26.7       22.4       38.7       32.5       15.2       10.0       22.1       15.2
Old  :                 26.7       22.4       38.7       32.5       15.2       10.0       22.1       15.2
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 - Options and Futures Combined, 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  :   258,624:    82,344    129,586     54,750        792     12,881     14,012     27,615     20,972      8,502      3,066     29,598:   35,567    34,115
Old  :   258,624:    82,344    129,586     54,750        792     12,881     14,012     27,615     20,972      8,502      3,066     29,598:   35,567    34,115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 7, 2006                                                                 :
     :    -1,090:    -6,436     -6,956       -273        349      1,113       -226        994      2,051        117       -280      2,699:     -135    -1,061
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       50.1       21.2        0.3        5.0        5.4       10.7        8.1        3.3        1.2       11.4:     13.8      13.2
Old  :     100.0:      31.8       50.1       21.2        0.3        5.0        5.4       10.7        8.1        3.3        1.2       11.4:     13.8      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  :       147:        51         60         13          .         13         15         26         15         14          9         24:
Old  :       147:        51         60         13          .         13         15         26         15         14          9         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  :                 26.4       22.2       38.7       32.0       15.8       10.7       22.1       16.1
Old  :                 26.4       22.2       38.7       32.0       15.8       10.7       22.1       16.1
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 - Options and Futures Combined, 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  :   259,714:    88,779    136,542     55,023        443     11,768     14,238     26,620     18,921      8,385      3,346     26,898:   35,702    35,176
Old  :   259,714:    88,779    136,542     55,023        443     11,768     14,238     26,620     18,921      8,385      3,346     26,898:   35,702    35,176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 31, 2006                                                                 :
     :       422:       -42      4,203     -1,351       -576       -158      2,086     -2,325       -917       -570       -141      1,378:       -4    -1,042
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       52.6       21.2        0.2        4.5        5.5       10.2        7.3        3.2        1.3       10.4:     13.7      13.5
Old  :     100.0:      34.2       52.6       21.2        0.2        4.5        5.5       10.2        7.3        3.2        1.3       10.4:     13.7      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  :       146:        49         58         15          .         14         15         27         15         15          8         23:
Old  :       146:        49         58         15          .         14         15         27         15         15          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  :                 28.9       23.3       41.0       33.5       15.7       10.6       22.4       16.7
Old  :                 28.9       23.3       41.0       33.5       15.7       10.6       22.4       16.7
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 - Options and Futures Combined, 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  :   259,292:    88,821    132,338     56,374      1,020     11,925     12,151     28,945     19,839      8,955      3,487     25,521:   35,706    36,217
Old  :   259,292:    88,821    132,338     56,374      1,020     11,925     12,151     28,945     19,839      8,955      3,487     25,521:   35,706    36,217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 24, 2006                                                                 :
     :     4,152:       568      2,800      1,704       -438       -524        651        870       -398        -25       -194       -345:    2,522     2,382
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       51.0       21.7        0.4        4.6        4.7       11.2        7.7        3.5        1.3        9.8:     13.8      14.0
Old  :     100.0:      34.3       51.0       21.7        0.4        4.6        4.7       11.2        7.7        3.5        1.3        9.8:     13.8      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  :       144:        48         53         15          4         13         15         25         13         13         12         23:
Old  :       144:        48         53         15          4         13         15         25         13         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  :                 29.0       22.7       40.8       33.2       15.9       11.0       23.1       16.6
Old  :                 29.0       22.7       40.8       33.2       15.9       11.0       23.1       16.6
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 - Options and Futures Combined, 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  :   255,140:    88,253    129,539     54,670      1,458     12,450     11,500     28,075     20,236      8,981      3,681     25,866:   33,184    33,835
Old  :   255,140:    88,253    129,539     54,670      1,458     12,450     11,500     28,075     20,236      8,981      3,681     25,866:   33,184    33,835
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 17, 2006                                                                 :
     :     6,588:     3,645       -294       -106       -418        650     -1,826      4,245      3,037      2,044       -216      1,058:   -1,915    -1,476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.6       50.8       21.4        0.6        4.9        4.5       11.0        7.9        3.5        1.4       10.1:     13.0      13.3
Old  :     100.0:      34.6       50.8       21.4        0.6        4.9        4.5       11.0        7.9        3.5        1.4       10.1:     13.0      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  :       146:        52         57         14          4         16         14         25         16         14         10         22:
Old  :       146:        52         57         14          4         16         14         25         16         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  :                 27.7       22.0       39.4       32.7       15.8       10.3       22.6       15.8
Old  :                 27.7       22.0       39.4       32.7       15.8       10.3       22.6       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 - Options and Futures Combined, 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  :   248,552:    84,608    129,832     54,776      1,876     11,799     13,326     23,829     17,199      6,936      3,897     24,808:   35,099    35,311
Old  :   248,552:    84,608    129,832     54,776      1,876     11,799     13,326     23,829     17,199      6,936      3,897     24,808:   35,099    35,311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 10, 2006                                                                 :
     :    -1,465:     1,101      4,143     -1,114        103        256        535       -732     -1,716         82        161     -1,559:      951    -2,121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.0       52.2       22.0        0.8        4.7        5.4        9.6        6.9        2.8        1.6       10.0:     14.1      14.2
Old  :     100.0:      34.0       52.2       22.0        0.8        4.7        5.4        9.6        6.9        2.8        1.6       10.0:     14.1      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:        49         58         13          4         14         14         26         15         11         11         22:
Old  :       143:        49         58         13          4         14         14         26         15         11         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  :                 27.3       21.6       39.2       32.8       16.4       11.2       23.8       16.5
Old  :                 27.3       21.6       39.2       32.8       16.4       11.2       23.8       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 - Options and Futures Combined, 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  :   250,018:    83,507    125,689     55,890      1,773     11,543     12,791     24,562     18,916      6,855      3,736     26,367:   34,148    37,432
Old  :   250,018:    83,507    125,689     55,890      1,773     11,543     12,791     24,562     18,916      6,855      3,736     26,367:   34,148    37,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 3, 2006                                                                  :
     :      -412:     1,942      2,191        723        658        385       -789     -1,720     -2,480       -296       -356     -1,933:    2,036     2,843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       50.3       22.4        0.7        4.6        5.1        9.8        7.6        2.7        1.5       10.5:     13.7      15.0
Old  :     100.0:      33.4       50.3       22.4        0.7        4.6        5.1        9.8        7.6        2.7        1.5       10.5:     13.7      15.0
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  :       144:        48         57         15          .         14         15         26         15         11         12         21:
Old  :       144:        48         57         15          .         14         15         26         15         11         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  :                 26.4       20.3       38.2       31.1       16.1       10.2       23.4       15.9
Old  :                 26.4       20.3       38.2       31.1       16.1       10.2       23.4       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 - Options and Futures Combined, 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  :   250,430:    81,565    123,498     55,167      1,114     11,158     13,580     26,282     21,396      7,151      4,092     28,300:   32,113    34,589
Old  :   250,430:    81,565    123,498     55,167      1,114     11,158     13,580     26,282     21,396      7,151      4,092     28,300:   32,113    34,589
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 26, 2006                                                               :
     :     7,272:     2,168       -322      3,469        400        -40        250      6,378      1,286       -927       -385      1,167:     -101    -1,212
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       49.3       22.0        0.4        4.5        5.4       10.5        8.5        2.9        1.6       11.3:     12.8      13.8
Old  :     100.0:      32.6       49.3       22.0        0.4        4.5        5.4       10.5        8.5        2.9        1.6       11.3:     12.8      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  :       155:        48         60         15          .         13         16         28         16          9         16         26:
Old  :       155:        48         60         15          .         13         16         28         16          9         16         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  :                 25.5       19.1       37.3       29.7       16.0       10.4       23.3       16.1
Old  :                 25.5       19.1       37.3       29.7       16.0       10.4       23.3       16.1
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 - Options and Futures Combined, 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  :   243,158:    79,397    123,820     51,698        714     11,198     13,330     19,904     20,110      8,078      4,478     27,134:   32,213    35,801
Old  :   243,158:    79,397    123,820     51,698        714     11,198     13,330     19,904     20,110      8,078      4,478     27,134:   32,213    35,801
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 19, 2006                                                               :
     :      -311:      -434       -802      1,880        242       -240       -737      1,462       -552      1,192      1,217       -374:   -1,045    -1,264
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       50.9       21.3        0.3        4.6        5.5        8.2        8.3        3.3        1.8       11.2:     13.2      14.7
Old  :     100.0:      32.7       50.9       21.3        0.3        4.6        5.5        8.2        8.3        3.3        1.8       11.2:     13.2      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  :       150:        50         60         14          .         12         14         25         15         15         12         28:
Old  :       150:        50         60         14          .         12         14         25         15         15         12         28:
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       18.8       36.1       29.5       15.9        9.3       22.6       14.3
Old  :                 24.2       18.8       36.1       29.5       15.9        9.3       22.6       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 - Options and Futures Combined, 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  :   243,469:    79,832    124,623     49,818        472     11,437     14,068     18,442     20,662      6,886      3,261     27,508:   33,258    37,065
Old  :   243,469:    79,832    124,623     49,818        472     11,437     14,068     18,442     20,662      6,886      3,261     27,508:   33,258    37,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 12, 2006                                                               :
     :    14,374:     5,898      3,402      4,261       -525     -1,239     -2,034      4,602        540        473       -486      6,776:     -302     1,304
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.8       51.2       20.5        0.2        4.7        5.8        7.6        8.5        2.8        1.3       11.3:     13.7      15.2
Old  :     100.0:      32.8       51.2       20.5        0.2        4.7        5.8        7.6        8.5        2.8        1.3       11.3:     13.7      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  :       152:        52         65         14          .         13         14         26         15         15         11         26:
Old  :       152:        52         65         14          .         13         14         26         15         15         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  :                 22.5       17.8       34.1       27.7       14.9        8.3       21.2       13.1
Old  :                 22.5       17.8       34.1       27.7       14.9        8.3       21.2       13.1
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 - Options and Futures Combined, 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  :   229,095:    73,933    121,221     45,557        997     12,676     16,102     13,840     20,121      6,413      3,747     20,732:   33,560    35,761
Old  :   229,095:    73,933    121,221     45,557        997     12,676     16,102     13,840     20,121      6,413      3,747     20,732:   33,560    35,761
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 5, 2006                                                                :
     :    14,177:     9,873      5,477     -1,088       -305        146      2,711      2,595       -242       -521        213      2,530:      768     3,764
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.3       52.9       19.9        0.4        5.5        7.0        6.0        8.8        2.8        1.6        9.0:     14.6      15.6
Old  :     100.0:      32.3       52.9       19.9        0.4        5.5        7.0        6.0        8.8        2.8        1.6        9.0:     14.6      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  :       151:        52         64         14          .         13         17         22         14         13         13         25:
Old  :       151:        52         64         14          .         13         17         22         14         13         13         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  :                 21.9       19.0       34.5       30.4       14.9       10.2       22.0       16.0
Old  :                 21.9       19.0       34.5       30.4       14.9       10.2       22.0       16.0
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 - Options and Futures Combined, 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  :   214,917:    64,060    115,744     46,645      1,302     12,530     13,390     11,246     20,363      6,934      3,533     18,202:   32,792    31,996
Old  :   214,917:    64,060    115,744     46,645      1,302     12,530     13,390     11,246     20,363      6,934      3,533     18,202:   32,792    31,996
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 29, 2006                                                                  :
     :     1,323:    -2,025     -2,815        696        478       -428        126        859      1,695         10       -438         -1:    1,251     1,973
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.8       53.9       21.7        0.6        5.8        6.2        5.2        9.5        3.2        1.6        8.5:     15.3      14.9
Old  :     100.0:      29.8       53.9       21.7        0.6        5.8        6.2        5.2        9.5        3.2        1.6        8.5:     15.3      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  :       144:        46         58         14          4         14         18         20         20         10         13         22:
Old  :       144:        46         58         14          4         14         18         20         20         10         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  :                 23.1       19.8       37.6       29.5       16.4        9.9       23.0       16.2
Old  :                 23.1       19.8       37.6       29.5       16.4        9.9       23.0       16.2
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 - Options and Futures Combined, 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  :   213,595:    66,086    118,559     45,949        825     12,958     13,265     10,387     18,669      6,924      3,972     18,203:   31,542    30,023
Old  :   213,595:    66,086    118,559     45,949        825     12,958     13,265     10,387     18,669      6,924      3,972     18,203:   31,542    30,023
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 22, 2006                                                                  :
     :       689:     1,819        915      2,670          5       -646     -2,383      3,571        615        767       -675     -1,968:     -184    -1,128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.9       55.5       21.5        0.4        6.1        6.2        4.9        8.7        3.2        1.9        8.5:     14.8      14.1
Old  :     100.0:      30.9       55.5       21.5        0.4        6.1        6.2        4.9        8.7        3.2        1.9        8.5:     14.8      14.1
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  :       148:        50         58         15          .         13         21         17         14         13         13         24:
Old  :       148:        50         58         15          .         13         21         17         14         13         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  :                 23.5       20.9       38.3       30.5       15.7        9.5       22.2       15.3
Old  :                 23.5       20.9       38.3       30.5       15.7        9.5       22.2       15.3
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 - Options and Futures Combined, 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  :   212,905:    64,266    117,644     43,279        820     13,604     15,648      6,816     18,054      6,158      4,647     20,171:   31,726    31,150
Old  :   212,905:    64,266    117,644     43,279        820     13,604     15,648      6,816     18,054      6,158      4,647     20,171:   31,726    31,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2006                                                                  :
     :     2,093:     2,582      3,893      1,632       -795        420      2,108        -25     -1,538        221       -782      1,690:   -5,020      -769
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       55.3       20.3        0.4        6.4        7.3        3.2        8.5        2.9        2.2        9.5:     14.9      14.6
Old  :     100.0:      30.2       55.3       20.3        0.4        6.4        7.3        3.2        8.5        2.9        2.2        9.5:     14.9      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  :       145:        52         59         15          .         14         24         17         16         12         12         24:
Old  :       145:        52         59         15          .         14         24         17         16         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  :                 23.5       22.4       37.5       31.5       15.3       10.3       21.6       15.4
Old  :                 23.5       22.4       37.5       31.5       15.3       10.3       21.6       15.4
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 - Options and Futures Combined, 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  :   210,812:    61,685    113,751     41,647      1,615     13,184     13,540      6,841     19,592      5,937      5,429     18,481:   36,746    31,919
Old  :   210,812:    61,685    113,751     41,647      1,615     13,184     13,540      6,841     19,592      5,937      5,429     18,481:   36,746    31,919
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 8, 2006                                                                   :
     :     3,707:     5,978     -5,010        863       -831      1,526     -5,181      2,580     -1,203        501      1,118      2,434:   -1,212     3,094
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       54.0       19.8        0.8        6.3        6.4        3.2        9.3        2.8        2.6        8.8:     17.4      15.1
Old  :     100.0:      29.3       54.0       19.8        0.8        6.3        6.4        3.2        9.3        2.8        2.6        8.8:     17.4      15.1
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:        51         58         14          5         16         23         13         15         10         15         23:
Old  :       142:        51         58         14          5         16         23         13         15         10         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  :                 22.3       23.3       35.8       32.4       15.2       11.7       21.7       16.6
Old  :                 22.3       23.3       35.8       32.4       15.2       11.7       21.7       16.6
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 - Options and Futures Combined, 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  :   207,106:    55,706    118,761     40,784      2,446     11,658     18,721      4,261     20,796      5,436      4,311     16,047:   37,958    28,825
Old  :   207,106:    55,706    118,761     40,784      2,446     11,658     18,721      4,261     20,796      5,436      4,311     16,047:   37,958    28,825
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2006                                                                   :
     :     3,902:    -2,484      3,126      1,268        304        -86      2,732       -186      3,140        169       -122     -3,717:    2,879     1,443
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       57.3       19.7        1.2        5.6        9.0        2.1       10.0        2.6        2.1        7.7:     18.3      13.9
Old  :     100.0:      26.9       57.3       19.7        1.2        5.6        9.0        2.1       10.0        2.6        2.1        7.7:     18.3      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  :       140:        51         60         12          6         15         25         12         15          7         14         21:
Old  :       140:        51         60         12          6         15         25         12         15          7         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  :                 22.2       25.2       35.1       34.2       15.6       14.1       23.0       19.2
Old  :                 22.2       25.2       35.1       34.2       15.6       14.1       23.0       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 - Options and Futures Combined, 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  :   203,204:    58,190    115,636     39,515      2,141     11,744     15,989      4,447     17,655      5,267      4,434     19,763:   35,079    27,383
Old  :   203,204:    58,190    115,636     39,515      2,141     11,744     15,989      4,447     17,655      5,267      4,434     19,763:   35,079    27,383
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 25, 2006                                                                    :
     :    -3,946:    -5,604      2,412        193        625     -1,161      1,359     -4,140     -1,034        629        285      1,853:     -181    -2,786
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       56.9       19.4        1.1        5.8        7.9        2.2        8.7        2.6        2.2        9.7:     17.3      13.5
Old  :     100.0:      28.6       56.9       19.4        1.1        5.8        7.9        2.2        8.7        2.6        2.2        9.7:     17.3      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  :       151:        50         62         13          5         14         27         11         14          7         18         28:
Old  :       151:        50         62         13          5         14         27         11         14          7         18         28:
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       25.9       36.3       34.6       15.4       12.8       22.3       17.9
Old  :                 22.5       25.9       36.3       34.6       15.4       12.8       22.3       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 - Options and Futures Combined, 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  :   207,150:    63,794    113,224     39,322      1,516     12,905     14,630      8,587     18,690      4,638      4,149     17,911:   35,260    30,169
Old  :   207,150:    63,794    113,224     39,322      1,516     12,905     14,630      8,587     18,690      4,638      4,149     17,911:   35,260    30,169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2006                                                                    :
     :    -4,371:     3,351     -8,969        695         56        661     -9,093        442     -1,854       -807        162      3,455:     -780     1,677
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.8       54.7       19.0        0.7        6.2        7.1        4.1        9.0        2.2        2.0        8.6:     17.0      14.6
Old  :     100.0:      30.8       54.7       19.0        0.7        6.2        7.1        4.1        9.0        2.2        2.0        8.6:     17.0      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  :       142:        49         58         15          4         15         25         14         15          2         19         21:
Old  :       142:        49         58         15          4         15         25         14         15          2         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  :                 22.0       24.7       35.4       33.0       14.5       12.6       21.1       17.2
Old  :                 22.0       24.7       35.4       33.0       14.5       12.6       21.1       17.2
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 - Options and Futures Combined, 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  :   211,521:    60,443    122,194     38,627      1,460     12,244     23,723      8,145     20,544      5,445      3,987     14,456:   36,040    28,492
Old  :   211,521:    60,443    122,194     38,627      1,460     12,244     23,723      8,145     20,544      5,445      3,987     14,456:   36,040    28,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 11, 2006                                                                    :
     :    18,545:     7,248     13,812     -1,032        980      2,147      6,147       -444      1,202        233       -501      2,177:      422      -828
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       57.8       18.3        0.7        5.8       11.2        3.9        9.7        2.6        1.9        6.8:     17.0      13.5
Old  :     100.0:      28.6       57.8       18.3        0.7        5.8       11.2        3.9        9.7        2.6        1.9        6.8:     17.0      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  :       142:        49         56         16          .         13         32         11         19          7         11         19:
Old  :       142:        49         56         16          .         13         32         11         19          7         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  :                 21.7       25.5       35.0       35.5       13.8       14.1       20.8       19.1
Old  :                 21.7       25.5       35.0       35.5       13.8       14.1       20.8       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 - Options and Futures Combined, 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  :   192,976:    53,195    108,382     39,659        480     10,097     17,575      8,589     19,342      5,212      4,488     12,278:   35,617    29,320
Old  :   192,976:    53,195    108,382     39,659        480     10,097     17,575      8,589     19,342      5,212      4,488     12,278:   35,617    29,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 3, 2006                                                                     :
     :     4,999:     2,066       -208         66        480        330     -2,947       -368      2,195       -194       -198       -178:    3,661     2,946
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       56.2       20.6        0.2        5.2        9.1        4.5       10.0        2.7        2.3        6.4:     18.5      15.2
Old  :     100.0:      27.6       56.2       20.6        0.2        5.2        9.1        4.5       10.0        2.7        2.3        6.4:     18.5      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  :       129:        46         56         14          .         11         22         13         16          8          9         18:
Old  :       129:        46         56         14          .         11         22         13         16          8          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  :                 22.6       24.7       35.9       34.6       15.9       14.5       23.3       19.9
Old  :                 22.6       24.7       35.9       34.6       15.9       14.5       23.3       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 - Options and Futures Combined, 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  :   187,977:    51,129    108,590     39,593          0      9,767     20,523      8,957     17,147      5,406      4,685     12,457:   31,956    26,374
Old  :   187,977:    51,129    108,590     39,593          0      9,767     20,523      8,957     17,147      5,406      4,685     12,457:   31,956    26,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 27, 2006                                                                    :
     :    -4,376:    -1,747     -1,131       -307       -119       -322      2,641        689     -1,449       -830        488     -2,056:     -305      -475
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       57.8       21.1        0.0        5.2       10.9        4.8        9.1        2.9        2.5        6.6:     17.0      14.0
Old  :     100.0:      27.2       57.8       21.1        0.0        5.2       10.9        4.8        9.1        2.9        2.5        6.6:     17.0      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  :       130:        45         52         13          0          9         25         13         13         12          9         21:
Old  :       130:        45         52         13          0          9         25         13         13         12          9         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  :                 22.2       25.9       35.2       37.0       16.1       16.4       24.1       22.5
Old  :                 22.2       25.9       35.2       37.0       16.1       16.4       24.1       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 - Options and Futures Combined, 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  :   192,353:    52,876    109,722     39,900        119     10,089     17,881      8,268     18,596      6,236      4,197     14,513:   32,262    26,849
Old  :   192,353:    52,876    109,722     39,900        119     10,089     17,881      8,268     18,596      6,236      4,197     14,513:   32,262    26,849
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 20, 2006                                                                    :
     :       863:    -4,431      3,224          7        -39       -176      3,359     -3,350       -148        669        -51      2,326:     -743      -924
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       57.0       20.7        0.1        5.2        9.3        4.3        9.7        3.2        2.2        7.5:     16.8      14.0
Old  :     100.0:      27.5       57.0       20.7        0.1        5.2        9.3        4.3        9.7        3.2        2.2        7.5:     16.8      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:        50         57         13          .         10         22         15         15         11          8         21:
Old  :       136:        50         57         13          .         10         22         15         15         11          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  :                 20.9       25.1       33.0       36.0       15.8       16.6       23.1       22.0
Old  :                 20.9       25.1       33.0       36.0       15.8       16.6       23.1       22.0
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 - Options and Futures Combined, 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  :   191,490:    57,307    106,497     39,894        159     10,265     14,523     11,618     18,744      5,567      4,248     12,187:   33,004    27,772
Old  :   191,490:    57,307    106,497     39,894        159     10,265     14,523     11,618     18,744      5,567      4,248     12,187:   33,004    27,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 13, 2006                                                                    :
     :       445:       493        549        317       -441        -78       -106        438      2,153        170     -1,082       -972:   -1,532      -123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       55.6       20.8        0.1        5.4        7.6        6.1        9.8        2.9        2.2        6.4:     17.2      14.5
Old  :     100.0:      29.9       55.6       20.8        0.1        5.4        7.6        6.1        9.8        2.9        2.2        6.4:     17.2      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  :       130:        51         55         13          .         11         21         18         15          7         10         18:
Old  :       130:        51         55         13          .         11         21         18         15          7         10         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  :                 19.9       23.7       32.3       33.8       15.7       15.5       22.6       20.6
Old  :                 19.9       23.7       32.3       33.8       15.7       15.5       22.6       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 - Options and Futures Combined, 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  :   191,044:    56,814    105,948     39,577        600     10,343     14,628     11,180     16,591      5,397      5,329     13,159:   34,537    27,895
Old  :   191,044:    56,814    105,948     39,577        600     10,343     14,628     11,180     16,591      5,397      5,329     13,159:   34,537    27,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 6, 2006                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       55.5       20.7        0.3        5.4        7.7        5.9        8.7        2.8        2.8        6.9:     18.1      14.6
Old  :     100.0:      29.7       55.5       20.7        0.3        5.4        7.7        5.9        8.7        2.8        2.8        6.9:     18.1      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  :       126:        45         51         14          .         10         20         17         13          6         10         17:
Old  :       126:        45         51         14          .         10         20         17         13          6         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  :                 20.9       25.0       33.4       35.3       15.4       15.4       22.3       20.4
Old  :                 20.9       25.0       33.4       35.3       15.4       15.4       22.3       20.4
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 - Options and Futures Combined, 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  :   969,151:   117,575    112,107    120,831     85,789    142,516    127,308    190,336    243,728     27,974     54,185     94,480:   94,740    46,010
Old  :   969,151:   117,575    112,107    120,831     85,789    142,516    127,308    190,336    243,728     27,974     54,185     94,480:   94,740    46,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 18, 2009                                                                  :
     :   -23,911:    -8,897     -7,130      5,936        310     -1,819        423     -1,088    -11,817     -1,866       -191        659:   -6,529    -2,834
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1       11.6       12.5        8.9       14.7       13.1       19.6       25.1        2.9        5.6        9.7:      9.8       4.7
Old  :     100.0:      12.1       11.6       12.5        8.9       14.7       13.1       19.6       25.1        2.9        5.6        9.7:      9.8       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  :       308:        59         48         22          8         25         54         64         68         47         42         59:
Old  :       308:        59         48         22          8         25         54         64         68         47         42         59:
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  :                 31.5       36.2       42.8       47.9       14.5       18.2       18.7       22.9
Old  :                 31.5       36.2       42.8       47.9       14.5       18.2       18.7       22.9
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 - Options and Futures Combined, 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  :   993,062:   126,471    119,237    114,895     85,479    144,335    126,886    191,424    255,545     29,840     54,376     93,821:  101,269    48,844
Old  :   993,062:   126,471    119,237    114,895     85,479    144,335    126,886    191,424    255,545     29,840     54,376     93,821:  101,269    48,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 11, 2009                                                                  :
     :    29,183:     8,710      5,509      9,352     -4,567     10,246    -10,579     16,177     -1,489      8,731      1,179     -2,981:    7,191     5,107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       12.0       11.6        8.6       14.5       12.8       19.3       25.7        3.0        5.5        9.4:     10.2       4.9
Old  :     100.0:      12.7       12.0       11.6        8.6       14.5       12.8       19.3       25.7        3.0        5.5        9.4:     10.2       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  :       291:        60         49         21          7         24         54         56         70         39         39         60:
Old  :       291:        60         49         21          7         24         54         56         70         39         39         60:
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  :                 31.7       37.1       43.0       49.2       13.5       17.4       18.0       22.9
Old  :                 31.7       37.1       43.0       49.2       13.5       17.4       18.0       22.9
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 - Options and Futures Combined, 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  :   963,879:   117,761    113,729    105,543     90,046    134,089    137,464    175,247    257,034     21,109     53,197     96,802:   94,078    43,737
Old  :   963,879:   117,761    113,729    105,543     90,046    134,089    137,464    175,247    257,034     21,109     53,197     96,802:   94,078    43,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 4, 2009                                                                   :
     :    21,210:    -2,547     -3,319     -7,673     10,986     -4,409      7,738     26,165      3,113     10,090    -23,918      7,850:    7,048     4,742
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2       11.8       10.9        9.3       13.9       14.3       18.2       26.7        2.2        5.5       10.0:      9.8       4.5
Old  :     100.0:      12.2       11.8       10.9        9.3       13.9       14.3       18.2       26.7        2.2        5.5       10.0:      9.8       4.5
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  :       286:        58         47         20          9         26         53         53         62         37         42         58:
Old  :       286:        58         47         20          9         26         53         53         62         37         42         58:
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  :                 32.5       39.4       43.8       51.4       14.2       17.8       18.9       23.7
Old  :                 32.5       39.4       43.8       51.4       14.2       17.8       18.9       23.7
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 - Options and Futures Combined, 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  :   942,669:   120,308    117,048    113,216     79,060    138,498    129,726    149,082    253,920     11,018     77,115     88,952:   87,030    38,995
Old  :   942,669:   120,308    117,048    113,216     79,060    138,498    129,726    149,082    253,920     11,018     77,115     88,952:   87,030    38,995
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 28, 2009                                                                    :
     :     3,956:      -867        304      4,365     -7,276      3,595     -4,795    -28,426     14,035     -7,596     26,855      2,877:   -7,658    -8,009
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       12.4       12.0        8.4       14.7       13.8       15.8       26.9        1.2        8.2        9.4:      9.2       4.1
Old  :     100.0:      12.8       12.4       12.0        8.4       14.7       13.8       15.8       26.9        1.2        8.2        9.4:      9.2       4.1
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  :       281:        59         50         19          9         25         58         47         64         30         47         54:
Old  :       281:        59         50         19          9         25         58         47         64         30         47         54:
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       38.6       44.1       51.1       14.3       16.9       19.1       22.1
Old  :                 32.4       38.6       44.1       51.1       14.3       16.9       19.1       22.1
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 - Options and Futures Combined, 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  :   938,713:   121,176    116,744    108,851     86,336    134,903    134,522    177,508    239,885     18,614     50,260     86,075:   94,689    47,004
Old  :   938,713:   121,176    116,744    108,851     86,336    134,903    134,522    177,508    239,885     18,614     50,260     86,075:   94,689    47,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 21, 2009                                                                    :
     :   -50,049:   -15,598    -13,232      2,228      1,896     -8,151     -5,898      4,924    -22,471      3,571     -5,237     -5,828:    2,098    -1,950
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       12.4       11.6        9.2       14.4       14.3       18.9       25.6        2.0        5.4        9.2:     10.1       5.0
Old  :     100.0:      12.9       12.4       11.6        9.2       14.4       14.3       18.9       25.6        2.0        5.4        9.2:     10.1       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  :       273:        57         47         18          9         25         51         56         63         31         40         47:
Old  :       273:        57         47         18          9         25         51         56         63         31         40         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  :                 33.0       38.4       44.3       50.5       14.7       18.1       19.7       23.4
Old  :                 33.0       38.4       44.3       50.5       14.7       18.1       19.7       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 - Options and Futures Combined, 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  :   988,763:   136,773    129,976    106,623     84,439    143,054    140,419    172,584    262,356     15,043     55,496     91,903:   92,591    48,954
Old  :   988,763:   136,773    129,976    106,623     84,439    143,054    140,419    172,584    262,356     15,043     55,496     91,903:   92,591    48,954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 14, 2009                                                                    :
     :     4,625:     6,094      9,408        331    -13,855     13,316     -3,289    -20,089      1,873     -9,337      6,016      4,971:   -9,335     2,984
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.8       13.1       10.8        8.5       14.5       14.2       17.5       26.5        1.5        5.6        9.3:      9.4       5.0
Old  :     100.0:      13.8       13.1       10.8        8.5       14.5       14.2       17.5       26.5        1.5        5.6        9.3:      9.4       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  :       286:        58         47         18          9         25         52         60         70         28         47         51:
Old  :       286:        58         47         18          9         25         52         60         70         28         47         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  :                 34.6       38.4       45.1       50.1       14.0       17.8       18.6       21.7
Old  :                 34.6       38.4       45.1       50.1       14.0       17.8       18.6       21.7
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 - Options and Futures Combined, 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  :   984,138:   130,679    120,568    106,293     98,294    129,738    143,708    192,673    260,483     24,380     49,480     86,933:  101,925    45,969
Old  :   984,138:   130,679    120,568    106,293     98,294    129,738    143,708    192,673    260,483     24,380     49,480     86,933:  101,925    45,969
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 7, 2009                                                                     :
     :    12,731:     2,604      4,305      2,377      8,681    -12,829      4,337      3,122      9,312     -2,570      3,358       -422:    9,920    -2,797
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       12.3       10.8       10.0       13.2       14.6       19.6       26.5        2.5        5.0        8.8:     10.4       4.7
Old  :     100.0:      13.3       12.3       10.8       10.0       13.2       14.6       19.6       26.5        2.5        5.0        8.8:     10.4       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  :       297:        59         48         19         10         25         56         60         76         38         44         51:
Old  :       297:        59         48         19         10         25         56         60         76         38         44         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  :                 31.9       39.0       42.8       50.5       14.4       20.3       19.1       25.7
Old  :                 31.9       39.0       42.8       50.5       14.4       20.3       19.1       25.7
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 - Options and Futures Combined, 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  :   971,407:   128,075    116,264    103,916     89,613    142,566    139,371    189,551    251,170     26,950     46,122     87,355:   92,005    48,767
Old  :   971,407:   128,075    116,264    103,916     89,613    142,566    139,371    189,551    251,170     26,950     46,122     87,355:   92,005    48,767
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 30, 2009                                                                    :
     :    29,388:     5,932      7,151      6,676      4,174     -1,213      8,535      8,753     15,128        729      1,753     -7,325:      926       967
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2       12.0       10.7        9.2       14.7       14.3       19.5       25.9        2.8        4.7        9.0:      9.5       5.0
Old  :     100.0:      13.2       12.0       10.7        9.2       14.7       14.3       19.5       25.9        2.8        4.7        9.0:      9.5       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  :       294:        58         47         18         10         26         52         62         73         37         42         52:
Old  :       294:        58         47         18         10         26         52         62         73         37         42         52:
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  :                 32.3       39.1       43.4       50.6       14.1       18.7       18.8       24.1
Old  :                 32.3       39.1       43.4       50.6       14.1       18.7       18.8       24.1
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 - Options and Futures Combined, 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  :   942,019:   122,142    109,113     97,240     85,438    143,780    130,836    180,798    236,042     26,221     44,369     94,679:   91,079    47,800
Old  :   942,019:   122,142    109,113     97,240     85,438    143,780    130,836    180,798    236,042     26,221     44,369     94,679:   91,079    47,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 23, 2009                                                                    :
     :     7,160:    -1,086     -5,009      6,232      4,235     -2,623     13,864     23,904     -4,379      5,431     -3,723     -8,365:   -1,914     3,121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       11.6       10.3        9.1       15.3       13.9       19.2       25.1        2.8        4.7       10.1:      9.7       5.1
Old  :     100.0:      13.0       11.6       10.3        9.1       15.3       13.9       19.2       25.1        2.8        4.7       10.1:      9.7       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  :       279:        57         45         18         11         25         50         52         64         42         35         51:
Old  :       279:        57         45         18         11         25         50         52         64         42         35         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  :                 32.1       40.4       42.9       52.5       13.0       19.1       17.4       24.5
Old  :                 32.1       40.4       42.9       52.5       13.0       19.1       17.4       24.5
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 - Options and Futures Combined, 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  :   934,859:   123,229    114,122     91,008     81,204    146,402    116,972    156,895    240,421     20,790     48,092    103,044:   92,993    44,679
Old  :   934,859:   123,229    114,122     91,008     81,204    146,402    116,972    156,895    240,421     20,790     48,092    103,044:   92,993    44,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 16, 2009                                                                    :
     :   -25,844:    -2,694     -2,621     -1,489     14,339     -6,673      2,219     -7,414    -13,538      4,688     -4,066       -710:   -7,646    -5,159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2       12.2        9.7        8.7       15.7       12.5       16.8       25.7        2.2        5.1       11.0:      9.9       4.8
Old  :     100.0:      13.2       12.2        9.7        8.7       15.7       12.5       16.8       25.7        2.2        5.1       11.0:      9.9       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  :       270:        56         48         21          7         25         50         50         65         36         38         50:
Old  :       270:        56         48         21          7         25         50         50         65         36         38         50:
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  :                 32.8       39.7       43.6       52.0       11.5       17.6       14.9       22.1
Old  :                 32.8       39.7       43.6       52.0       11.5       17.6       14.9       22.1
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 - Options and Futures Combined, 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  :   960,703:   125,922    116,743     92,497     66,865    153,075    114,753    164,309    253,960     16,102     52,158    103,754:  100,639    49,838
Old  :   960,703:   125,922    116,743     92,497     66,865    153,075    114,753    164,309    253,960     16,102     52,158    103,754:  100,639    49,838
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 9, 2009                                                                     :
     :    13,518:     4,570      8,828      6,470     -9,187      7,921    -13,167    -18,487      9,960    -10,396      8,565      5,505:    2,654       412
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       12.2        9.6        7.0       15.9       11.9       17.1       26.4        1.7        5.4       10.8:     10.5       5.2
Old  :     100.0:      13.1       12.2        9.6        7.0       15.9       11.9       17.1       26.4        1.7        5.4       10.8:     10.5       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  :       268:        56         49         21          7         24         52         46         65         31         42         50:
Old  :       268:        56         49         21          7         24         52         46         65         31         42         50:
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  :                 32.3       40.4       42.5       53.1       10.2       17.9       14.0       21.6
Old  :                 32.3       40.4       42.5       53.1       10.2       17.9       14.0       21.6
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 - Options and Futures Combined, 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  :   947,185:   121,352    107,915     86,027     76,052    145,154    127,920    182,795    243,999     26,497     43,593     98,250:   97,985    49,426
Old  :   947,185:   121,352    107,915     86,027     76,052    145,154    127,920    182,795    243,999     26,497     43,593     98,250:   97,985    49,426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 2, 2009                                                                     :
     :    31,828:      -958      4,535      3,890     -1,512       -653      5,168     17,928     -6,749     12,524      2,053      1,841:   16,765    14,386
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       11.4        9.1        8.0       15.3       13.5       19.3       25.8        2.8        4.6       10.4:     10.3       5.2
Old  :     100.0:      12.8       11.4        9.1        8.0       15.3       13.5       19.3       25.8        2.8        4.6       10.4:     10.3       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  :       266:        58         50         20          8         24         46         47         62         35         34         53:
Old  :       266:        58         50         20          8         24         46         47         62         35         34         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  :                 31.5       39.9       42.4       52.0       11.7       18.2       15.4       22.9
Old  :                 31.5       39.9       42.4       52.0       11.7       18.2       15.4       22.9
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 - Options and Futures Combined, 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  :   915,357:   122,310    103,380     82,138     77,564    145,807    122,752    164,868    250,748     13,973     41,541     96,409:   81,221    35,041
Old  :   915,357:   122,310    103,380     82,138     77,564    145,807    122,752    164,868    250,748     13,973     41,541     96,409:   81,221    35,041
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2009                                                                     :
     :     2,431:     1,959       -521      7,436    -11,258      5,653     -3,655      6,943      2,295     -2,010      4,462      6,470:  -15,716   -11,613
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.4       11.3        9.0        8.5       15.9       13.4       18.0       27.4        1.5        4.5       10.5:      8.9       3.8
Old  :     100.0:      13.4       11.3        9.0        8.5       15.9       13.4       18.0       27.4        1.5        4.5       10.5:      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  :       253:        56         47         20          7         24         43         47         61         30         32         47:
Old  :       253:        56         47         20          7         24         43         47         61         30         32         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  :                 34.1       42.2       45.1       54.5       11.3       18.4       15.0       22.2
Old  :                 34.1       42.2       45.1       54.5       11.3       18.4       15.0       22.2
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 - Options and Futures Combined, 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  :   912,926:   120,351    103,901     74,702     88,822    140,154    126,407    157,925    248,453     15,983     37,079     89,939:   96,937    46,654
Old  :   912,926:   120,351    103,901     74,702     88,822    140,154    126,407    157,925    248,453     15,983     37,079     89,939:   96,937    46,654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 19, 2009                                                                     :
     :   -17,403:    -7,186     -5,667      6,884      1,746    -15,141        194     11,040     -5,321      1,520     -1,044     -8,641:   10,287     5,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2       11.4        8.2        9.7       15.4       13.8       17.3       27.2        1.8        4.1        9.9:     10.6       5.1
Old  :     100.0:      13.2       11.4        8.2        9.7       15.4       13.8       17.3       27.2        1.8        4.1        9.9:     10.6       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  :       236:        54         45         20          7         25         39         44         58         26         32         46:
Old  :       236:        54         45         20          7         25         39         44         58         26         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  :                 33.7       41.3       44.7       53.8       11.7       18.0       15.4       22.5
Old  :                 33.7       41.3       44.7       53.8       11.7       18.0       15.4       22.5
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 - Options and Futures Combined, 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  :   930,329:   127,537    109,567     67,818     87,075    155,295    126,213    146,885    253,774     14,462     38,123     98,580:   86,650    41,031
Old  :   930,329:   127,537    109,567     67,818     87,075    155,295    126,213    146,885    253,774     14,462     38,123     98,580:   86,650    41,031
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 12, 2009                                                                     :
     :    -6,659:     7,202     10,592       -582      7,928     -3,217    -10,015     -6,236     -4,713      9,395     -5,202     -1,533:   -3,197    -4,278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       11.8        7.3        9.4       16.7       13.6       15.8       27.3        1.6        4.1       10.6:      9.3       4.4
Old  :     100.0:      13.7       11.8        7.3        9.4       16.7       13.6       15.8       27.3        1.6        4.1       10.6:      9.3       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  :       250:        56         45         18          7         22         48         43         63         27         36         51:
Old  :       250:        56         45         18          7         22         48         43         63         27         36         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  :                 34.2       43.6       45.3       56.4       11.3       19.4       14.5       22.8
Old  :                 34.2       43.6       45.3       56.4       11.3       19.4       14.5       22.8
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 - Options and Futures Combined, 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  :   936,988:   120,335     98,975     68,400     79,148    158,512    136,228    153,120    258,487      5,067     43,325    100,113:   89,847    45,308
Old  :   936,988:   120,335     98,975     68,400     79,148    158,512    136,228    153,120    258,487      5,067     43,325    100,113:   89,847    45,308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2009                                                                      :
     :    33,883:     3,464      6,208     -1,211    -22,374     11,742     -1,588      4,693     14,695     -2,664     13,384      4,344:    5,101     1,191
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       10.6        7.3        8.4       16.9       14.5       16.3       27.6        0.5        4.6       10.7:      9.6       4.8
Old  :     100.0:      12.8       10.6        7.3        8.4       16.9       14.5       16.3       27.6        0.5        4.6       10.7:      9.6       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  :       245:        52         44         19          7         22         46         46         62         18         43         51:
Old  :       245:        52         44         19          7         22         46         46         62         18         43         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  :                 34.3       44.2       45.5       56.3       11.6       18.8       15.2       21.8
Old  :                 34.3       44.2       45.5       56.3       11.6       18.8       15.2       21.8
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 - Options and Futures Combined, 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  :   903,105:   116,871     92,767     69,610    101,522    146,770    137,816    148,427    243,792      7,731     29,941     95,769:   84,746    44,117
Old  :   903,105:   116,871     92,767     69,610    101,522    146,770    137,816    148,427    243,792      7,731     29,941     95,769:   84,746    44,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2009                                                                   :
     :    13,171:       943      1,800      2,457     -4,157      2,940      2,390      6,758        568      1,463      1,584        100:    2,311     3,579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       10.3        7.7       11.2       16.3       15.3       16.4       27.0        0.9        3.3       10.6:      9.4       4.9
Old  :     100.0:      12.9       10.3        7.7       11.2       16.3       15.3       16.4       27.0        0.9        3.3       10.6:      9.4       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  :       247:        53         42         20          9         26         43         49         55         28         31         50:
Old  :       247:        53         42         20          9         26         43         49         55         28         31         50:
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  :                 34.7       42.6       46.2       54.4       13.5       18.8       17.0       22.3
Old  :                 34.7       42.6       46.2       54.4       13.5       18.8       17.0       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 - Options and Futures Combined, 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  :   889,934:   115,927     90,967     67,154    105,679    143,830    135,426    141,670    243,224      6,268     28,357     95,669:   82,435    40,538
Old  :   889,934:   115,927     90,967     67,154    105,679    143,830    135,426    141,670    243,224      6,268     28,357     95,669:   82,435    40,538
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 21, 2009                                                                   :
     :   -18,773:       664     -1,434       -282      2,390     -7,637      3,894      2,839     -7,785        -50     -2,322     -2,589:   -4,989    -2,236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       10.2        7.5       11.9       16.2       15.2       15.9       27.3        0.7        3.2       10.8:      9.3       4.6
Old  :     100.0:      13.0       10.2        7.5       11.9       16.2       15.2       15.9       27.3        0.7        3.2       10.8:      9.3       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  :       239:        56         47         19         10         25         41         46         50         23         33         47:
Old  :       239:        56         47         19         10         25         41         46         50         23         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  :                 34.8       41.6       46.0       53.5       13.6       18.8       17.1       22.6
Old  :                 34.8       41.6       46.0       53.5       13.6       18.8       17.1       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 - Options and Futures Combined, 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  :   908,707:   115,263     92,401     67,435    103,288    151,467    131,532    138,831    251,009      6,318     30,679     98,258:   87,425    42,775
Old  :   908,707:   115,263     92,401     67,435    103,288    151,467    131,532    138,831    251,009      6,318     30,679     98,258:   87,425    42,775
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 14, 2009                                                                   :
     :    -2,712:     8,621      5,826     -3,816       -627     -7,092       -958     -4,480       -954        993        649      1,909:   -1,414     2,057
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.7       10.2        7.4       11.4       16.7       14.5       15.3       27.6        0.7        3.4       10.8:      9.6       4.7
Old  :     100.0:      12.7       10.2        7.4       11.4       16.7       14.5       15.3       27.6        0.7        3.4       10.8:      9.6       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  :       242:        57         49         19         11         25         40         47         53         22         37         43:
Old  :       242:        57         49         19         11         25         40         47         53         22         37         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  :                 34.4       40.7       45.8       52.6       13.1       17.7       16.4       21.3
Old  :                 34.4       40.7       45.8       52.6       13.1       17.7       16.4       21.3
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 - Options and Futures Combined, 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  :   911,419:   106,642     86,575     71,251    103,915    158,559    132,491    143,311    251,963      5,325     30,030     96,349:   88,838    40,717
Old  :   911,419:   106,642     86,575     71,251    103,915    158,559    132,491    143,311    251,963      5,325     30,030     96,349:   88,838    40,717
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 7, 2009                                                                    :
     :    31,720:    -3,746        588      2,296     -5,546     11,975       -244     -2,160     19,674     -2,582      3,830      5,380:   -1,034    -2,022
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7        9.5        7.8       11.4       17.4       14.5       15.7       27.6        0.6        3.3       10.6:      9.7       4.5
Old  :     100.0:      11.7        9.5        7.8       11.4       17.4       14.5       15.7       27.6        0.6        3.3       10.6:      9.7       4.5
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  :       237:        56         48         19         10         26         41         41         50         23         36         48:
Old  :       237:        56         48         19         10         26         41         41         50         23         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  :                 34.4       41.9       46.2       53.7       13.5       18.7       16.8       22.2
Old  :                 34.4       41.9       46.2       53.7       13.5       18.7       16.8       22.2
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 - Options and Futures Combined, 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  :   879,699:   110,389     85,987     68,955    109,461    146,583    132,735    145,471    232,289      7,907     26,200     90,969:   89,872    42,739
Old  :   879,699:   110,389     85,987     68,955    109,461    146,583    132,735    145,471    232,289      7,907     26,200     90,969:   89,872    42,739
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 31, 2009                                                                   :
     :     9,638:     4,865      1,504     -2,874      5,822     -1,902      5,885      8,987     -2,677      2,729     -1,929     -2,023:    5,636     1,856
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        9.8        7.8       12.4       16.7       15.1       16.5       26.4        0.9        3.0       10.3:     10.2       4.9
Old  :     100.0:      12.5        9.8        7.8       12.4       16.7       15.1       16.5       26.4        0.9        3.0       10.3:     10.2       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  :       224:        54         43         18         11         24         35         45         48         23         30         37:
Old  :       224:        54         43         18         11         24         35         45         48         23         30         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  :                 34.1       41.9       46.3       54.7       14.5       20.0       18.0       23.5
Old  :                 34.1       41.9       46.3       54.7       14.5       20.0       18.0       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 - Options and Futures Combined, 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  :   870,062:   105,524     84,483     71,829    103,639    148,486    126,850    136,484    234,966      5,178     28,129     92,993:   84,236    40,883
Old  :   870,062:   105,524     84,483     71,829    103,639    148,486    126,850    136,484    234,966      5,178     28,129     92,993:   84,236    40,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 24, 2009                                                                   :
     :   -23,756:    -5,652     -7,691      3,744      7,338     -5,648        474     12,312    -13,725      2,261    -18,876     -2,417:   -2,793     4,951
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        9.7        8.3       11.9       17.1       14.6       15.7       27.0        0.6        3.2       10.7:      9.7       4.7
Old  :     100.0:      12.1        9.7        8.3       11.9       17.1       14.6       15.7       27.0        0.6        3.2       10.7:      9.7       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  :       222:        52         42         19          9         23         42         40         49         22         29         40:
Old  :       222:        52         42         19          9         23         42         40         49         22         29         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  :                 34.4       42.5       46.9       55.7       14.1       20.0       17.7       23.4
Old  :                 34.4       42.5       46.9       55.7       14.1       20.0       17.7       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 - Options and Futures Combined, 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  :   893,818:   111,176     92,173     68,085     96,301    154,134    126,376    124,172    248,691      2,917     47,005     95,410:   87,029    35,932
Old  :   893,818:   111,176     92,173     68,085     96,301    154,134    126,376    124,172    248,691      2,917     47,005     95,410:   87,029    35,932
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 17, 2009                                                                   :
     :   -22,030:    -2,778      4,694      1,287    -24,612     10,946     -7,030      1,126    -24,745    -10,069     11,225      5,860:    4,499    -6,525
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       10.3        7.6       10.8       17.2       14.1       13.9       27.8        0.3        5.3       10.7:      9.7       4.0
Old  :     100.0:      12.4       10.3        7.6       10.8       17.2       14.1       13.9       27.8        0.3        5.3       10.7:      9.7       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:        55         48         18          8         24         49         35         51         21         38         49:
Old  :       235:        55         48         18          8         24         49         35         51         21         38         49:
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  :                 33.7       42.5       45.7       55.4       12.6       19.1       16.0       22.3
Old  :                 33.7       42.5       45.7       55.4       12.6       19.1       16.0       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 - Options and Futures Combined, 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  :   915,848:   113,953     87,479     66,798    120,913    143,188    133,405    123,045    273,436     12,986     35,780     89,550:   82,531    42,457
Old  :   915,848:   113,953     87,479     66,798    120,913    143,188    133,405    123,045    273,436     12,986     35,780     89,550:   82,531    42,457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 10, 2009                                                                   :
     :    -8,199:       400      1,199      1,374      9,068      2,544        677        -12     -3,584        806     -3,641    -12,198:    1,782    -1,576
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4        9.6        7.3       13.2       15.6       14.6       13.4       29.9        1.4        3.9        9.8:      9.0       4.6
Old  :     100.0:      12.4        9.6        7.3       13.2       15.6       14.6       13.4       29.9        1.4        3.9        9.8:      9.0       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  :       230:        56         48         19          8         24         35         42         45         25         36         46:
Old  :       230:        56         48         19          8         24         35         42         45         25         36         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  :                 36.3       42.4       47.9       54.5       14.0       18.2       17.4       22.1
Old  :                 36.3       42.4       47.9       54.5       14.0       18.2       17.4       22.1
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 - Options and Futures Combined, 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  :   924,047:   113,553     86,280     65,424    111,844    140,644    132,729    123,057    277,021     12,180     39,420    101,747:   80,749    44,032
Old  :   924,047:   113,553     86,280     65,424    111,844    140,644    132,729    123,057    277,021     12,180     39,420    101,747:   80,749    44,032
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 3, 2009                                                                    :
     :   -24,195:    -1,309     -6,806       -637      6,841    -14,115      2,085      6,747    -13,236         50     -9,515      4,763:   -1,796     1,125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        9.3        7.1       12.1       15.2       14.4       13.3       30.0        1.3        4.3       11.0:      8.7       4.8
Old  :     100.0:      12.3        9.3        7.1       12.1       15.2       14.4       13.3       30.0        1.3        4.3       11.0:      8.7       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  :       229:        54         46         17         10         26         36         46         45         25         34         44:
Old  :       229:        54         46         17         10         26         36         46         45         25         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  :                 36.5       41.8       47.3       52.9       13.4       17.3       16.7       20.9
Old  :                 36.5       41.8       47.3       52.9       13.4       17.3       16.7       20.9
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 - Options and Futures Combined, 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  :   948,242:   114,862     93,086     66,061    105,003    154,759    130,644    116,310    290,257     12,130     48,936     96,984:   82,545    42,907
Old  :   948,242:   114,862     93,086     66,061    105,003    154,759    130,644    116,310    290,257     12,130     48,936     96,984:   82,545    42,907
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 24, 2009                                                                :
     :   -12,915:    -4,244      1,713       -166      6,853     -2,199        734    -28,725        -42        487      3,515     -6,898:     -587    12,868
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        9.8        7.0       11.1       16.3       13.8       12.3       30.6        1.3        5.2       10.2:      8.7       4.5
Old  :     100.0:      12.1        9.8        7.0       11.1       16.3       13.8       12.3       30.6        1.3        5.2       10.2:      8.7       4.5
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  :       220:        52         44         17         10         26         33         45         45         19         35         43:
Old  :       220:        52         44         17         10         26         33         45         45         19         35         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  :                 38.0       44.1       49.0       55.6       12.7       17.0       16.3       20.1
Old  :                 38.0       44.1       49.0       55.6       12.7       17.0       16.3       20.1
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 - Options and Futures Combined, 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  :   961,157:   119,106     91,374     66,228     98,150    156,958    129,910    145,035    290,299     11,643     45,421    103,882:   83,132    30,039
Old  :   961,157:   119,106     91,374     66,228     98,150    156,958    129,910    145,035    290,299     11,643     45,421    103,882:   83,132    30,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 17, 2009                                                                :
     :   -60,810:   -14,945    -10,993     -2,939    -10,205    -10,530     -1,549      3,953    -18,930     -2,501      8,513     -8,059:   -1,358   -14,559
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4        9.5        6.9       10.2       16.3       13.5       15.1       30.2        1.2        4.7       10.8:      8.6       3.1
Old  :     100.0:      12.4        9.5        6.9       10.2       16.3       13.5       15.1       30.2        1.2        4.7       10.8:      8.6       3.1
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  :       215:        54         44         17          8         22         33         44         44         17         33         42:
Old  :       215:        54         44         17          8         22         33         44         44         17         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  :                 36.4       45.3       47.6       56.4       12.3       18.5       15.6       21.6
Old  :                 36.4       45.3       47.6       56.4       12.3       18.5       15.6       21.6
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 - Options and Futures Combined, 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  : 1,021,967:   134,051    102,366     69,166    108,356    167,488    131,459    141,082    309,229     14,144     36,908    111,941:   84,490    44,598
Old  : 1,021,967:   134,051    102,366     69,166    108,356    167,488    131,459    141,082    309,229     14,144     36,908    111,941:   84,490    44,598
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 10, 2009                                                                :
     :    27,130:     4,810      9,446        210      6,516      1,922      3,923    -13,972     10,367     -1,618      5,737      6,227:    1,289       886
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       10.0        6.8       10.6       16.4       12.9       13.8       30.3        1.4        3.6       11.0:      8.3       4.4
Old  :     100.0:      13.1       10.0        6.8       10.6       16.4       12.9       13.8       30.3        1.4        3.6       11.0:      8.3       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  :       222:        54         46         16          8         23         30         50         45         23         33         47:
Old  :       222:        54         46         16          8         23         30         50         45         23         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  :                 35.7       43.2       47.0       54.4       11.7       16.7       14.9       20.0
Old  :                 35.7       43.2       47.0       54.4       11.7       16.7       14.9       20.0
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 - Options and Futures Combined, 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  :   994,837:   129,241     92,920     68,957    101,840    165,565    127,535    155,054    298,862     15,762     31,171    105,714:   83,201    43,712
Old  :   994,837:   129,241     92,920     68,957    101,840    165,565    127,535    155,054    298,862     15,762     31,171    105,714:   83,201    43,712
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 3, 2009                                                                 :
     :    14,315:     1,409      4,653       -621     13,747     -8,714      8,474    -14,791      9,829     -2,656      6,815      5,492:    1,102    -2,717
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0        9.3        6.9       10.2       16.6       12.8       15.6       30.0        1.6        3.1       10.6:      8.4       4.4
Old  :     100.0:      13.0        9.3        6.9       10.2       16.6       12.8       15.6       30.0        1.6        3.1       10.6:      8.4       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  :       227:        55         46         16          8         22         34         50         47         23         34         46:
Old  :       227:        55         46         16          8         22         34         50         47         23         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  :                 36.1       44.2       47.0       54.8       11.8       17.7       15.1       21.1
Old  :                 36.1       44.2       47.0       54.8       11.8       17.7       15.1       21.1
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 - Options and Futures Combined, 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  :   980,523:   127,833     88,268     69,578     88,093    174,279    119,061    169,844    289,033     18,418     24,356    100,221:   82,099    46,429
Old  :   980,523:   127,833     88,268     69,578     88,093    174,279    119,061    169,844    289,033     18,418     24,356    100,221:   82,099    46,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2009                                                                 :
     :    11,394:      -391     -3,061       -922      2,735     -2,737      4,034      1,249      7,324      2,328        931      3,849:   -2,092     1,104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0        9.0        7.1        9.0       17.8       12.1       17.3       29.5        1.9        2.5       10.2:      8.4       4.7
Old  :     100.0:      13.0        9.0        7.1        9.0       17.8       12.1       17.3       29.5        1.9        2.5       10.2:      8.4       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  :       218:        54         45         17          8         23         32         50         48         24         25         39:
Old  :       218:        54         45         17          8         23         32         50         48         24         25         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  :                 35.5       44.7       46.8       55.9       11.2       18.2       14.6       21.9
Old  :                 35.5       44.7       46.8       55.9       11.2       18.2       14.6       21.9
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 - Options and Futures Combined, 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  :   969,129:   128,223     91,329     70,500     85,358    177,016    115,027    168,595    281,709     16,090     23,425     96,373:   84,191    45,325
Old  :   969,129:   128,223     91,329     70,500     85,358    177,016    115,027    168,595    281,709     16,090     23,425     96,373:   84,191    45,325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 20, 2009                                                                 :
     :   -31,288:   -10,599     -6,303        810     -4,119       -738      1,279     -4,782    -11,655     -6,335      2,871     -7,750:    3,699     1,188
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.2        9.4        7.3        8.8       18.3       11.9       17.4       29.1        1.7        2.4        9.9:      8.7       4.7
Old  :     100.0:      13.2        9.4        7.3        8.8       18.3       11.9       17.4       29.1        1.7        2.4        9.9:      8.7       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  :       205:        53         41         16          8         22         35         42         44         19         25         37:
Old  :       205:        53         41         16          8         22         35         42         44         19         25         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  :                 35.6       45.4       47.4       56.9       11.3       19.0       14.7       22.4
Old  :                 35.6       45.4       47.4       56.9       11.3       19.0       14.7       22.4
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 - Options and Futures Combined, 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  : 1,000,417:   138,822     97,632     69,690     89,476    177,754    113,748    173,378    293,364     22,425     20,554    104,123:   80,492    44,137
Old  : 1,000,417:   138,822     97,632     69,690     89,476    177,754    113,748    173,378    293,364     22,425     20,554    104,123:   80,492    44,137
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 13, 2009                                                                 :
     :     4,477:     7,981      8,786         67     11,612    -14,772     12,548     -8,973      3,415     -5,013      2,949        563:     -312       897
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9        9.8        7.0        8.9       17.8       11.4       17.3       29.3        2.2        2.1       10.4:      8.0       4.4
Old  :     100.0:      13.9        9.8        7.0        8.9       17.8       11.4       17.3       29.3        2.2        2.1       10.4:      8.0       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  :       215:        55         44         16          9         23         36         42         49         23         28         38:
Old  :       215:        55         44         16          9         23         36         42         49         23         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  :                 35.8       46.4       47.6       58.0       11.1       19.9       14.4       23.2
Old  :                 35.8       46.4       47.6       58.0       11.1       19.9       14.4       23.2
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 - Options and Futures Combined, 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  :   995,940:   130,841     88,846     69,623     77,864    192,526    101,200    182,351    289,949     27,438     17,605    103,559:   80,803    43,239
Old  :   995,940:   130,841     88,846     69,623     77,864    192,526    101,200    182,351    289,949     27,438     17,605    103,559:   80,803    43,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 6, 2009                                                                  :
     :    14,316:     6,782        170     -2,691     27,606    -14,638     15,895     -2,451      2,445        790     -6,818      3,213:    2,521     4,790
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1        8.9        7.0        7.8       19.3       10.2       18.3       29.1        2.8        1.8       10.4:      8.1       4.3
Old  :     100.0:      13.1        8.9        7.0        7.8       19.3       10.2       18.3       29.1        2.8        1.8       10.4:      8.1       4.3
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  :       210:        51         39         16          8         22         36         43         47         26         21         40:
Old  :       210:        51         39         16          8         22         36         43         47         26         21         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  :                 35.8       47.2       47.9       59.3       10.1       19.7       13.5       23.1
Old  :                 35.8       47.2       47.9       59.3       10.1       19.7       13.5       23.1
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 - Options and Futures Combined, 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  :   981,624:   124,059     88,676     72,314     50,259    207,164     85,305    184,802    287,504     26,648     24,423    100,347:   78,283    38,449
Old  :   981,624:   124,059     88,676     72,314     50,259    207,164     85,305    184,802    287,504     26,648     24,423    100,347:   78,283    38,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 30, 2008                                                                :
     :    17,067:     5,308      7,415      1,922    -12,285      8,318     -3,653      9,924      1,437        489      1,367       -688:    3,935     1,579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6        9.0        7.4        5.1       21.1        8.7       18.8       29.3        2.7        2.5       10.2:      8.0       3.9
Old  :     100.0:      12.6        9.0        7.4        5.1       21.1        8.7       18.8       29.3        2.7        2.5       10.2:      8.0       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  :       209:        51         41         16          9         24         37         39         47         23         25         38:
Old  :       209:        51         41         16          9         24         37         39         47         23         25         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  :                 36.4       48.8       48.3       60.8        8.6       18.9       12.6       21.6
Old  :                 36.4       48.8       48.3       60.8        8.6       18.9       12.6       21.6
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 - Options and Futures Combined, 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  :   964,557:   118,752     81,261     70,392     62,543    198,846     88,959    174,879    286,066     26,160     23,056    101,035:   74,348    36,871
Old  :   964,557:   118,752     81,261     70,392     62,543    198,846     88,959    174,879    286,066     26,160     23,056    101,035:   74,348    36,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2008                                                                :
     :   -40,654:    -5,361     -1,826     -1,334    -14,395         89    -14,142    -11,176    -12,269     -3,391      3,955    -11,827:    7,580     6,794
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        8.4        7.3        6.5       20.6        9.2       18.1       29.7        2.7        2.4       10.5:      7.7       3.8
Old  :     100.0:      12.3        8.4        7.3        6.5       20.6        9.2       18.1       29.7        2.7        2.4       10.5:      7.7       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  :       196:        49         40         16         10         25         28         35         43         25         23         38:
Old  :       196:        49         40         16         10         25         28         35         43         25         23         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  :                 37.0       48.9       48.8       60.5        9.7       19.3       13.7       22.0
Old  :                 37.0       48.9       48.8       60.5        9.7       19.3       13.7       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 - Options and Futures Combined, 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  : 1,005,211:   124,113     83,087     71,726     76,939    198,757    103,101    186,054    298,335     29,551     19,101    112,862:   66,767    30,077
Old  : 1,005,211:   124,113     83,087     71,726     76,939    198,757    103,101    186,054    298,335     29,551     19,101    112,862:   66,767    30,077
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 16, 2008                                                                :
     :   -22,927:        53     -2,345     -4,818     26,026    -14,088     18,143    -11,502     -5,861        -61     -4,125     -1,812:  -14,483    -9,221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        8.3        7.1        7.7       19.8       10.3       18.5       29.7        2.9        1.9       11.2:      6.6       3.0
Old  :     100.0:      12.3        8.3        7.1        7.7       19.8       10.3       18.5       29.7        2.9        1.9       11.2:      6.6       3.0
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  :       215:        49         39         15          9         23         37         37         48         31         28         44:
Old  :       215:        49         39         15          9         23         37         37         48         31         28         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  :                 37.4       48.8       48.8       60.3       10.4       19.9       14.3       23.0
Old  :                 37.4       48.8       48.8       60.3       10.4       19.9       14.3       23.0
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 - Options and Futures Combined, 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  : 1,028,137:   124,060     85,432     76,544     50,913    212,844     84,958    197,556    304,196     29,612     23,226    114,673:   81,250    39,298
Old  : 1,028,137:   124,060     85,432     76,544     50,913    212,844     84,958    197,556    304,196     29,612     23,226    114,673:   81,250    39,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 9, 2008                                                                 :
     :    -3,957:    -1,568     -1,281     -2,168     -8,978      7,811     -5,722     -2,252     -5,122     -1,931      2,454      5,961:   -1,218    -2,549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        8.3        7.4        5.0       20.7        8.3       19.2       29.6        2.9        2.3       11.2:      7.9       3.8
Old  :     100.0:      12.1        8.3        7.4        5.0       20.7        8.3       19.2       29.6        2.9        2.3       11.2:      7.9       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  :       216:        50         41         15          9         23         37         36         47         30         30         44:
Old  :       216:        50         41         15          9         23         37         36         47         30         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  :                 36.2       48.2       48.0       59.8        8.9       18.4       12.7       21.5
Old  :                 36.2       48.2       48.0       59.8        8.9       18.4       12.7       21.5
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 - Options and Futures Combined, 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  : 1,032,094:   125,628     86,713     78,712     59,891    205,034     90,680    199,807    309,317     31,543     20,772    108,713:   82,468    41,847
Old  : 1,032,094:   125,628     86,713     78,712     59,891    205,034     90,680    199,807    309,317     31,543     20,772    108,713:   82,468    41,847
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 2, 2008                                                                 :
     :     4,951:     3,872      1,816        245     21,702    -10,721     12,529      1,526     -6,974      4,623     -4,955     -1,039:    2,415     3,595
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2        8.4        7.6        5.8       19.9        8.8       19.4       30.0        3.1        2.0       10.5:      8.0       4.1
Old  :     100.0:      12.2        8.4        7.6        5.8       19.9        8.8       19.4       30.0        3.1        2.0       10.5:      8.0       4.1
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  :       213:        50         42         17          9         25         40         31         43         31         26         40:
Old  :       213:        50         42         17          9         25         40         31         43         31         26         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  :                 35.8       48.1       47.7       59.6        9.3       19.6       13.2       22.5
Old  :                 35.8       48.1       47.7       59.6        9.3       19.6       13.2       22.5
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 - Options and Futures Combined, 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  : 1,027,144:   121,756     84,897     78,467     38,189    215,755     78,150    198,281    316,291     26,920     25,727    109,751:   80,053    38,252
Old  : 1,027,144:   121,756     84,897     78,467     38,189    215,755     78,150    198,281    316,291     26,920     25,727    109,751:   80,053    38,252
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 25, 2008                                                                :
     :    -2,032:    -1,451      6,729      3,619       -525     -5,236        364     -3,636     -2,020     -1,637      3,564      1,198:    3,131    -2,107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9        8.3        7.6        3.7       21.0        7.6       19.3       30.8        2.6        2.5       10.7:      7.8       3.7
Old  :     100.0:      11.9        8.3        7.6        3.7       21.0        7.6       19.3       30.8        2.6        2.5       10.7:      7.8       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  :       203:        48         40         16          8         23         36         33         42         27         25         38:
Old  :       203:        48         40         16          8         23         36         33         42         27         25         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  :                 35.6       47.6       47.6       59.6        7.7       18.0       11.6       20.9
Old  :                 35.6       47.6       47.6       59.6        7.7       18.0       11.6       20.9
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 - Options and Futures Combined, 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  : 1,029,176:   123,206     78,168     74,849     38,714    220,991     77,786    201,917    318,311     28,557     22,163    108,554:   76,922    40,358
Old  : 1,029,176:   123,206     78,168     74,849     38,714    220,991     77,786    201,917    318,311     28,557     22,163    108,554:   76,922    40,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 18, 2008                                                                :
     :   -47,431:   -11,968     -9,298     -3,881     15,777    -17,654     11,243    -16,067    -14,725     -3,714     -2,462     -3,068:   -3,664        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.0        7.6        7.3        3.8       21.5        7.6       19.6       30.9        2.8        2.2       10.5:      7.5       3.9
Old  :     100.0:      12.0        7.6        7.3        3.8       21.5        7.6       19.6       30.9        2.8        2.2       10.5:      7.5       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  :       204:        46         38         17          9         25         36         35         41         29         23         38:
Old  :       204:        46         38         17          9         25         36         35         41         29         23         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  :                 35.6       47.6       47.3       59.4        7.4       17.8       11.1       20.8
Old  :                 35.6       47.6       47.3       59.4        7.4       17.8       11.1       20.8
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 - Options and Futures Combined, 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  : 1,076,607:   135,175     87,467     78,730     22,936    238,645     66,543    217,984    333,036     32,271     24,625    111,622:   80,587    40,292
Old  : 1,076,607:   135,175     87,467     78,730     22,936    238,645     66,543    217,984    333,036     32,271     24,625    111,622:   80,587    40,292
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 11, 2008                                                                :
     :    -6,714:      -568     -3,232     -1,577      1,587      1,400        612     -2,982     -2,932     -6,552     -3,021      3,053:     -150      -586
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.6        8.1        7.3        2.1       22.2        6.2       20.2       30.9        3.0        2.3       10.4:      7.5       3.7
Old  :     100.0:      12.6        8.1        7.3        2.1       22.2        6.2       20.2       30.9        3.0        2.3       10.4:      7.5       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  :       217:        50         40         17          9         25         36         40         49         30         25         41:
Old  :       217:        50         40         17          9         25         36         40         49         30         25         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  :                 34.4       48.0       46.5       59.1        6.5       17.4       10.2       20.1
Old  :                 34.4       48.0       46.5       59.1        6.5       17.4       10.2       20.1
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 - Options and Futures Combined, 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  : 1,083,321:   135,742     90,698     80,307     21,350    237,245     65,931    220,966    335,967     38,823     27,647    108,569:   80,737    40,878
Old  : 1,083,321:   135,742     90,698     80,307     21,350    237,245     65,931    220,966    335,967     38,823     27,647    108,569:   80,737    40,878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 4, 2008                                                                 :
     :   -12,009:     2,237       -119    -17,276     11,821     -3,013     10,263     -7,298     -9,498      3,317     -7,960       -460:    2,422     4,518
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.5        8.4        7.4        2.0       21.9        6.1       20.4       31.0        3.6        2.6       10.0:      7.5       3.8
Old  :     100.0:      12.5        8.4        7.4        2.0       21.9        6.1       20.4       31.0        3.6        2.6       10.0:      7.5       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  :       217:        49         42         17          7         23         38         35         44         33         27         42:
Old  :       217:        49         42         17          7         23         38         35         44         33         27         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  :                 33.9       48.5       45.9       59.2        6.8       17.8       10.4       20.0
Old  :                 33.9       48.5       45.9       59.2        6.8       17.8       10.4       20.0
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 - Options and Futures Combined, 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  : 1,095,330:   133,505     90,817     97,583      9,529    240,258     55,668    228,264    345,465     35,506     35,607    109,029:   78,315    36,361
Old  : 1,095,330:   133,505     90,817     97,583      9,529    240,258     55,668    228,264    345,465     35,506     35,607    109,029:   78,315    36,361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 28, 2008                                                                 :
     :   -20,492:    -3,637     -1,288     14,504    -23,464       -602    -19,978     -5,924        455    -12,687     11,616      1,139:      313    -2,425
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.2        8.3        8.9        0.9       21.9        5.1       20.8       31.5        3.2        3.3       10.0:      7.1       3.3
Old  :     100.0:      12.2        8.3        8.9        0.9       21.9        5.1       20.8       31.5        3.2        3.3       10.0:      7.1       3.3
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  :       217:        50         44         18          7         24         39         38         48         27         28         39:
Old  :       217:        50         44         18          7         24         39         38         48         27         28         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  :                 33.3       48.5       45.9       59.3        6.9       18.2       10.6       20.1
Old  :                 33.3       48.5       45.9       59.3        6.9       18.2       10.6       20.1
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 - Options and Futures Combined, 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  : 1,115,822:   137,142     92,105     83,079     32,993    240,860     75,647    234,188    345,010     48,193     23,991    107,890:   78,002    38,785
Old  : 1,115,822:   137,142     92,105     83,079     32,993    240,860     75,647    234,188    345,010     48,193     23,991    107,890:   78,002    38,785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 21, 2008                                                                 :
     :  -104,735:    -5,596     -1,203     -2,581     15,669    -15,776    -73,319    -93,365      3,975       -977     -1,918     -9,679:     -782    -2,438
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3        8.3        7.4        3.0       21.6        6.8       21.0       30.9        4.3        2.2        9.7:      7.0       3.5
Old  :     100.0:      12.3        8.3        7.4        3.0       21.6        6.8       21.0       30.9        4.3        2.2        9.7:      7.0       3.5
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  :       215:        50         41         19          8         25         36         38         50         31         22         38:
Old  :       215:        50         41         19          8         25         36         38         50         31         22         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  :                 33.2       47.9       46.1       58.7        8.7       19.4       12.3       21.2
Old  :                 33.2       47.9       46.1       58.7        8.7       19.4       12.3       21.2
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 - Options and Futures Combined, 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  : 1,220,557:   142,738     93,308     85,659     17,324    256,636    148,966    327,554    341,035     49,170     25,908    117,569:   78,784    41,223
Old  : 1,220,557:   142,738     93,308     85,659     17,324    256,636    148,966    327,554    341,035     49,170     25,908    117,569:   78,784    41,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 14, 2008                                                                 :
     :   -15,930:    -2,357       -615     -1,801     -5,421      5,094    -14,451    -18,016       -969     -3,923        978      1,397:    1,080     1,622
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7        7.6        7.0        1.4       21.0       12.2       26.8       27.9        4.0        2.1        9.6:      6.5       3.4
Old  :     100.0:      11.7        7.6        7.0        1.4       21.0       12.2       26.8       27.9        4.0        2.1        9.6:      6.5       3.4
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  :       216:        50         41         19          9         26         42         32         50         30         23         40:
Old  :       216:        50         41         19          9         26         42         32         50         30         23         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  :                 36.2       46.8       48.2       58.2       13.0       24.5       16.5       26.2
Old  :                 36.2       46.8       48.2       58.2       13.0       24.5       16.5       26.2
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 - Options and Futures Combined, 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  : 1,236,487:   145,095     93,923     87,461     22,746    251,541    163,417    345,569    342,004     53,093     24,930    116,172:   77,704    39,601
Old  : 1,236,487:   145,095     93,923     87,461     22,746    251,541    163,417    345,569    342,004     53,093     24,930    116,172:   77,704    39,601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 7, 2008                                                                  :
     :     8,058:     8,775      8,384     -5,841      8,906     -4,237       -453    -17,497      5,807     -2,809      1,047      4,600:    2,217     1,048
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7        7.6        7.1        1.8       20.3       13.2       27.9       27.7        4.3        2.0        9.4:      6.3       3.2
Old  :     100.0:      11.7        7.6        7.1        1.8       20.3       13.2       27.9       27.7        4.3        2.0        9.4:      6.3       3.2
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  :       218:        52         44         20          8         26         39         33         49         28         26         42:
Old  :       218:        52         44         20          8         26         39         33         49         28         26         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  :                 37.1       48.2       48.8       59.5       13.3       25.7       17.0       27.7
Old  :                 37.1       48.2       48.8       59.5       13.3       25.7       17.0       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 - Options and Futures Combined, 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  : 1,228,429:   136,321     85,538     93,301     13,840    255,778    163,870    363,067    336,197     55,901     23,883    111,573:   75,487    38,553
Old  : 1,228,429:   136,321     85,538     93,301     13,840    255,778    163,870    363,067    336,197     55,901     23,883    111,573:   75,487    38,553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 30, 2008                                                               :
     :     5,148:     5,523      3,534    -26,749      1,947     14,375      7,116    -17,859       -543      1,057     -3,135      5,449:   -1,079     1,382
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1        7.0        7.6        1.1       20.8       13.3       29.6       27.4        4.6        1.9        9.1:      6.1       3.1
Old  :     100.0:      11.1        7.0        7.6        1.1       20.8       13.3       29.6       27.4        4.6        1.9        9.1:      6.1       3.1
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:        52         42         21          9         27         41         36         54         29         25         42:
Old  :       224:        52         42         21          9         27         41         36         54         29         25         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  :                 36.1       48.9       48.1       60.2       13.3       27.3       16.7       28.8
Old  :                 36.1       48.9       48.1       60.2       13.3       27.3       16.7       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 - Options and Futures Combined, 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  : 1,223,281:   130,797     82,004    120,051     11,893    241,404    156,754    380,926    336,740     54,844     27,018    106,124:   76,566    37,172
Old  : 1,223,281:   130,797     82,004    120,051     11,893    241,404    156,754    380,926    336,740     54,844     27,018    106,124:   76,566    37,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2008                                                               :
     :   -59,061:    -6,079     -7,941    -17,900        195      4,397     10,700     -5,314    -25,559     -2,032     -5,619    -17,426:   -5,163    -1,794
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7        6.7        9.8        1.0       19.7       12.8       31.1       27.5        4.5        2.2        8.7:      6.3       3.0
Old  :     100.0:      10.7        6.7        9.8        1.0       19.7       12.8       31.1       27.5        4.5        2.2        8.7:      6.3       3.0
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  :       224:        53         45         21          7         26         44         35         50         31         22         41:
Old  :       224:        53         45         21          7         26         44         35         50         31         22         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  :                 35.8       49.7       47.6       61.6       13.2       28.3       17.2       30.6
Old  :                 35.8       49.7       47.6       61.6       13.2       28.3       17.2       30.6
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 - Options and Futures Combined, 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  : 1,282,342:   136,876     89,945    137,951     11,698    237,006    146,054    386,240    362,300     56,876     32,637    123,550:   81,729    38,966
Old  : 1,282,342:   136,876     89,945    137,951     11,698    237,006    146,054    386,240    362,300     56,876     32,637    123,550:   81,729    38,966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 16, 2008                                                               :
     :   -24,766:     2,692      2,631     34,903       -350    -17,818     -3,206     31,415    -27,100       -152       -120    -10,603:   -3,482    -2,821
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7        7.0       10.8        0.9       18.5       11.4       30.1       28.3        4.4        2.5        9.6:      6.4       3.0
Old  :     100.0:      10.7        7.0       10.8        0.9       18.5       11.4       30.1       28.3        4.4        2.5        9.6:      6.4       3.0
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  :       243:        54         46         20          8         26         56         34         55         38         22         49:
Old  :       243:        54         46         20          8         26         56         34         55         38         22         49:
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  :                 34.9       48.1       46.4       60.3       13.2       28.0       17.1       29.8
Old  :                 34.9       48.1       46.4       60.3       13.2       28.0       17.1       29.8
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 - Options and Futures Combined, September 16, 2008              
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     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :