GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,948:         0         75          0      5,862      5,715      5,862      5,790:        86        158
Old  :     5,948:         0         75          0      5,862      5,715      5,862      5,790:        86        158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       145:         0        -50          0        109        197        109        147:        36         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        0.0       98.6       96.1       98.6       97.3:       1.4        2.7
Old  :     100.0:       0.0        1.3        0.0       98.6       96.1       98.6       97.3:       1.4        2.7
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:         0          1          0         30         23         30         24:
Old  :        37:         0          1          0         30         23         30         24:
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  :                 42.1       43.4       63.3       72.2       37.6       42.4       52.3       60.7
Old  :                 42.1       43.4       63.3       72.2       37.6       42.4       52.3       60.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,315:        50        895          0      7,110      6,195      7,160      7,090:       155        225
Old  :     7,315:        50        895          0      7,110      6,195      7,160      7,090:       155        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       250:         0          0          0        255        285        255        285:        -5        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       12.2        0.0       97.2       84.7       97.9       96.9:       2.1        3.1
Old  :     100.0:       0.7       12.2        0.0       97.2       84.7       97.9       96.9:       2.1        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  :        37:         1          2          0         24         26         25         28:
Old  :        37:         1          2          0         24         26         25         28:
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  :                 54.6       47.8       73.6       67.9       48.8       44.2       57.4       55.9
Old  :                 54.6       47.8       73.6       67.9       48.8       44.2       57.4       55.9
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,354:         0          0          0      2,554      2,672      2,554      2,672:       800        682
Old  :     3,354:         0          0          0      2,554      2,672      2,554      2,672:       800        682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       269:       -10          0        -55        337        299        272        244:        -3         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       76.1       79.7       76.1       79.7:      23.9       20.3
Old  :     100.0:       0.0        0.0        0.0       76.1       79.7       76.1       79.7:      23.9       20.3
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  :        27:         0          0          0         22         25         22         25:
Old  :        27:         0          0          0         22         25         22         25:
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  :                 28.7       33.2       49.2       52.9       23.9       23.6       33.2       35.6
Old  :                 28.7       33.2       49.2       52.9       23.9       23.6       33.2       35.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,752:        55          0         60      3,029      3,103      3,144      3,163:       608        589
Old  :     3,752:        55          0         60      3,029      3,103      3,144      3,163:       608        589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       138:         5          0          0        185        218        190        218:       -52        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        0.0        1.6       80.7       82.7       83.8       84.3:      16.2       15.7
Old  :     100.0:       1.5        0.0        1.6       80.7       82.7       83.8       84.3:      16.2       15.7
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  :        33:         2          0          2         27         29         29         31:
Old  :        33:         2          0          2         27         29         29         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  :                 30.1       25.9       48.8       44.3       17.8       19.2       28.2       27.9
Old  :                 30.1       25.9       48.8       44.3       17.8       19.2       28.2       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   235,549:    37,927     19,233     32,150    132,513    156,884    202,590    208,267:    32,959     27,282
Old  :   235,549:    37,927     19,233     32,150    132,513    156,884    202,590    208,267:    32,959     27,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     8,287:    -3,218     -4,213      5,171      3,927      7,159      5,880      8,117:     2,407        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.2       13.6       56.3       66.6       86.0       88.4:      14.0       11.6
Old  :     100.0:      16.1        8.2       13.6       56.3       66.6       86.0       88.4:      14.0       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        42         23         40         64         71        130        117:
Old  :       148:        42         23         40         64         71        130        117:
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  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Old  :                 18.2       27.1       29.0       38.6       11.7       18.9       19.3       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02265J
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,775:     1,650         50        450      5,425      7,000      7,525      7,500:       250        275
Old  :     7,775:     1,650         50        450      5,425      7,000      7,525      7,500:       250        275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       225:         0         50        -50        425        325        375        325:      -150       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        0.6        5.8       69.8       90.0       96.8       96.5:       3.2        3.5
Old  :     100.0:      21.2        0.6        5.8       69.8       90.0       96.8       96.5:       3.2        3.5
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  :        37:         2          1          3         21         28         25         31:
Old  :        37:         2          1          3         21         28         25         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  :                 68.2       53.1       77.2       67.5       62.4       50.5       67.5       60.1
Old  :                 68.2       53.1       77.2       67.5       62.4       50.5       67.5       60.1
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,350:     1,325         50        100      5,300      7,025      6,725      7,175:       625        175
Old  :     7,350:     1,325         50        100      5,300      7,025      6,725      7,175:       625        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       650:         0          0          0        650      1,050        650      1,050:         0       -400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        0.7        1.4       72.1       95.6       91.5       97.6:       8.5        2.4
Old  :     100.0:      18.0        0.7        1.4       72.1       95.6       91.5       97.6:       8.5        2.4
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:         1          1          1          9         17         11         18:
Old  :        23:         1          1          1          9         17         11         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  :                 74.8       46.9       87.8       73.8       70.7       45.2       78.2       71.1
Old  :                 74.8       46.9       87.8       73.8       70.7       45.2       78.2       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   878,936:   148,119    214,797    297,078    355,136    334,285    800,333    846,160:    78,603     32,776
Old  :   878,936:   148,119    214,797    297,078    355,136    334,285    800,333    846,160:    78,603     32,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    11,794:     8,002      1,580      1,008     -2,331      5,996      6,679      8,584:     5,115      3,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       24.4       33.8       40.4       38.0       91.1       96.3:       8.9        3.7
Old  :     100.0:      16.9       24.4       33.8       40.4       38.0       91.1       96.3:       8.9        3.7
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  :       222:        92         38         69         76         69        205        150:
Old  :       222:        92         38         69         76         69        205        150:
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  :                 24.2       38.4       38.3       53.3       10.5       21.0       14.8       24.7
Old  :                 24.2       38.4       38.3       53.3       10.5       21.0       14.8       24.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    96,086:         0     11,057      1,645     88,023     71,637     89,668     84,339:     6,418     11,747
Old  :    96,086:         0     11,057      1,645     88,023     71,637     89,668     84,339:     6,418     11,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :      -602:         0       -194       -131       -471       -401       -602       -726:         0        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.5        1.7       91.6       74.6       93.3       87.8:       6.7       12.2
Old  :     100.0:       0.0       11.5        1.7       91.6       74.6       93.3       87.8:       6.7       12.2
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  :        30:         0          4          2         24         21         26         25:
Old  :        30:         0          4          2         24         21         26         25:
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  :                 54.1       56.4       69.5       71.8       51.7       55.6       65.6       68.2
Old  :                 54.1       56.4       69.5       71.8       51.7       55.6       65.6       68.2
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    75,783:     3,379      5,824      3,868     60,570     58,020     67,817     67,712:     7,966      8,071
Old  :    75,783:     3,379      5,824      3,868     60,570     58,020     67,817     67,712:     7,966      8,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       853:    -5,421     -1,610        769      5,538      2,225        886      1,384:       -33       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        7.7        5.1       79.9       76.6       89.5       89.3:      10.5       10.7
Old  :     100.0:       4.5        7.7        5.1       79.9       76.6       89.5       89.3:      10.5       10.7
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:         2          2          3         26         26         29         30:
Old  :        39:         2          2          3         26         26         29         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  :                 35.5       37.2       54.9       56.9       35.4       31.2       54.7       46.5
Old  :                 35.5       37.2       54.9       56.9       35.4       31.2       54.7       46.5
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   114,782:     5,489          0      2,545     94,183    101,499    102,217    104,044:    12,565     10,738
Old  :   114,782:     5,489          0      2,545     94,183    101,499    102,217    104,044:    12,565     10,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     3,616:     1,584          0       -666      1,229      3,455      2,147      2,789:     1,469        827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        0.0        2.2       82.1       88.4       89.1       90.6:      10.9        9.4
Old  :     100.0:       4.8        0.0        2.2       82.1       88.4       89.1       90.6:      10.9        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  :        32:         2          0          1         26         25         28         26:
Old  :        32:         2          0          1         26         25         28         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  :                 45.8       42.6       61.9       60.1       34.8       39.0       49.1       53.4
Old  :                 45.8       42.6       61.9       60.1       34.8       39.0       49.1       53.4
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    99,013:    10,856      3,012      1,099     77,961     86,136     89,916     90,247:     9,097      8,766
Old  :    99,013:    10,856      3,012      1,099     77,961     86,136     89,916     90,247:     9,097      8,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     2,889:     1,370       -404       -359        298      3,017      1,309      2,254:     1,580        635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        3.0        1.1       78.7       87.0       90.8       91.1:       9.2        8.9
Old  :     100.0:      11.0        3.0        1.1       78.7       87.0       90.8       91.1:       9.2        8.9
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  :        39:         3          1          2         22         30         26         32:
Old  :        39:         3          1          2         22         30         26         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  :                 30.0       40.2       51.7       59.9       26.7       34.7       42.7       52.1
Old  :                 30.0       40.2       51.7       59.9       26.7       34.7       42.7       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    56,906:     7,512          0      5,018     38,183     47,017     50,713     52,035:     6,193      4,871
Old  :    56,906:     7,512          0      5,018     38,183     47,017     50,713     52,035:     6,193      4,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :      -391:    -1,585          0         90      1,164       -421       -331       -331:       -60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        0.0        8.8       67.1       82.6       89.1       91.4:      10.9        8.6
Old  :     100.0:      13.2        0.0        8.8       67.1       82.6       89.1       91.4:      10.9        8.6
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  :        24:         2          0          1         16         19         18         20:
Old  :        24:         2          0          1         16         19         18         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  :                 57.2       41.4       76.7       68.2       38.6       28.9       45.2       45.6
Old  :                 57.2       41.4       76.7       68.2       38.6       28.9       45.2       45.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    76,586:     4,968      1,897      4,635     60,583     60,978     70,186     67,510:     6,400      9,076
Old  :    76,586:     4,968      1,897      4,635     60,583     60,978     70,186     67,510:     6,400      9,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       580:       708      1,270     -1,178         96      1,012       -374      1,104:       954       -524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        2.5        6.1       79.1       79.6       91.6       88.1:       8.4       11.9
Old  :     100.0:       6.5        2.5        6.1       79.1       79.6       91.6       88.1:       8.4       11.9
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  :        32:         1          1          2         23         26         25         28:
Old  :        32:         1          1          2         23         26         25         28:
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  :                 50.6       44.5       73.2       62.6       50.0       39.2       63.2       51.7
Old  :                 50.6       44.5       73.2       62.6       50.0       39.2       63.2       51.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   100,662:     5,197      4,412      2,465     87,651     83,332     95,313     90,209:     5,349     10,453
Old  :   100,662:     5,197      4,412      2,465     87,651     83,332     95,313     90,209:     5,349     10,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,726:       112        219        304      1,210        900      1,626      1,423:       100        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        4.4        2.4       87.1       82.8       94.7       89.6:       5.3       10.4
Old  :     100.0:       5.2        4.4        2.4       87.1       82.8       94.7       89.6:       5.3       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  :        43:         1          3          3         26         33         29         37:
Old  :        43:         1          3          3         26         33         29         37:
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  :                 39.9       24.3       62.2       41.7       37.5       20.1       55.6       34.7
Old  :                 39.9       24.3       62.2       41.7       37.5       20.1       55.6       34.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   111,925:     7,373      1,390      4,294     88,643     93,710    100,310     99,394:    11,615     12,531
Old  :   111,925:     7,373      1,390      4,294     88,643     93,710    100,310     99,394:    11,615     12,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :        -5:      -815       -132        241        713        224        139        333:      -144       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        1.2        3.8       79.2       83.7       89.6       88.8:      10.4       11.2
Old  :     100.0:       6.6        1.2        3.8       79.2       83.7       89.6       88.8:      10.4       11.2
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  :        32:         3          1          2         21         23         25         25:
Old  :        32:         3          1          2         21         23         25         25:
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  :                 44.2       41.2       59.2       61.4       42.3       39.5       54.5       55.1
Old  :                 44.2       41.2       59.2       61.4       42.3       39.5       54.5       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    71,331:     2,238      5,574      6,066     56,117     47,226     64,421     58,866:     6,910     12,465
Old  :    71,331:     2,238      5,574      6,066     56,117     47,226     64,421     58,866:     6,910     12,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,306:    -4,472      3,039       -946      5,489       -202         71      1,891:     1,235       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        7.8        8.5       78.7       66.2       90.3       82.5:       9.7       17.5
Old  :     100.0:       3.1        7.8        8.5       78.7       66.2       90.3       82.5:       9.7       17.5
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  :        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  :                 43.1       40.8       61.1       60.4       38.0       27.5       49.0       40.5
Old  :                 43.1       40.8       61.1       60.4       38.0       27.5       49.0       40.5
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   116,048:     5,737      5,326     24,459     83,427     75,506    113,623    105,291:     2,425     10,757
Old  :   116,048:     5,737      5,326     24,459     83,427     75,506    113,623    105,291:     2,425     10,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     5,958:       142     -5,190      3,987      1,585      5,600      5,714      4,397:       244      1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        4.6       21.1       71.9       65.1       97.9       90.7:       2.1        9.3
Old  :     100.0:       4.9        4.6       21.1       71.9       65.1       97.9       90.7:       2.1        9.3
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  :        26:         4          1          3         14         15         19         18:
Old  :        26:         4          1          3         14         15         19         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  :                 67.5       52.5       81.6       71.7       40.0       28.7       49.1       41.7
Old  :                 67.5       52.5       81.6       71.7       40.0       28.7       49.1       41.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    61,966:     1,325          0      3,704     48,554     48,142     53,583     51,846:     8,383     10,120
Old  :    61,966:     1,325          0      3,704     48,554     48,142     53,583     51,846:     8,383     10,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,782:       -66          0        178      5,921      2,310      6,033      2,488:    -4,251       -706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        0.0        6.0       78.4       77.7       86.5       83.7:      13.5       16.3
Old  :     100.0:       2.1        0.0        6.0       78.4       77.7       86.5       83.7:      13.5       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  :        29:         2          0          1         23         24         25         25:
Old  :        29:         2          0          1         23         24         25         25:
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  :                 32.8       36.9       51.6       58.5       21.6       34.2       33.1       43.6
Old  :                 32.8       36.9       51.6       58.5       21.6       34.2       33.1       43.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   110,872:    11,898        428      4,198     89,367     99,470    105,463    104,096:     5,409      6,776
Old  :   110,872:    11,898        428      4,198     89,367     99,470    105,463    104,096:     5,409      6,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    -1,319:    -4,739       -240      1,086      2,024     -1,837     -1,629       -991:       310       -328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.4        3.8       80.6       89.7       95.1       93.9:       4.9        6.1
Old  :     100.0:      10.7        0.4        3.8       80.6       89.7       95.1       93.9:       4.9        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  :        47:         4          1          4         33         34         38         38:
Old  :        47:         4          1          4         33         34         38         38:
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  :                 30.9       34.8       49.1       50.6       24.9       32.7       41.9       47.9
Old  :                 30.9       34.8       49.1       50.6       24.9       32.7       41.9       47.9
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   129,309:     2,620     31,919     16,671     90,928     70,602    110,219    119,192:    19,090     10,117
Old  :   129,309:     2,620     31,919     16,671     90,928     70,602    110,219    119,192:    19,090     10,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     2,688:         0        703       -214      1,525      2,559      1,311      3,048:     1,377       -360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       24.7       12.9       70.3       54.6       85.2       92.2:      14.8        7.8
Old  :     100.0:       2.0       24.7       12.9       70.3       54.6       85.2       92.2:      14.8        7.8
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:         1          6          5         29         27         34         34:
Old  :        37:         1          6          5         29         27         34         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  :                 32.1       30.1       49.9       47.4       21.3       19.6       34.2       33.1
Old  :                 32.1       30.1       49.9       47.4       21.3       19.6       34.2       33.1
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   114,666:     5,521      2,832      9,547     88,689     87,170    103,757     99,549:    10,909     15,117
Old  :   114,666:     5,521      2,832      9,547     88,689     87,170    103,757     99,549:    10,909     15,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     3,171:       406     -1,712      1,712      1,097      2,468      3,215      2,468:       -44        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        2.5        8.3       77.3       76.0       90.5       86.8:       9.5       13.2
Old  :     100.0:       4.8        2.5        8.3       77.3       76.0       90.5       86.8:       9.5       13.2
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  :        26:         2          2          3         19         18         23         21:
Old  :        26:         2          2          3         19         18         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  :                 54.8       45.7       71.9       63.8       50.8       37.7       57.8       49.7
Old  :                 54.8       45.7       71.9       63.8       50.8       37.7       57.8       49.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   235,988:    14,135      4,822      5,403    200,619    211,829    220,157    222,054:    15,831     13,934
Old  :   235,988:    14,135      4,822      5,403    200,619    211,829    220,157    222,054:    15,831     13,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     2,368:     2,586     -9,653         49     -1,155     12,236      1,480      2,632:       888       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        2.0        2.3       85.0       89.8       93.3       94.1:       6.7        5.9
Old  :     100.0:       6.0        2.0        2.3       85.0       89.8       93.3       94.1:       6.7        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  :        52:         3          4          6         40         39         46         46:
Old  :        52:         3          4          6         40         39         46         46:
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  :                 29.5       53.1       50.1       62.4       26.3       49.5       43.7       56.8
Old  :                 29.5       53.1       50.1       62.4       26.3       49.5       43.7       56.8
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   240,575:    11,217      9,065     15,281    199,924    205,644    226,422    229,990:    14,153     10,585
Old  :   240,575:    11,217      9,065     15,281    199,924    205,644    226,422    229,990:    14,153     10,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     6,206:    -5,136      5,140     -2,456     12,821      3,367      5,229      6,051:       977        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        3.8        6.4       83.1       85.5       94.1       95.6:       5.9        4.4
Old  :     100.0:       4.7        3.8        6.4       83.1       85.5       94.1       95.6:       5.9        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  :        49:         4          3          4         39         34         46         38:
Old  :        49:         4          3          4         39         34         46         38:
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  :                 25.8       37.8       46.1       59.2       23.5       36.3       37.9       49.6
Old  :                 25.8       37.8       46.1       59.2       23.5       36.3       37.9       49.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   251,587:    11,683      9,226     14,299    214,549    214,671    240,531    238,196:    11,056     13,391
Old  :   251,587:    11,683      9,226     14,299    214,549    214,671    240,531    238,196:    11,056     13,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     2,318:         0     -5,688      1,082      1,216      6,252      2,298      1,646:        20        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        3.7        5.7       85.3       85.3       95.6       94.7:       4.4        5.3
Old  :     100.0:       4.6        3.7        5.7       85.3       85.3       95.6       94.7:       4.4        5.3
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  :        58:         4          3          5         47         44         54         49:
Old  :        58:         4          3          5         47         44         54         49:
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  :                 35.6       30.2       52.1       46.7       33.0       20.4       44.5       32.0
Old  :                 35.6       30.2       52.1       46.7       33.0       20.4       44.5       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035656
Commitments of Traders - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    53,378:         0        834      2,804     42,610     39,662     45,414     43,300:     7,964     10,078
Old  :    53,378:         0        834      2,804     42,610     39,662     45,414     43,300:     7,964     10,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       209:    -5,422         66        -29      5,660        172        209        209:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.6        5.3       79.8       74.3       85.1       81.1:      14.9       18.9
Old  :     100.0:       0.0        1.6        5.3       79.8       74.3       85.1       81.1:      14.9       18.9
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  :        24:         0          1          1         20         17         21         18:
Old  :        24:         0          1          1         20         17         21         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  :                 37.5       36.8       60.1       59.2       29.5       32.7       43.9       48.0
Old  :                 37.5       36.8       60.1       59.2       29.5       32.7       43.9       48.0
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   215,905:    18,694      7,159     16,950    171,261    180,054    206,905    204,163:     9,000     11,742
Old  :   215,905:    18,694      7,159     16,950    171,261    180,054    206,905    204,163:     9,000     11,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     4,032:      -717        749       -196      5,948      4,243      5,035      4,796:    -1,003       -764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        3.3        7.9       79.3       83.4       95.8       94.6:       4.2        5.4
Old  :     100.0:       8.7        3.3        7.9       79.3       83.4       95.8       94.6:       4.2        5.4
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  :        51:         4          3          6         42         42         49         48:
Old  :        51:         4          3          6         42         42         49         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  :                 29.5       27.9       50.0       43.3       20.8       21.1       31.1       31.2
Old  :                 29.5       27.9       50.0       43.3       20.8       21.1       31.1       31.2
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    64,040:     3,525      4,195        780     51,962     44,952     56,267     49,927:     7,773     14,113
Old  :    64,040:     3,525      4,195        780     51,962     44,952     56,267     49,927:     7,773     14,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       756:         0          0          0      1,999        957      1,999        957:    -1,243       -201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.6        1.2       81.1       70.2       87.9       78.0:      12.1       22.0
Old  :     100.0:       5.5        6.6        1.2       81.1       70.2       87.9       78.0:      12.1       22.0
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:         1          2          1         22         18         24         20:
Old  :        28:         1          2          1         22         18         24         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  :                 34.6       37.3       58.6       57.7       28.7       24.8       41.0       36.3
Old  :                 34.6       37.3       58.6       57.7       28.7       24.8       41.0       36.3
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,263,301: 1,127,716    120,737    836,387  1,259,527  2,285,121  3,223,630  3,242,245:    39,671     21,056
Old  : 3,263,301: 1,127,716    120,737    836,387  1,259,527  2,285,121  3,223,630  3,242,245:    39,671     21,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     4,690:     6,241    -17,982     -7,691        763     22,296       -687     -3,377:     5,377      8,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        3.7       25.6       38.6       70.0       98.8       99.4:       1.2        0.6
Old  :     100.0:      34.6        3.7       25.6       38.6       70.0       98.8       99.4:       1.2        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  :       158:        34         17         41        100         95        151        138:
Old  :       158:        34         17         41        100         95        151        138:
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  :                 38.2       33.8       51.3       51.2       27.4       22.0       31.6       29.9
Old  :                 38.2       33.8       51.3       51.2       27.4       22.0       31.6       29.9
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,164,658:   106,665    388,006    287,347    767,582    485,654  1,161,594  1,161,007:     3,064      3,651
Old  : 1,164,658:   106,665    388,006    287,347    767,582    485,654  1,161,594  1,161,007:     3,064      3,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    49,704:   -18,327     24,192     20,837     48,055      3,518     50,565     48,547:      -861      1,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       33.3       24.7       65.9       41.7       99.7       99.7:       0.3        0.3
Old  :     100.0:       9.2       33.3       24.7       65.9       41.7       99.7       99.7:       0.3        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  :        86:        22         20         29         43         42         78         78:
Old  :        86:        22         20         29         43         42         78         78:
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  :                 37.6       48.8       59.3       66.0       29.5       32.6       38.7       41.9
Old  :                 37.6       48.8       59.3       66.0       29.5       32.6       38.7       41.9
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,166:     1,778        411        246     27,511     28,781     29,535     29,438:       631        728
Old  :    30,166:     1,778        411        246     27,511     28,781     29,535     29,438:       631        728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       -40:         0        -12         18        -64        -52        -46        -46:         6          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        1.4        0.8       91.2       95.4       97.9       97.6:       2.1        2.4
Old  :     100.0:       5.9        1.4        0.8       91.2       95.4       97.9       97.6:       2.1        2.4
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  :        42:         3          4          3         27         30         32         35:
Old  :        42:         3          4          3         27         30         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  :                 45.4       43.2       68.4       66.9       36.8       41.1       51.7       55.4
Old  :                 45.4       43.2       68.4       66.9       36.8       41.1       51.7       55.4
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,497:     3,626          0        331     11,100     14,918     15,057     15,249:       440        248
Old  :    15,497:     3,626          0        331     11,100     14,918     15,057     15,249:       440        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :        30:         0          0          0         30         30         30         30:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        0.0        2.1       71.6       96.3       97.2       98.4:       2.8        1.6
Old  :     100.0:      23.4        0.0        2.1       71.6       96.3       97.2       98.4:       2.8        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  :        27:         3          0          2         18         19         21         21:
Old  :        27:         3          0          2         18         19         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  :                 64.1       74.6       87.0       89.1       42.3       46.6       56.0       56.4
Old  :                 64.1       74.6       87.0       89.1       42.3       46.6       56.0       56.4
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,022:       540      1,316        572     21,186     21,732     22,298     23,620:     2,724      1,402
Old  :    25,022:       540      1,316        572     21,186     21,732     22,298     23,620:     2,724      1,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       420:       -20          0          0        420        420        400        420:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        5.3        2.3       84.7       86.9       89.1       94.4:      10.9        5.6
Old  :     100.0:       2.2        5.3        2.3       84.7       86.9       89.1       94.4:      10.9        5.6
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          2          2         18         16         21         18:
Old  :        25:         1          2          2         18         16         21         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  :                 48.4       53.6       68.6       75.5       28.3       42.1       42.0       48.4
Old  :                 48.4       53.6       68.6       75.5       28.3       42.1       42.0       48.4
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    29,088:     2,520        240        640     25,602     26,882     28,762     27,762:       326      1,326
Old  :    29,088:     2,520        240        640     25,602     26,882     28,762     27,762:       326      1,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       888:      -240          0          0      1,156        902        916        902:       -28        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        0.8        2.2       88.0       92.4       98.9       95.4:       1.1        4.6
Old  :     100.0:       8.7        0.8        2.2       88.0       92.4       98.9       95.4:       1.1        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  :        29:         2          1          1         23         22         26         23:
Old  :        29:         2          1          1         23         22         26         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  :                 53.6       71.8       69.9       83.3       52.3       67.7       67.6       75.9
Old  :                 53.6       71.8       69.9       83.3       52.3       67.7       67.6       75.9
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,477,007:   267,721    191,611    397,468    730,973    774,688  1,396,162  1,363,767:    80,845    113,240
Old  : 1,477,007:   267,721    191,611    397,468    730,973    774,688  1,396,162  1,363,767:    80,845    113,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :    54,576:       988     -3,079     11,198     45,630     56,411     57,816     64,530:    -3,240     -9,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       13.0       26.9       49.5       52.4       94.5       92.3:       5.5        7.7
Old  :     100.0:      18.1       13.0       26.9       49.5       52.4       94.5       92.3:       5.5        7.7
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  :       341:        97        120        138         90        103        278        282:
Old  :       341:        97        120        138         90        103        278        282:
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  :                 26.7       23.4       37.9       33.6       12.1        9.2       18.3       13.7
Old  :                 26.7       23.4       37.9       33.6       12.1        9.2       18.3       13.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   124,949:    23,863     15,676      4,593     61,508     51,807     89,964     72,076:    34,985     52,873
Old  :   124,949:    23,863     15,676      4,593     61,508     51,807     89,964     72,076:    34,985     52,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     2,067:      -565       -693        333     -2,993     -7,064     -3,225     -7,424:     5,292      9,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       12.5        3.7       49.2       41.5       72.0       57.7:      28.0       42.3
Old  :     100.0:      19.1       12.5        3.7       49.2       41.5       72.0       57.7:      28.0       42.3
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  :        20:         3          2          4         14         14         18         19:
Old  :        20:         3          2          4         14         14         18         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  :                 45.5       25.0       63.1       41.1       38.5       24.8       50.6       38.8
Old  :                 45.5       25.0       63.1       41.1       38.5       24.8       50.6       38.8
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    18,619:       150        865          0     18,469     17,754     18,619     18,619:         0          0
Old  :    18,619:       150        865          0     18,469     17,754     18,619     18,619:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       275:         0          0          0        275        275        275        275:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        4.6        0.0       99.2       95.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8        4.6        0.0       99.2       95.4      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  :        35:         1          4          0         24         25         25         29:
Old  :        35:         1          4          0         24         25         25         29:
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  :                 53.1       49.3       72.4       72.2       34.0       33.3       43.7       41.7
Old  :                 53.1       49.3       72.4       72.2       34.0       33.3       43.7       41.7
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,548:    29,902     36,163     42,890    107,982    104,065    180,774    183,118:     9,774      7,430
Old  :   190,548:    29,902     36,163     42,890    107,982    104,065    180,774    183,118:     9,774      7,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     5,983:    -2,487      1,051      1,762      6,505      3,212      5,780      6,025:       203        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       19.0       22.5       56.7       54.6       94.9       96.1:       5.1        3.9
Old  :     100.0:      15.7       19.0       22.5       56.7       54.6       94.9       96.1:       5.1        3.9
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  :        54:        11         16         23         27         26         53         50:
Old  :        54:        11         16         23         27         26         53         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  :                 36.2       30.9       56.3       50.0       24.2       17.5       29.8       24.1
Old  :                 36.2       30.9       56.3       50.0       24.2       17.5       29.8       24.1
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,789:     1,310      2,518      3,000     19,602     18,304     23,912     23,822:     1,877      1,967
Old  :    25,789:     1,310      2,518      3,000     19,602     18,304     23,912     23,822:     1,877      1,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,281:       675       -580     -1,513      1,474      3,003        636        910:       645        371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        9.8       11.6       76.0       71.0       92.7       92.4:       7.3        7.6
Old  :     100.0:       5.1        9.8       11.6       76.0       71.0       92.7       92.4:       7.3        7.6
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:         1          2          2         15         16         18         19:
Old  :        21:         1          2          2         15         16         18         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  :                 38.5       36.0       62.0       60.6       18.9       16.0       23.1       23.2
Old  :                 38.5       36.0       62.0       60.6       18.9       16.0       23.1       23.2
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,770:       400        400          0      5,370      5,370      5,770      5,770:         0          0
Old  :     5,770:       400        400          0      5,370      5,370      5,770      5,770:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       150:         0          0          0        150        150        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        6.9        0.0       93.1       93.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.9        6.9        0.0       93.1       93.1      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  :        24:         2          1          0         13         15         15         16:
Old  :        24:         2          1          0         13         15         15         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  :                 55.0       59.1       83.6       82.5       52.9       55.5       72.8       69.3
Old  :                 55.0       59.1       83.6       82.5       52.9       55.5       72.8       69.3
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,268:    11,211      2,677        390      5,868     16,225     17,469     19,292:     2,799        976
Old  :    20,268:    11,211      2,677        390      5,868     16,225     17,469     19,292:     2,799        976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       678:        15          6        200          4        125        219        331:       459        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.3       13.2        1.9       29.0       80.1       86.2       95.2:      13.8        4.8
Old  :     100.0:      55.3       13.2        1.9       29.0       80.1       86.2       95.2:      13.8        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  :        98:        43         14          7         14         30         63         47:
Old  :        98:        43         14          7         14         30         63         47:
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  :                 35.2       37.3       51.9       58.4       35.2       36.5       51.9       57.6
Old  :                 35.2       37.3       51.9       58.4       35.2       36.5       51.9       57.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,783:    10,432      1,557        124      1,566     12,515     12,122     14,196:     3,661      1,587
Old  :    15,783:    10,432      1,557        124      1,566     12,515     12,122     14,196:     3,661      1,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :     1,822:       706       -105         -1         39      1,771        744      1,665:     1,078        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1        9.9        0.8        9.9       79.3       76.8       89.9:      23.2       10.1
Old  :     100.0:      66.1        9.9        0.8        9.9       79.3       76.8       89.9:      23.2       10.1
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  :        80:        43          8          2          8         21         52         30:
Old  :        80:        43          8          2          8         21         52         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  :                 23.5       45.3       35.1       63.3       23.5       45.3       35.1       63.3
Old  :                 23.5       45.3       35.1       63.3       23.5       45.3       35.1       63.3
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   262,563:    76,203      9,283     28,340    134,083    211,273    238,626    248,896:    23,937     13,667
Old  :   262,563:    76,203      9,283     28,340    134,083    211,273    238,626    248,896:    23,937     13,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       256:     7,997        819        846     -6,578     -1,748      2,265        -83:    -2,009        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        3.5       10.8       51.1       80.5       90.9       94.8:       9.1        5.2
Old  :     100.0:      29.0        3.5       10.8       51.1       80.5       90.9       94.8:       9.1        5.2
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  :       195:        72         21         37         73         91        165        134:
Old  :       195:        72         21         37         73         91        165        134:
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  :                 24.6       33.4       36.3       47.5       10.7       14.6       17.7       23.6
Old  :                 24.6       33.4       36.3       47.5       10.7       14.6       17.7       23.6
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     2,725:         0         50        200      2,325      2,460      2,525      2,710:       200         15
Old  :     2,725:         0         50        200      2,325      2,460      2,525      2,710:       200         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :        65:         0         50        -50        100        150         50        150:        15        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.8        7.3       85.3       90.3       92.7       99.4:       7.3        0.6
Old  :     100.0:       0.0        1.8        7.3       85.3       90.3       92.7       99.4:       7.3        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  :        25:         0          1          1         17         18         18         20:
Old  :        25:         0          1          1         17         18         18         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  :                 47.7       51.4       70.6       70.6       25.7       34.9       37.6       43.5
Old  :                 47.7       51.4       70.6       70.6       25.7       34.9       37.6       43.5
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,048:         0        591        396     10,846     10,441     11,242     11,428:       806        620
Old  :    12,048:         0        591        396     10,846     10,441     11,242     11,428:       806        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       -62:         0       -200        121       -458        -45       -337       -124:       275         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        3.3       90.0       86.7       93.3       94.9:       6.7        5.1
Old  :     100.0:       0.0        4.9        3.3       90.0       86.7       93.3       94.9:       6.7        5.1
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  :        31:         0          1          1         23         21         24         22:
Old  :        31:         0          1          1         23         21         24         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  :                 48.3       47.2       66.6       71.7       42.0       38.5       51.6       51.5
Old  :                 48.3       47.2       66.6       71.7       42.0       38.5       51.6       51.5
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     4,870:         0        575         75      4,795      4,170      4,870      4,820:         0         50
Old  :     4,870:         0        575         75      4,795      4,170      4,870      4,820:         0         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       100:         0          0          0        100         50        100         50:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.8        1.5       98.5       85.6      100.0       99.0:       0.0        1.0
Old  :     100.0:       0.0       11.8        1.5       98.5       85.6      100.0       99.0:       0.0        1.0
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  :        27:         0          1          1         19         14         20         15:
Old  :        27:         0          1          1         19         14         20         15:
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  :                 43.0       61.5       68.7       83.6       34.3       54.8       51.7       69.2
Old  :                 43.0       61.5       68.7       83.6       34.3       54.8       51.7       69.2
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :     1,670:       160          0          0      1,510      1,670      1,670      1,670:         0          0
Old  :     1,670:       160          0          0      1,510      1,670      1,670      1,670:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        0.0        0.0       90.4      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.6        0.0        0.0       90.4      100.0      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  :        20:         2          0          0          8         12         10         12:
Old  :        20:         2          0          0          8         12         10         12:
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  :                 61.7       61.7       90.4       84.7       45.9       40.1       68.9       61.2
Old  :                 61.7       61.7       90.4       84.7       45.9       40.1       68.9       61.2
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 - Futures Only, May 13, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,530:     2,793        658        679      8,426      8,071     11,898      9,408:     1,632      4,122
Old  :    13,530:     2,793        658        679      8,426      8,071     11,898      9,408:     1,632      4,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2008                          :
     :       366:      -153       -240         75        333        906        255        741:       111       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        4.9        5.0       62.3       59.7       87.9       69.5:      12.1       30.5
Old  :     100.0:      20.6        4.9        5.0       62.3       59.7       87.9       69.5:      12.1       30.5
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  :        33:         5          3          3         21         19         27         24:
Old  :        33:         5          3          3         21         19         27         24:
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  :                 39.2       29.0       61.2       41.7       30.3       26.5       47.7       35.8
Old  :                 39.2       29.0       61.2       41.7       30.3       26.5       47.7       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008