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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    32,140:        60          0          0     31,850     32,060     31,910     32,060:       230         80
Old  :    32,140:        60          0          0     31,850     32,060     31,910     32,060:       230         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,119:         0          0          0      1,069      1,069      1,069      1,069:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.0        0.0       99.1       99.8       99.3       99.8:       0.7        0.2
Old  :     100.0:       0.2        0.0        0.0       99.1       99.8       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          0          0         30         35         31         35:
Old  :        41:         1          0          0         30         35         31         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       67.2       75.7       82.7       46.2       61.4       66.1       71.8
Old  :                 52.3       67.2       75.7       82.7       46.2       61.4       66.1       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    24,288:     1,075        120        150     22,842     23,644     24,067     23,914:       221        374
Old  :    24,288:     1,075        120        150     22,842     23,644     24,067     23,914:       221        374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       877:       300          0        -50        607        852        857        802:        20         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.5        0.6       94.0       97.3       99.1       98.5:       0.9        1.5
Old  :     100.0:       4.4        0.5        0.6       94.0       97.3       99.1       98.5:       0.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          1          1         29         33         32         35:
Old  :        40:         2          1          1         29         33         32         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       51.2       61.4       78.6       19.2       31.9       32.3       41.0
Old  :                 39.1       51.2       61.4       78.6       19.2       31.9       32.3       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02165C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     7,501:     1,820          0        283      4,471      6,251      6,574      6,534:       927        967
Old  :     7,501:     1,820          0        283      4,471      6,251      6,574      6,534:       927        967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       195:       185          0        -45         31        132        171         87:        24        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        0.0        3.8       59.6       83.3       87.6       87.1:      12.4       12.9
Old  :     100.0:      24.3        0.0        3.8       59.6       83.3       87.6       87.1:      12.4       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          1         19         22         20         23:
Old  :        23:         1          0          1         19         22         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       57.1       75.6       70.9       56.2       55.2       63.0       60.5
Old  :                 64.1       57.1       75.6       70.9       56.2       55.2       63.0       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :    11,305:       172        141        171      9,758     10,375     10,101     10,687:     1,204        618
Old  :    11,305:       172        141        171      9,758     10,375     10,101     10,687:     1,204        618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       449:        24         43         -2        364        274        386        315:        63        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.2        1.5       86.3       91.8       89.3       94.5:      10.7        5.5
Old  :     100.0:       1.5        1.2        1.5       86.3       91.8       89.3       94.5:      10.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          2          3         36         40         39         44:
Old  :        48:         2          2          3         36         40         39         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       32.1       56.6       51.5       38.2       31.3       53.9       42.3
Old  :                 38.9       32.1       56.6       51.5       38.2       31.3       53.9       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     8,790:        84        100         80      8,033      8,073      8,197      8,253:       593        537
Old  :     8,790:        84        100         80      8,033      8,073      8,197      8,253:       593        537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       802:       -40        100         40        727        695        727        835:        75        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        1.1        0.9       91.4       91.8       93.3       93.9:       6.7        6.1
Old  :     100.0:       1.0        1.1        0.9       91.4       91.8       93.3       93.9:       6.7        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         1          2          2         39         47         41         50:
Old  :        52:         1          2          2         39         47         41         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       25.0       48.9       40.8       26.8       16.6       35.4       27.2
Old  :                 31.5       25.0       48.9       40.8       26.8       16.6       35.4       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-02165H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     5,110:         0        248          0      3,867      4,028      3,867      4,276:     1,243        834
Old  :     5,110:         0        248          0      3,867      4,028      3,867      4,276:     1,243        834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       378:         0        -50          0        161        182        161        132:       217        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        0.0       75.7       78.8       75.7       83.7:      24.3       16.3
Old  :     100.0:       0.0        4.9        0.0       75.7       78.8       75.7       83.7:      24.3       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         17         20         17         21:
Old  :        21:         0          1          0         17         20         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       40.4       63.2       60.3       41.9       38.0       51.5       54.2
Old  :                 46.5       40.4       63.2       60.3       41.9       38.0       51.5       54.2
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   266,536:    24,429     14,246     50,043    150,819    172,529    225,290    236,818:    41,246     29,718
Old  :   266,536:    24,429     14,246     50,043    150,819    172,529    225,290    236,818:    41,246     29,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     4,890:       232     -2,125      2,200     -3,204      2,227       -772      2,302:     5,663      2,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        5.3       18.8       56.6       64.7       84.5       88.9:      15.5       11.1
Old  :     100.0:       9.2        5.3       18.8       56.6       64.7       84.5       88.9:      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
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        26         22         41         64         67        114        113:
Old  :       127:        26         22         41         64         67        114        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :    14,672:       141        988          0     14,411     13,594     14,552     14,582:       120         90
Old  :    14,672:       141        988          0     14,411     13,594     14,552     14,582:       120         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,078:       141          0          0      1,933      2,078      2,074      2,078:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        6.7        0.0       98.2       92.7       99.2       99.4:       0.8        0.6
Old  :     100.0:       1.0        6.7        0.0       98.2       92.7       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         1          3          0         32         42         33         45:
Old  :        51:         1          3          0         32         42         33         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       32.0       68.2       51.6       39.1       30.1       53.3       42.5
Old  :                 45.0       32.0       68.2       51.6       39.1       30.1       53.3       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     9,656:       150          0          0      8,566      9,506      8,716      9,506:       940        150
Old  :     9,656:       150          0          0      8,566      9,506      8,716      9,506:       940        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       150:        75          0          0       -400          0       -325          0:       475        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        0.0       88.7       98.4       90.3       98.4:       9.7        1.6
Old  :     100.0:       1.6        0.0        0.0       88.7       98.4       90.3       98.4:       9.7        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          0         17         17         18         17:
Old  :        25:         1          0          0         17         17         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       59.1       77.0       82.7       54.7       57.5       66.3       74.1
Old  :                 62.5       59.1       77.0       82.7       54.7       57.5       66.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                                                   Code-022A22
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1000 BARRELS)                                                :
     :          :                                                                            :
All  :     3,023:        50          0          0      2,273      2,740      2,323      2,740:       700        283
Old  :     3,023:        50          0          0      2,273      2,740      2,323      2,740:       700        283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.0        0.0       75.2       90.6       76.8       90.6:      23.2        9.4
Old  :     100.0:       1.7        0.0        0.0       75.2       90.6       76.8       90.6:      23.2        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         18         20         19         20:
Old  :        26:         1          0          0         18         20         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       48.8       55.3       67.0       26.5       36.5       34.2       48.0
Old  :                 39.7       48.8       55.3       67.0       26.5       36.5       34.2       48.0
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :   995,940:   128,638    199,956    393,508    392,990    359,236    915,137    952,700:    80,803     43,239
Old  :   995,940:   128,638    199,956    393,508    392,990    359,236    915,137    952,700:    80,803     43,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    14,316:    16,684     -9,269      5,658    -10,547     13,138     11,796      9,526:     2,521      4,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       20.1       39.5       39.5       36.1       91.9       95.7:       8.1        4.3
Old  :     100.0:      12.9       20.1       39.5       39.5       36.1       91.9       95.7:       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
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        62         64         87         75         61        187        170:
Old  :       210:        62         64         87         75         61        187        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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 CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                           Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  :    43,912:    21,760     25,213      5,500     16,595     13,038     43,856     43,751:        56        161
Old  :    43,912:    21,760     25,213      5,500     16,595     13,038     43,856     43,751:        56        161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,778:     2,054      1,401       -343        198        753      1,909      1,812:      -132        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       57.4       12.5       37.8       29.7       99.9       99.6:       0.1        0.4
Old  :     100.0:      49.6       57.4       12.5       37.8       29.7       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8         12         13          9         11         23         30:
Old  :        32:         8         12         13          9         11         23         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.4       65.3       96.3       86.1       64.7       54.9       67.6       64.9
Old  :                 89.4       65.3       96.3       86.1       64.7       54.9       67.6       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    95,737:     3,344          0      1,489     84,882     83,338     89,715     84,827:     6,022     10,910
Old  :    95,737:     3,344          0      1,489     84,882     83,338     89,715     84,827:     6,022     10,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,210:     2,249          0       -775       -914      1,383        560        608:       650        602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        0.0        1.6       88.7       87.0       93.7       88.6:       6.3       11.4
Old  :     100.0:       3.5        0.0        1.6       88.7       87.0       93.7       88.6:       6.3       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          2         24         25         26         27:
Old  :        28:         2          0          2         24         25         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       43.9       70.3       62.5       45.1       36.0       57.1       51.2
Old  :                 50.2       43.9       70.3       62.5       45.1       36.0       57.1       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    53,684:     2,645      2,931      3,361     40,597     34,547     46,603     40,839:     7,081     12,845
Old  :    53,684:     2,645      2,931      3,361     40,597     34,547     46,603     40,839:     7,081     12,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,279:      -783        969       -223      2,266        570      1,260      1,316:        19        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.5        6.3       75.6       64.4       86.8       76.1:      13.2       23.9
Old  :     100.0:       4.9        5.5        6.3       75.6       64.4       86.8       76.1:      13.2       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          3          2         17         16         19         20:
Old  :        26:         1          3          2         17         16         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       34.9       65.4       55.4       36.4       28.6       59.1       45.6
Old  :                 38.9       34.9       65.4       55.4       36.4       28.6       59.1       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    77,554:     2,661          0        217     67,923     69,232     70,801     69,449:     6,753      8,105
Old  :    77,554:     2,661          0        217     67,923     69,232     70,801     69,449:     6,753      8,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -294:       387       -117       -387          8         98          8       -406:      -302        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        0.0        0.3       87.6       89.3       91.3       89.5:       8.7       10.5
Old  :     100.0:       3.4        0.0        0.3       87.6       89.3       91.3       89.5:       8.7       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          1         27         26         30         27:
Old  :        38:         3          0          1         27         26         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       31.1       63.0       51.8       40.7       29.6       54.7       45.8
Old  :                 44.5       31.1       63.0       51.8       40.7       29.6       54.7       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                           Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    98,809:         0          0          0     83,636     84,050     83,636     84,050:    15,173     14,759
Old  :    98,809:         0          0          0     83,636     84,050     83,636     84,050:    15,173     14,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,392:         0          0          0         53      1,821         53      1,821:     1,339       -429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       84.6       85.1       84.6       85.1:      15.4       14.9
Old  :     100.0:       0.0        0.0        0.0       84.6       85.1       84.6       85.1:      15.4       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         21         21         21         21:
Old  :        25:         0          0          0         21         21         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       47.5       59.0       64.9       27.6       36.1       39.9       45.0
Old  :                 35.9       47.5       59.0       64.9       27.6       36.1       39.9       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    44,534:     3,678          0      1,286     33,832     36,721     38,796     38,007:     5,738      6,527
Old  :    44,534:     3,678          0      1,286     33,832     36,721     38,796     38,007:     5,738      6,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :   -12,861:        20       -342       -498    -11,711    -12,200    -12,189    -13,040:      -672        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        0.0        2.9       76.0       82.5       87.1       85.3:      12.9       14.7
Old  :     100.0:       8.3        0.0        2.9       76.0       82.5       87.1       85.3:      12.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          1         21         21         23         22:
Old  :        27:         2          0          1         21         21         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       60.1       74.2       71.4       51.6       52.2       62.8       58.2
Old  :                 55.3       60.1       74.2       71.4       51.6       52.2       62.8       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    85,403:       494      5,509      5,097     73,356     69,683     78,947     80,289:     6,456      5,114
Old  :    85,403:       494      5,509      5,097     73,356     69,683     78,947     80,289:     6,456      5,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,100:         0        -91         57      1,043      1,314      1,100      1,280:         0       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        6.5        6.0       85.9       81.6       92.4       94.0:       7.6        6.0
Old  :     100.0:       0.6        6.5        6.0       85.9       81.6       92.4       94.0:       7.6        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         1          5          3         26         29         30         34:
Old  :        42:         1          5          3         26         29         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       28.4       59.8       47.2       39.0       27.5       50.1       40.7
Old  :                 44.3       28.4       59.8       47.2       39.0       27.5       50.1       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   131,820:     5,639      1,713      7,797    107,035    107,678    120,471    117,188:    11,349     14,632
Old  :   131,820:     5,639      1,713      7,797    107,035    107,678    120,471    117,188:    11,349     14,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    25,046:   -12,387      1,713      3,976     32,834     20,575     24,423     26,264:       623     -1,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        1.3        5.9       81.2       81.7       91.4       88.9:       8.6       11.1
Old  :     100.0:       4.3        1.3        5.9       81.2       81.7       91.4       88.9:       8.6       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          1          3         19         28         22         31:
Old  :        35:         2          1          3         19         28         22         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       34.6       72.5       50.0       45.7       34.1       59.4       49.2
Old  :                 53.2       34.6       72.5       50.0       45.7       34.1       59.4       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    81,672:       413      9,974     18,697     56,045     47,039     75,155     75,710:     6,517      5,962
Old  :    81,672:       413      9,974     18,697     56,045     47,039     75,155     75,710:     6,517      5,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,202:         0     -1,044      1,198         56      1,992      1,254      2,146:       948         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       12.2       22.9       68.6       57.6       92.0       92.7:       8.0        7.3
Old  :     100.0:       0.5       12.2       22.9       68.6       57.6       92.0       92.7:       8.0        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          3         13         13         17         16:
Old  :        23:         1          3          3         13         13         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       53.2       77.6       73.8       39.0       29.7       48.3       44.1
Old  :                 61.1       53.2       77.6       73.8       39.0       29.7       48.3       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                      Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    55,399:         0          0          0     48,313     43,997     48,313     43,997:     7,086     11,402
Old  :    55,399:         0          0          0     48,313     43,997     48,313     43,997:     7,086     11,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,820:         0          0          0      3,082      1,055      3,082      1,055:      -262      1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       87.2       79.4       87.2       79.4:      12.8       20.6
Old  :     100.0:       0.0        0.0        0.0       87.2       79.4       87.2       79.4:      12.8       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         22         20         22         20:
Old  :        26:         0          0          0         22         20         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       41.5       64.0       61.2       37.4       29.9       57.4       46.1
Old  :                 39.6       41.5       64.0       61.2       37.4       29.9       57.4       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                          Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    84,320:     6,414      2,621      4,759     63,244     65,496     74,417     72,876:     9,903     11,444
Old  :    84,320:     6,414      2,621      4,759     63,244     65,496     74,417     72,876:     9,903     11,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       210:      -168        404       -186        -68        114       -422        332:       632       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        3.1        5.6       75.0       77.7       88.3       86.4:      11.7       13.6
Old  :     100.0:       7.6        3.1        5.6       75.0       77.7       88.3       86.4:      11.7       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          3          4         27         27         31         32:
Old  :        35:         2          3          4         27         27         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       25.7       58.3       45.1       29.9       21.9       46.8       34.1
Old  :                 38.8       25.7       58.3       45.1       29.9       21.9       46.8       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                            Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10,000 MMBTU'S)                                                           :
     :          :                                                                            :
All  : 2,177,599:    82,590    104,577    927,315  1,162,311  1,141,119  2,172,216  2,173,012:     5,383      4,588
Old  : 2,177,599:    82,590    104,577    927,315  1,162,311  1,141,119  2,172,216  2,173,012:     5,383      4,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :   120,631:       459     19,966     43,502     76,331     57,048    120,292    120,516:       339        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        4.8       42.6       53.4       52.4       99.8       99.8:       0.2        0.2
Old  :     100.0:       3.8        4.8       42.6       53.4       52.4       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        40         27         61         55         54        119        118:
Old  :       123:        40         27         61         55         54        119        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.3       49.7       48.3        5.6        5.5        7.4        7.4
Old  :                 33.2       30.3       49.7       48.3        5.6        5.5        7.4        7.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    63,190:     1,030     14,275      8,323     37,146     26,801     46,499     49,399:    16,691     13,791
Old  :    63,190:     1,030     14,275      8,323     37,146     26,801     46,499     49,399:    16,691     13,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :   -13,442:    -6,118        -79       -302     -4,950    -11,187    -11,370    -11,568:    -2,072     -1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       22.6       13.2       58.8       42.4       73.6       78.2:      26.4       21.8
Old  :     100.0:       1.6       22.6       13.2       58.8       42.4       73.6       78.2:      26.4       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          4          3         17         18         20         23:
Old  :        25:         1          4          3         17         18         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       39.7       56.6       58.4       23.3       32.7       34.9       41.7
Old  :                 39.8       39.7       56.6       58.4       23.3       32.7       34.9       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    64,511:     1,286      5,557      2,846     55,145     42,551     59,277     50,954:     5,234     13,557
Old  :    64,511:     1,286      5,557      2,846     55,145     42,551     59,277     50,954:     5,234     13,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -9,853:       963        236       -932    -10,002    -10,010     -9,971    -10,706:       118        853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        8.6        4.4       85.5       66.0       91.9       79.0:       8.1       21.0
Old  :     100.0:       2.0        8.6        4.4       85.5       66.0       91.9       79.0:       8.1       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          4         19         18         23         22:
Old  :        28:         2          2          4         19         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       39.8       78.4       60.4       57.9       33.3       69.9       52.5
Old  :                 62.5       39.8       78.4       60.4       57.9       33.3       69.9       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   219,670:     9,437      5,786      6,422    192,770    200,612    208,629    212,820:    11,041      6,850
Old  :   219,670:     9,437      5,786      6,422    192,770    200,612    208,629    212,820:    11,041      6,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,483:       513     -3,467        753      1,365      4,048      2,631      1,334:    -1,148        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        2.6        2.9       87.8       91.3       95.0       96.9:       5.0        3.1
Old  :     100.0:       4.3        2.6        2.9       87.8       91.3       95.0       96.9:       5.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4          2          4         42         35         48         39:
Old  :        51:         4          2          4         42         35         48         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       56.4       50.2       70.9       30.3       54.4       46.2       64.2
Old  :                 31.5       56.4       50.2       70.9       30.3       54.4       46.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                               Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   174,222:         0      6,411      4,985    154,432    152,956    159,417    164,352:    14,805      9,870
Old  :   174,222:         0      6,411      4,985    154,432    152,956    159,417    164,352:    14,805      9,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    -2,412:         0       -112        112       -281     -2,198       -169     -2,198:    -2,243       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.7        2.9       88.6       87.8       91.5       94.3:       8.5        5.7
Old  :     100.0:       0.0        3.7        2.9       88.6       87.8       91.5       94.3:       8.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         0          3          3         33         29         36         32:
Old  :        39:         0          3          3         33         29         36         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       41.4       55.9       61.8       23.6       38.6       38.6       54.7
Old  :                 33.9       41.4       55.9       61.8       23.6       38.6       38.6       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                     Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   266,784:     1,330      3,491     15,739    231,201    235,322    248,270    254,552:    18,514     12,232
Old  :   266,784:     1,330      3,491     15,739    231,201    235,322    248,270    254,552:    18,514     12,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     9,036:     1,147     -6,612      2,914      4,474     12,852      8,535      9,154:       501       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        1.3        5.9       86.7       88.2       93.1       95.4:       6.9        4.6
Old  :     100.0:       0.5        1.3        5.9       86.7       88.2       93.1       95.4:       6.9        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         2          3          5         40         39         45         44:
Old  :        50:         2          3          5         40         39         45         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       28.8       49.9       48.7       27.0       27.1       38.3       40.0
Old  :                 31.6       28.8       49.9       48.7       27.0       27.1       38.3       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :   156,916:     3,237     12,242      6,198    140,444    133,798    149,879    152,238:     7,037      4,678
Old  :   156,916:     3,237     12,242      6,198    140,444    133,798    149,879    152,238:     7,037      4,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :   -19,005:         0     -2,432       -956    -17,989    -14,885    -18,945    -18,273:       -60       -732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        7.8        3.9       89.5       85.3       95.5       97.0:       4.5        3.0
Old  :     100.0:       2.1        7.8        3.9       89.5       85.3       95.5       97.0:       4.5        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         2          6          6         33         33         41         39:
Old  :        46:         2          6          6         33         33         41         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       32.3       71.1       56.6       42.5       27.5       59.8       44.5
Old  :                 45.6       32.3       71.1       56.6       42.5       27.5       59.8       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  :    47,800:         0      1,070          0     41,177     39,362     41,177     40,432:     6,623      7,368
Old  :    47,800:         0      1,070          0     41,177     39,362     41,177     40,432:     6,623      7,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,220:         0          0          0      1,792      2,220      1,792      2,220:       428          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        0.0       86.1       82.3       86.1       84.6:      13.9       15.4
Old  :     100.0:       0.0        2.2        0.0       86.1       82.3       86.1       84.6:      13.9       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          0         20         17         20         18:
Old  :        23:         0          1          0         20         17         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       46.0       68.5       63.4       44.0       34.2       56.4       50.5
Old  :                 48.8       46.0       68.5       63.4       44.0       34.2       56.4       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 3,222,150:   755,120    149,535  1,080,985  1,359,652  1,970,586  3,195,757  3,201,106:    26,393     21,044
Old  : 3,222,150:   755,120    149,535  1,080,985  1,359,652  1,970,586  3,195,757  3,201,106:    26,393     21,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -172:   -37,336     -4,474     15,883     22,875    -10,034      1,422      1,375:    -1,594     -1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        4.6       33.5       42.2       61.2       99.2       99.3:       0.8        0.7
Old  :     100.0:      23.4        4.6       33.5       42.2       61.2       99.2       99.3:       0.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        29         21         46        103         94        153        143:
Old  :       160:        29         21         46        103         94        153        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       36.1       50.6       50.5       19.7       19.6       23.5       28.2
Old  :                 40.0       36.1       50.6       50.5       19.7       19.6       23.5       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2,500 MMBTU'S)                                                            :
     :          :                                                                            :
All  : 1,245,782:   146,289    264,766    392,101    702,691    585,077  1,241,081  1,241,944:     4,701      3,838
Old  : 1,245,782:   146,289    264,766    392,101    702,691    585,077  1,241,081  1,241,944:     4,701      3,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    84,542:   -17,807    -12,008     73,779     30,094     22,174     86,066     83,945:    -1,524        597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       21.3       31.5       56.4       47.0       99.6       99.7:       0.4        0.3
Old  :     100.0:      11.7       21.3       31.5       56.4       47.0       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        17         33         39         36         35         78         82:
Old  :        87:        17         33         39         36         35         78         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       39.4       54.8       55.7       20.2       17.6       30.1       26.6
Old  :                 30.4       39.4       54.8       55.7       20.2       17.6       30.1       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                  Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    98,635:     4,281        656      8,021     85,695     89,596     97,997     98,273:       638        362
Old  :    98,635:     4,281        656      8,021     85,695     89,596     97,997     98,273:       638        362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,814:       224        -14        272      2,400      2,374      2,896      2,632:       -82        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.7        8.1       86.9       90.8       99.4       99.6:       0.6        0.4
Old  :     100.0:       4.3        0.7        8.1       86.9       90.8       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          4          8         32         32         41         40:
Old  :        43:         4          4          8         32         32         41         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       43.9       60.1       65.1       10.3       13.2       14.8       17.4
Old  :                 40.3       43.9       60.1       65.1       10.3       13.2       14.8       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    38,685:     2,747          0        411     34,243     37,620     37,401     38,031:     1,284        654
Old  :    38,685:     2,747          0        411     34,243     37,620     37,401     38,031:     1,284        654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     3,234:         5          0          1      3,108      3,225      3,114      3,226:       120          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        0.0        1.1       88.5       97.2       96.7       98.3:       3.3        1.7
Old  :     100.0:       7.1        0.0        1.1       88.5       97.2       96.7       98.3:       3.3        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          2         21         19         23         21:
Old  :        25:         2          0          2         21         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       79.2       75.6       91.3       26.0       35.0       36.0       39.5
Old  :                 51.5       79.2       75.6       91.3       26.0       35.0       36.0       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                             Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (40 MEGAWATT HOURS PER PEAK DAY)                                           :
     :          :                                                                            :
All  :    14,016:         0          0          0     12,762     12,558     12,762     12,558:     1,254      1,458
Old  :    14,016:         0          0          0     12,762     12,558     12,762     12,558:     1,254      1,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       470:         0          0          0        274        430        274        430:       196         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.1       89.6       91.1       89.6:       8.9       10.4
Old  :     100.0:       0.0        0.0        0.0       91.1       89.6       91.1       89.6:       8.9       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         17         14         17         14:
Old  :        21:         0          0          0         17         14         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       60.2       71.1       78.7       39.4       49.9       56.9       61.1
Old  :                 47.1       60.2       71.1       78.7       39.4       49.9       56.9       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    33,435:         0        720        720     29,707     31,125     30,427     32,565:     3,008        870
Old  :    33,435:         0        720        720     29,707     31,125     30,427     32,565:     3,008        870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       180:         0          0          0        124          0        124          0:        56        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.2        2.2       88.9       93.1       91.0       97.4:       9.0        2.6
Old  :     100.0:       0.0        2.2        2.2       88.9       93.1       91.0       97.4:       9.0        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          1         26         21         27         22:
Old  :        27:         0          1          1         26         21         27         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       51.3       65.8       72.1       18.6       19.3       26.3       29.9
Old  :                 46.8       51.3       65.8       72.1       18.6       19.3       26.3       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (2.5 MEGAWATTS PER OFF PEAK HRS)                                           :
     :          :                                                                            :
All  :    29,481:         0          0          0     29,289     28,617     29,289     28,617:       192        864
Old  :    29,481:         0          0          0     29,289     28,617     29,289     28,617:       192        864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       869:         0          0          0        869        869        869        869:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.3       97.1       99.3       97.1:       0.7        2.9
Old  :     100.0:       0.0        0.0        0.0       99.3       97.1       99.3       97.1:       0.7        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         17         17         17         17:
Old  :        23:         0          0          0         17         17         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       76.1       83.6       86.3       56.4       73.8       77.3       81.7
Old  :                 60.7       76.1       83.6       86.3       56.4       73.8       77.3       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE                                                  Code-066653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    17,098:         0          5         70     16,896     16,590     16,966     16,665:       132        433
Old  :    17,098:         0          5         70     16,896     16,590     16,966     16,665:       132        433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       762:         0          5         70        698        762        768        837:        -6        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.4       98.8       97.0       99.2       97.5:       0.8        2.5
Old  :     100.0:       0.0        0.0        0.4       98.8       97.0       99.2       97.5:       0.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          1         20         18         21         19:
Old  :        26:         0          1          1         20         18         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       53.5       87.6       78.9       59.7       37.5       61.7       53.3
Old  :                 70.1       53.5       87.6       78.9       59.7       37.5       61.7       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                                   Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  : 3,103,803:   236,765    119,321  1,228,326  1,544,214  1,660,133  3,009,305  3,007,781:    94,497     96,022
Old  : 3,103,803:   236,765    119,321  1,228,326  1,544,214  1,660,133  3,009,305  3,007,781:    94,497     96,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :    58,524:     1,497     21,487      8,092     46,664     34,452     56,252     64,031:     2,273     -5,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        3.8       39.6       49.8       53.5       97.0       96.9:       3.0        3.1
Old  :     100.0:       7.6        3.8       39.6       49.8       53.5       97.0       96.9:       3.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       103        100        159         84         87        276        266:
Old  :       305:       103        100        159         84         87        276        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       30.9       45.0       45.2        6.1        3.6        8.4        5.8
Old  :                 31.1       30.9       45.0       45.2        6.1        3.6        8.4        5.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                                             Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   137,944:     8,693     13,367     46,018     81,276     75,986    135,986    135,370:     1,958      2,574
Old  :   137,944:     8,693     13,367     46,018     81,276     75,986    135,986    135,370:     1,958      2,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     5,242:     2,041        310      3,027        620      2,497      5,689      5,834:      -446       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        9.7       33.4       58.9       55.1       98.6       98.1:       1.4        1.9
Old  :     100.0:       6.3        9.7       33.4       58.9       55.1       98.6       98.1:       1.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          8          9         10         12         19         23:
Old  :        28:         3          8          9         10         12         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       58.3       86.6       81.5       40.5       36.3       49.7       47.0
Old  :                 72.9       58.3       86.6       81.5       40.5       36.3       49.7       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                              Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   174,743:    21,943      9,219     13,885     88,956    100,669    124,784    123,773:    49,959     50,970
Old  :   174,743:    21,943      9,219     13,885     88,956    100,669    124,784    123,773:    49,959     50,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     1,627:     3,081       -684        811       -640       -477      3,252       -350:    -1,625      1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        5.3        7.9       50.9       57.6       71.4       70.8:      28.6       29.2
Old  :     100.0:      12.6        5.3        7.9       50.9       57.6       71.4       70.8:      28.6       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          3          6         18         18         24         26:
Old  :        27:         5          3          6         18         18         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.5       50.7       41.3       30.9       20.4       36.3       31.2
Old  :                 37.0       26.5       50.7       41.3       30.9       20.4       36.3       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   260,101:    18,445     16,556    108,077    129,995    132,343    256,518    256,977:     3,583      3,124
Old  :   260,101:    18,445     16,556    108,077    129,995    132,343    256,518    256,977:     3,583      3,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     4,762:       204      1,181      3,682        965       -354      4,851      4,508:       -89        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        6.4       41.6       50.0       50.9       98.6       98.8:       1.4        1.2
Old  :     100.0:       7.1        6.4       41.6       50.0       50.9       98.6       98.8:       1.4        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        21         24         37         27         28         67         70:
Old  :        73:        21         24         37         27         28         67         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       30.8       52.5       52.2        6.7        7.8        9.3       11.1
Old  :                 30.5       30.8       52.5       52.2        6.7        7.8        9.3       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                                              Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   482,453:    19,604      9,912     88,367    361,409    363,038    469,379    461,316:    13,074     21,137
Old  :   482,453:    19,604      9,912     88,367    361,409    363,038    469,379    461,316:    13,074     21,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -878:     2,874     -1,942        319     -4,518         65     -1,325     -1,558:       447        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        2.1       18.3       74.9       75.2       97.3       95.6:       2.7        4.4
Old  :     100.0:       4.1        2.1       18.3       74.9       75.2       97.3       95.6:       2.7        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         6          4         10         30         30         40         40:
Old  :        40:         6          4         10         30         30         40         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       33.2       53.1       51.8       11.8       13.2       16.5       17.5
Old  :                 35.0       33.2       53.1       51.8       11.8       13.2       16.5       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    52,500:       780      2,693      1,855     49,792     47,879     52,427     52,427:        73         73
Old  :    52,500:       780      2,693      1,855     49,792     47,879     52,427     52,427:        73         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     3,566:       400       -750        -50      3,143      4,293      3,493      3,493:        73         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        5.1        3.5       94.8       91.2       99.9       99.9:       0.1        0.1
Old  :     100.0:       1.5        5.1        3.5       94.8       91.2       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         5          2          4         36         45         43         50:
Old  :        56:         5          2          4         36         45         43         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       29.4       64.4       52.4       38.5       24.5       44.0       36.0
Old  :                 50.0       29.4       64.4       52.4       38.5       24.5       44.0       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                  Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :   173,071:    17,210     36,460     26,767    121,381    101,523    165,358    164,750:     7,713      8,321
Old  :   173,071:    17,210     36,460     26,767    121,381    101,523    165,358    164,750:     7,713      8,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     5,072:       221      4,186      3,182      1,355     -2,560      4,758      4,808:       314        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       21.1       15.5       70.1       58.7       95.5       95.2:       4.5        4.8
Old  :     100.0:       9.9       21.1       15.5       70.1       58.7       95.5       95.2:       4.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         8         19         21         23         22         45         48:
Old  :        50:         8         19         21         23         22         45         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       35.9       60.8       58.7       18.5       16.0       28.4       21.5
Old  :                 40.4       35.9       60.8       58.7       18.5       16.0       28.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                                          Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    30,310:     3,613      6,135      6,169     17,248     15,527     27,030     27,831:     3,280      2,479
Old  :    30,310:     3,613      6,135      6,169     17,248     15,527     27,030     27,831:     3,280      2,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :      -331:         0          0       -350       -181         19       -531       -331:       200          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       20.2       20.4       56.9       51.2       89.2       91.8:      10.8        8.2
Old  :     100.0:      11.9       20.2       20.4       56.9       51.2       89.2       91.8:      10.8        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          4          5         11         12         17         19:
Old  :        20:         3          4          5         11         12         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       44.2       77.8       66.3       33.7       24.1       35.4       33.4
Old  :                 61.5       44.2       77.8       66.3       33.7       24.1       35.4       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-06765M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    63,809:         0      6,635        180     51,817     40,882     51,997     47,697:    11,812     16,112
Old  :    63,809:         0      6,635        180     51,817     40,882     51,997     47,697:    11,812     16,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       902:         0         50          0        880        850        880        900:        22          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.4        0.3       81.2       64.1       81.5       74.7:      18.5       25.3
Old  :     100.0:       0.0       10.4        0.3       81.2       64.1       81.5       74.7:      18.5       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          2          1         16         15         17         17:
Old  :        23:         0          2          1         16         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       42.2       69.9       61.0       35.1       28.3       43.7       36.3
Old  :                 52.3       42.2       69.9       61.0       35.1       28.3       43.7       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                Code-06765N
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    98,799:     3,611     10,505     10,129     56,561     44,788     70,301     65,422:    28,498     33,377
Old  :    98,799:     3,611     10,505     10,129     56,561     44,788     70,301     65,422:    28,498     33,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       10.6       10.3       57.2       45.3       71.2       66.2:      28.8       33.8
Old  :     100.0:       3.7       10.6       10.3       57.2       45.3       71.2       66.2:      28.8       33.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          2          4         17         17         21         21:
Old  :        21:         2          2          4         17         17         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       29.9       48.2       48.1       21.7       20.4       30.1       27.4
Old  :                 30.8       29.9       48.2       48.1       21.7       20.4       30.1       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                                         Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    26,845:         0      2,020         95     26,750     24,730     26,845     26,845:         0          0
Old  :    26,845:         0      2,020         95     26,750     24,730     26,845     26,845:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     3,450:         0      1,500          0      3,450      1,950      3,450      3,450:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.5        0.4       99.6       92.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        7.5        0.4       99.6       92.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         0          5          1         21         29         22         34:
Old  :        39:         0          5          1         21         29         22         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       33.6       83.9       56.3       54.4       33.2       75.4       52.1
Old  :                 59.5       33.6       83.9       56.3       54.4       33.2       75.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                                                Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    12,468:     8,626      3,402         50      2,021      8,202     10,697     11,654:     1,771        814
Old  :    12,468:     8,626      3,402         50      2,021      8,202     10,697     11,654:     1,771        814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       322:       345         89          7         77        185        429        281:      -107         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.2       27.3        0.4       16.2       65.8       85.8       93.5:      14.2        6.5
Old  :     100.0:      69.2       27.3        0.4       16.2       65.8       85.8       93.5:      14.2        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        44         20          2         15         21         60         42:
Old  :        99:        44         20          2         15         21         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       46.8       48.3       64.4       37.7       46.8       47.9       64.4
Old  :                 37.7       46.8       48.3       64.4       37.7       46.8       47.9       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                                                                 Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50 TROY OUNCES)                                              :
     :          :                                                                            :
All  :    18,294:     9,758      1,619        165      5,602     15,437     15,525     17,221:     2,769      1,073
Old  :    18,294:     9,758      1,619        165      5,602     15,437     15,525     17,221:     2,769      1,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       -92:       -19       -166        -45        -69        327       -133        116:        41       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3        8.8        0.9       30.6       84.4       84.9       94.1:      15.1        5.9
Old  :     100.0:      53.3        8.8        0.9       30.6       84.4       84.9       94.1:      15.1        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        35          8          3         17         23         54         32:
Old  :        78:        35          8          3         17         23         54         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.4       51.0       59.8       35.5       35.4       51.0       59.8
Old  :                 35.5       35.4       51.0       59.8       35.5       35.4       51.0       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                                               Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :   222,822:    55,248      2,878     31,711    115,333    172,322    202,291    206,911:    20,530     15,911
Old  :   222,822:    55,248      2,878     31,711    115,333    172,322    202,291    206,911:    20,530     15,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     6,915:    -1,789       -672      2,684      4,697      3,259      5,591      5,270:     1,324      1,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        1.3       14.2       51.8       77.3       90.8       92.9:       9.2        7.1
Old  :     100.0:      24.8        1.3       14.2       51.8       77.3       90.8       92.9:       9.2        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         19         39         72         85        137        131:
Old  :       165:        52         19         39         72         85        137        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.2       33.3       33.5       13.8       12.7       23.4       19.6
Old  :                 22.0       23.2       33.3       33.5       13.8       12.7       23.4       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-11165K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    16,616:         0          0          0     11,718     11,699     11,718     11,699:     4,898      4,917
Old  :    16,616:         0          0          0     11,718     11,699     11,718     11,699:     4,898      4,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       70.5       70.4       70.5       70.4:      29.5       29.6
Old  :     100.0:       0.0        0.0        0.0       70.5       70.4       70.5       70.4:      29.5       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         15         18         15         18:
Old  :        21:         0          0          0         15         18         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       42.0       63.4       55.6       44.9       33.7       50.9       44.2
Old  :                 51.6       42.0       63.4       55.6       44.9       33.7       50.9       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                                                       Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     4,334:       150          0          0      4,084      4,234      4,234      4,234:       100        100
Old  :     4,334:       150          0          0      4,084      4,234      4,234      4,234:       100        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       525:         0          0          0        475        475        475        475:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        0.0        0.0       94.2       97.7       97.7       97.7:       2.3        2.3
Old  :     100.0:       3.5        0.0        0.0       94.2       97.7       97.7       97.7:       2.3        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          0         19         21         21         21:
Old  :        29:         2          0          0         19         21         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       42.3       68.3       62.2       32.3       28.4       45.8       42.6
Old  :                 40.9       42.3       68.3       62.2       32.3       28.4       45.8       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                           Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    23,744:     1,208        200          0     21,123     23,540     22,331     23,740:     1,413          4
Old  :    23,744:     1,208        200          0     21,123     23,540     22,331     23,740:     1,413          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     3,378:     1,088        200          0      2,166      3,378      3,254      3,578:       124       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.8        0.0       89.0       99.1       94.0      100.0:       6.0        0.0
Old  :     100.0:       5.1        0.8        0.0       89.0       99.1       94.0      100.0:       6.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          1          0         27         20         29         21:
Old  :        35:         2          1          0         27         20         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       64.4       60.5       86.7       34.7       54.4       50.5       67.3
Old  :                 42.3       64.4       60.5       86.7       34.7       54.4       50.5       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 42,000 GALLONS)                                              :
     :          :                                                                            :
All  :    12,652:        75          0         25     11,141     11,817     11,241     11,842:     1,411        810
Old  :    12,652:        75          0         25     11,141     11,817     11,241     11,842:     1,411        810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.2       88.1       93.4       88.8       93.6:      11.2        6.4
Old  :     100.0:       0.6        0.0        0.2       88.1       93.4       88.8       93.6:      11.2        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         15         13         16         14:
Old  :        20:         1          0          1         15         13         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       82.6       78.6       90.4       56.9       69.7       69.8       76.6
Old  :                 61.4       82.6       78.6       90.4       56.9       69.7       69.8       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                            Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     8,155:       375          0          0      7,630      8,005      8,005      8,005:       150        150
Old  :     8,155:       375          0          0      7,630      8,005      8,005      8,005:       150        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       825:       250          0          0        425        675        675        675:       150        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        0.0        0.0       93.6       98.2       98.2       98.2:       1.8        1.8
Old  :     100.0:       4.6        0.0        0.0       93.6       98.2       98.2       98.2:       1.8        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          0          0         26         19         29         19:
Old  :        37:         3          0          0         26         19         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       66.8       60.4       82.8       36.4       65.9       57.9       77.9
Old  :                 37.7       66.8       60.4       82.8       36.4       65.9       57.9       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                                                   Code-86465D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 METRIC TONS)                                           :
     :          :                                                                            :
All  :     4,298:         0        138          0      3,227      3,041      3,227      3,179:     1,071      1,119
Old  :     4,298:         0        138          0      3,227      3,041      3,227      3,179:     1,071      1,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.2        0.0       75.1       70.8       75.1       74.0:      24.9       26.0
Old  :     100.0:       0.0        3.2        0.0       75.1       70.8       75.1       74.0:      24.9       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         16         15         16         16:
Old  :        21:         0          1          0         16         15         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       46.0       64.5       61.0       46.7       43.3       56.8       55.0
Old  :                 48.2       46.0       64.5       61.0       46.7       43.3       56.8       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                                             Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    20,101:       300        285        108     19,209     19,672     19,617     20,065:       484         36
Old  :    20,101:       300        285        108     19,209     19,672     19,617     20,065:       484         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       351:         0          0          0        351        423        351        423:         0        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        1.4        0.5       95.6       97.9       97.6       99.8:       2.4        0.2
Old  :     100.0:       1.5        1.4        0.5       95.6       97.9       97.6       99.8:       2.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         19         21         21         22:
Old  :        33:         1          1          1         19         21         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       63.8       86.2       80.6       58.6       63.8       86.2       78.6
Old  :                 58.6       63.8       86.2       80.6       58.6       63.8       86.2       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86665A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :     8,503:       449          0          0      8,024      8,487      8,473      8,487:        30         16
Old  :     8,503:       449          0          0      8,024      8,487      8,473      8,487:        30         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :       630:         0          0          0        630        630        630        630:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        0.0        0.0       94.4       99.8       99.6       99.8:       0.4        0.2
Old  :     100.0:       5.3        0.0        0.0       94.4       99.8       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          0          0         17         18         18         18:
Old  :        23:         1          0          0         17         18         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       66.0       85.6       86.9       60.7       61.2       69.6       70.8
Old  :                 68.7       66.0       85.6       86.9       60.7       61.2       69.6       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                                                    Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2009                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 1,000 BARRELS)                                               :
     :          :                                                                            :
All  :    43,501:     3,141      3,400      2,345     34,433     37,456     39,919     43,201:     3,582        300
Old  :    43,501:     3,141      3,400      2,345     34,433     37,456     39,919     43,201:     3,582        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 6, 2009                      :
     :     2,604:        50       -763        349      2,478      3,348      2,877      2,934:      -273       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        7.8        5.4       79.2       86.1       91.8       99.3:       8.2        0.7
Old  :     100.0:       7.2        7.8        5.4       79.2       86.1       91.8       99.3:       8.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          4          4         24         25         32         30:
Old  :        37:         5          4          4         24         25         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       36.6       56.6       57.3       34.7       30.2       46.1       45.4
Old  :                 36.4       36.6       56.6       57.3       34.7       30.2       46.1       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 16, 2009