GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders - Futures Only, June 24, 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  :     7,261:         0         50          0      7,261      6,501      7,261      6,551:         0        710
Old  :     7,261:         0         50          0      7,261      6,501      7,261      6,551:         0        710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -190:         0          0          0       -140       -780       -140       -780:       -50        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.7        0.0      100.0       89.5      100.0       90.2:       0.0        9.8
Old  :     100.0:       0.0        0.7        0.0      100.0       89.5      100.0       90.2:       0.0        9.8
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:         0          1          0         29         25         29         26:
Old  :        37:         0          1          0         29         25         29         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  :                 40.2       40.8       63.7       65.2       35.5       33.3       48.5       49.8
Old  :                 40.2       40.8       63.7       65.2       35.5       33.3       48.5       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders - Futures Only, June 24, 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  :     7,710:         0        805          0      7,510      6,660      7,510      7,465:       200        245
Old  :     7,710:         0        805          0      7,510      6,660      7,510      7,465:       200        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       295:         0       -100          0        295        345        295        245:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.4        0.0       97.4       86.4       97.4       96.8:       2.6        3.2
Old  :     100.0:       0.0       10.4        0.0       97.4       86.4       97.4       96.8:       2.6        3.2
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  :        37:         0          2          0         25         25         25         27:
Old  :        37:         0          2          0         25         25         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       42.9       76.1       67.0       55.0       39.9       65.1       56.9
Old  :                 58.9       42.9       76.1       67.0       55.0       39.9       65.1       56.9
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, June 24, 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  :     3,646:        90        102         22      2,731      2,710      2,843      2,834:       803        812
Old  :     3,646:        90        102         22      2,731      2,710      2,843      2,834:       803        812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        12:         0          2          0        -65        -83        -65        -81:        77         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        2.8        0.6       74.9       74.3       78.0       77.7:      22.0       22.3
Old  :     100.0:       2.5        2.8        0.6       74.9       74.3       78.0       77.7:      22.0       22.3
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  :        31:         2          1          2         25         25         28         27:
Old  :        31:         2          1          2         25         25         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       31.4       46.7       48.4       19.6       22.1       30.4       33.3
Old  :                 27.4       31.4       46.7       48.4       19.6       22.1       30.4       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-02165G
Commitments of Traders - Futures Only, June 24, 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  :     3,946:         0          0          0      3,312      3,151      3,312      3,151:       634        795
Old  :     3,946:         0          0          0      3,312      3,151      3,312      3,151:       634        795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        21:       -15          0        -25         76        136         36        111:       -15        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       83.9       79.9       83.9       79.9:      16.1       20.1
Old  :     100.0:       0.0        0.0        0.0       83.9       79.9       83.9       79.9:      16.1       20.1
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  :        38:         0          0          0         32         35         32         35:
Old  :        38:         0          0          0         32         35         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  :                 32.6       26.1       46.5       44.2       26.6       19.5       35.9       31.0
Old  :                 32.6       26.1       46.5       44.2       26.6       19.5       35.9       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, June 24, 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  :   222,793:    28,918     15,464     30,934    129,229    152,078    189,081    198,476:    33,712     24,317
Old  :   222,793:    28,918     15,464     30,934    129,229    152,078    189,081    198,476:    33,712     24,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     6,701:       340         95     -1,761      6,997      7,924      5,576      6,258:     1,125        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        6.9       13.9       58.0       68.3       84.9       89.1:      15.1       10.9
Old  :     100.0:      13.0        6.9       13.9       58.0       68.3       84.9       89.1:      15.1       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        29         26         38         60         65        114        109:
Old  :       131:        29         26         38         60         65        114        109:
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  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Old  :                 19.5       28.5       31.2       40.3       11.2       19.0       17.5       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02265J
Commitments of Traders - Futures Only, June 24, 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  :     8,165:       800          0        500      6,665      6,310      7,965      6,810:       200      1,355
Old  :     8,165:       800          0        500      6,665      6,310      7,965      6,810:       200      1,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       650:         0        -50          0        750        750        750        700:      -100        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        0.0        6.1       81.6       77.3       97.6       83.4:       2.4       16.6
Old  :     100.0:       9.8        0.0        6.1       81.6       77.3       97.6       83.4:       2.4       16.6
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  :        41:         3          0          1         23         32         26         33:
Old  :        41:         3          0          1         23         32         26         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       28.1       77.6       47.3       51.9       27.1       62.3       39.3
Old  :                 62.3       28.1       77.6       47.3       51.9       27.1       62.3       39.3
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, June 24, 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  :     7,565:     1,791        441         75      5,474      7,024      7,340      7,540:       225         25
Old  :     7,565:     1,791        441         75      5,474      7,024      7,340      7,540:       225         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       891:       691        441          0        200        450        891        891:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        5.8        1.0       72.4       92.8       97.0       99.7:       3.0        0.3
Old  :     100.0:      23.7        5.8        1.0       72.4       92.8       97.0       99.7:       3.0        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  :        27:         2          1          1         12         19         14         21:
Old  :        27:         2          1          1         12         19         14         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  :                 65.3       43.6       88.4       69.6       61.3       41.6       82.5       67.3
Old  :                 65.3       43.6       88.4       69.6       61.3       41.6       82.5       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, June 24, 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  :   971,727:   213,616    295,917    324,087    357,583    319,248    895,286    939,252:    76,441     32,475
Old  :   971,727:   213,616    295,917    324,087    357,583    319,248    895,286    939,252:    76,441     32,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    23,916:    22,629     25,719      2,087      4,339     -1,788     29,055     26,018:    -5,139     -2,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       30.5       33.4       36.8       32.9       92.1       96.7:       7.9        3.3
Old  :     100.0:      22.0       30.5       33.4       36.8       32.9       92.1       96.7:       7.9        3.3
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  :       235:       103         43         84         76         65        219        159:
Old  :       235:       103         43         84         76         65        219        159:
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  :                 26.8       41.7       39.4       54.4       12.5       25.2       17.7       29.0
Old  :                 26.8       41.7       39.4       54.4       12.5       25.2       17.7       29.0
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, June 24, 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  :   102,024:       460      8,556      1,918     94,459     83,394     96,837     93,868:     5,187      8,156
Old  :   102,024:       460      8,556      1,918     94,459     83,394     96,837     93,868:     5,187      8,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        -1:       460       -782        -46       -477      1,036        -63        208:        62       -209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        8.4        1.9       92.6       81.7       94.9       92.0:       5.1        8.0
Old  :     100.0:       0.5        8.4        1.9       92.6       81.7       94.9       92.0:       5.1        8.0
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  :        31:         1          2          2         26         24         28         27:
Old  :        31:         1          2          2         26         24         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       53.8       66.2       71.3       47.0       51.6       62.2       66.6
Old  :                 49.6       53.8       66.2       71.3       47.0       51.6       62.2       66.6
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, June 24, 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  :    71,874:     3,439     10,146      2,703     57,704     50,219     63,846     63,068:     8,028      8,806
Old  :    71,874:     3,439     10,146      2,703     57,704     50,219     63,846     63,068:     8,028      8,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,909:         0        511        783        739        442      1,522      1,736:       387        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       14.1        3.8       80.3       69.9       88.8       87.7:      11.2       12.3
Old  :     100.0:       4.8       14.1        3.8       80.3       69.9       88.8       87.7:      11.2       12.3
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  :        37:         2          2          3         27         23         30         27:
Old  :        37:         2          2          3         27         23         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       32.6       52.9       53.5       34.2       25.4       52.5       43.1
Old  :                 34.3       32.6       52.9       53.5       34.2       25.4       52.5       43.1
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, June 24, 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  :   112,146:     3,512      3,110      2,466     98,461     97,166    104,439    102,742:     7,707      9,404
Old  :   112,146:     3,512      3,110      2,466     98,461     97,166    104,439    102,742:     7,707      9,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     3,516:         0        246        248      4,341      2,803      4,589      3,297:    -1,073        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        2.8        2.2       87.8       86.6       93.1       91.6:       6.9        8.4
Old  :     100.0:       3.1        2.8        2.2       87.8       86.6       93.1       91.6:       6.9        8.4
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  :        35:         1          1          1         30         27         32         28:
Old  :        35:         1          1          1         30         27         32         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  :                 46.4       42.9       61.0       61.3       40.8       35.3       52.8       49.5
Old  :                 46.4       42.9       61.0       61.3       40.8       35.3       52.8       49.5
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, June 24, 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  :   101,430:    10,075      2,832        577     76,777     87,277     87,429     90,686:    14,001     10,744
Old  :   101,430:    10,075      2,832        577     76,777     87,277     87,429     90,686:    14,001     10,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    10,654:       604          0       -306      9,450      9,244      9,748      8,938:       906      1,716
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        2.8        0.6       75.7       86.0       86.2       89.4:      13.8       10.6
Old  :     100.0:       9.9        2.8        0.6       75.7       86.0       86.2       89.4:      13.8       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          1          2         20         26         24         28:
Old  :        34:         3          1          2         20         26         24         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  :                 31.7       44.0       50.5       61.3       23.8       38.9       38.2       52.1
Old  :                 31.7       44.0       50.5       61.3       23.8       38.9       38.2       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, June 24, 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  :    56,514:     3,020      2,376      5,894     41,263     43,221     50,177     51,491:     6,337      5,023
Old  :    56,514:     3,020      2,376      5,894     41,263     43,221     50,177     51,491:     6,337      5,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       401:       302        713       -352        265        316        215        677:       186       -276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        4.2       10.4       73.0       76.5       88.8       91.1:      11.2        8.9
Old  :     100.0:       5.3        4.2       10.4       73.0       76.5       88.8       91.1:      11.2        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  :        23:         1          1          1         17         17         19         18:
Old  :        23:         1          1          1         17         17         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  :                 55.2       51.6       71.9       75.5       43.4       32.8       51.4       50.0
Old  :                 55.2       51.6       71.9       75.5       43.4       32.8       51.4       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, June 24, 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  :    76,480:     5,564      6,684      2,767     57,132     59,668     65,463     69,119:    11,017      7,361
Old  :    76,480:     5,564      6,684      2,767     57,132     59,668     65,463     69,119:    11,017      7,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       547:        62     -1,553      1,179     -1,617      3,929       -376      3,555:       923     -3,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        8.7        3.6       74.7       78.0       85.6       90.4:      14.4        9.6
Old  :     100.0:       7.3        8.7        3.6       74.7       78.0       85.6       90.4:      14.4        9.6
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  :        31:         1          1          1         23         26         25         27:
Old  :        31:         1          1          1         23         26         25         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       50.1       68.8       66.6       42.5       46.0       61.0       57.7
Old  :                 45.8       50.1       68.8       66.6       42.5       46.0       61.0       57.7
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, June 24, 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  :   103,896:     6,219      4,765      2,120     88,989     90,546     97,328     97,431:     6,568      6,465
Old  :   103,896:     6,219      4,765      2,120     88,989     90,546     97,328     97,431:     6,568      6,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       -12:    -1,329        253        117       -839       -963     -2,051       -593:     2,039        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        4.6        2.0       85.7       87.2       93.7       93.8:       6.3        6.2
Old  :     100.0:       6.0        4.6        2.0       85.7       87.2       93.7       93.8:       6.3        6.2
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  :        46:         1          3          3         27         37         30         41:
Old  :        46:         1          3          3         27         37         30         41:
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  :                 39.4       25.2       61.7       41.9       36.6       23.3       54.7       37.2
Old  :                 39.4       25.2       61.7       41.9       36.6       23.3       54.7       37.2
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, June 24, 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  :   122,579:       909      2,830      7,781    104,343     97,542    113,033    108,153:     9,546     14,426
Old  :   122,579:       909      2,830      7,781    104,343     97,542    113,033    108,153:     9,546     14,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     2,317:    -1,612      1,063      1,245      2,684        400      2,317      2,708:         0       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        2.3        6.3       85.1       79.6       92.2       88.2:       7.8       11.8
Old  :     100.0:       0.7        2.3        6.3       85.1       79.6       92.2       88.2:       7.8       11.8
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  :        35:         3          2          4         22         26         26         31:
Old  :        35:         3          2          4         22         26         26         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  :                 46.7       38.2       65.1       56.5       45.5       36.7       59.8       50.2
Old  :                 46.7       38.2       65.1       56.5       45.5       36.7       59.8       50.2
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, June 24, 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  :    63,821:     2,186      2,891      5,871     51,173     44,080     59,230     52,842:     4,591     10,979
Old  :    63,821:     2,186      2,891      5,871     51,173     44,080     59,230     52,842:     4,591     10,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,674:      -918     -3,508        447     -1,048      1,449     -1,519     -1,612:      -155        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        4.5        9.2       80.2       69.1       92.8       82.8:       7.2       17.2
Old  :     100.0:       3.4        4.5        9.2       80.2       69.1       92.8       82.8:       7.2       17.2
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:         3          1          4         20         19         24         23:
Old  :        30:         3          1          4         20         19         24         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  :                 45.0       40.6       63.4       59.5       37.9       28.4       48.0       41.0
Old  :                 45.0       40.6       63.4       59.5       37.9       28.4       48.0       41.0
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, June 24, 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  :   113,358:     6,137      5,792     21,866     84,269     81,377    112,272    109,035:     1,086      4,323
Old  :   113,358:     6,137      5,792     21,866     84,269     81,377    112,272    109,035:     1,086      4,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -842:       861        704       -370     -1,143       -962       -652       -628:      -190       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.1       19.3       74.3       71.8       99.0       96.2:       1.0        3.8
Old  :     100.0:       5.4        5.1       19.3       74.3       71.8       99.0       96.2:       1.0        3.8
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  :        30:         4          1          3         17         20         22         23:
Old  :        30:         4          1          3         17         20         22         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  :                 63.4       53.0       78.8       69.8       38.3       30.2       48.7       42.4
Old  :                 63.4       53.0       78.8       69.8       38.3       30.2       48.7       42.4
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, June 24, 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  :    65,217:       984      1,367      2,935     54,591     51,438     58,510     55,740:     6,707      9,477
Old  :    65,217:       984      1,367      2,935     54,591     51,438     58,510     55,740:     6,707      9,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,426:         0        856       -612      2,957      1,917      2,345      2,161:      -919       -735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        2.1        4.5       83.7       78.9       89.7       85.5:      10.3       14.5
Old  :     100.0:       1.5        2.1        4.5       83.7       78.9       89.7       85.5:      10.3       14.5
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  :        31:         1          1          1         26         26         28         27:
Old  :        31:         1          1          1         26         26         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       32.9       47.5       52.6       23.3       30.2       36.0       40.0
Old  :                 29.6       32.9       47.5       52.6       23.3       30.2       36.0       40.0
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, June 24, 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  :   105,675:     6,187          0      6,855     83,583     92,118     96,625     98,973:     9,050      6,702
Old  :   105,675:     6,187          0      6,855     83,583     92,118     96,625     98,973:     9,050      6,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,610:    -1,377          0        175     -1,321     -1,807     -2,523     -1,632:       913         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        0.0        6.5       79.1       87.2       91.4       93.7:       8.6        6.3
Old  :     100.0:       5.9        0.0        6.5       79.1       87.2       91.4       93.7:       8.6        6.3
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  :        48:         5          0          4         31         34         36         38:
Old  :        48:         5          0          4         31         34         36         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  :                 30.4       33.6       49.3       50.4       25.0       29.4       41.6       42.8
Old  :                 30.4       33.6       49.3       50.4       25.0       29.4       41.6       42.8
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, June 24, 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  :   130,166:     2,895     25,684     20,998     90,496     73,475    114,389    120,157:    15,777     10,009
Old  :   130,166:     2,895     25,684     20,998     90,496     73,475    114,389    120,157:    15,777     10,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,949:      -620        711        252      2,042        326      1,674      1,289:       275        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       19.7       16.1       69.5       56.4       87.9       92.3:      12.1        7.7
Old  :     100.0:       2.2       19.7       16.1       69.5       56.4       87.9       92.3:      12.1        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  :        39:         2          5          5         32         27         37         34:
Old  :        39:         2          5          5         32         27         37         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  :                 34.2       29.9       52.1       47.9       21.1       18.5       30.7       29.5
Old  :                 34.2       29.9       52.1       47.9       21.1       18.5       30.7       29.5
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, June 24, 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  :   117,275:     8,007         16     13,366     86,024     89,517    107,397    102,899:     9,878     14,376
Old  :   117,275:     8,007         16     13,366     86,024     89,517    107,397    102,899:     9,878     14,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -194:     1,335          0        580     -2,203        -67       -288        513:        94       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        0.0       11.4       73.4       76.3       91.6       87.7:       8.4       12.3
Old  :     100.0:       6.8        0.0       11.4       73.4       76.3       91.6       87.7:       8.4       12.3
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  :        28:         4          1          4         19         19         24         23:
Old  :        28:         4          1          4         19         19         24         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  :                 58.0       47.9       73.9       63.1       51.2       40.6       58.5       49.9
Old  :                 58.0       47.9       73.9       63.1       51.2       40.6       58.5       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders - Futures Only, June 24, 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  :    55,423:     4,920        620          0     49,275     52,826     54,195     53,446:     1,228      1,977
Old  :    55,423:     4,920        620          0     49,275     52,826     54,195     53,446:     1,228      1,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     7,556:         0        620          0      8,786      6,936      8,786      7,556:    -1,230          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.1        0.0       88.9       95.3       97.8       96.4:       2.2        3.6
Old  :     100.0:       8.9        1.1        0.0       88.9       95.3       97.8       96.4:       2.2        3.6
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:         1          1          0         16         14         17         15:
Old  :        24:         1          1          0         16         14         17         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  :                 54.0       45.0       78.7       75.0       47.9       34.5       67.8       58.2
Old  :                 54.0       45.0       78.7       75.0       47.9       34.5       67.8       58.2
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, June 24, 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  :   237,448:    13,770      3,657      5,666    200,595    214,602    220,031    223,925:    17,417     13,523
Old  :   237,448:    13,770      3,657      5,666    200,595    214,602    220,031    223,925:    17,417     13,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,190:      -729       -888        426       -217       -728       -520     -1,190:      -670          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        1.5        2.4       84.5       90.4       92.7       94.3:       7.3        5.7
Old  :     100.0:       5.8        1.5        2.4       84.5       90.4       92.7       94.3:       7.3        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          5          6         43         40         50         47:
Old  :        56:         3          5          6         43         40         50         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  :                 29.1       52.7       50.2       61.1       26.7       50.1       44.0       57.3
Old  :                 29.1       52.7       50.2       61.1       26.7       50.1       44.0       57.3
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, June 24, 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  :   241,730:     9,479     14,099     17,991    200,793    201,587    228,263    233,677:    13,467      8,053
Old  :   241,730:     9,479     14,099     17,991    200,793    201,587    228,263    233,677:    13,467      8,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     2,632:      -364        302         -6      3,851      5,910      3,481      6,206:      -849     -3,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        5.8        7.4       83.1       83.4       94.4       96.7:       5.6        3.3
Old  :     100.0:       3.9        5.8        7.4       83.1       83.4       94.4       96.7:       5.6        3.3
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  :        47:         3          2          3         41         34         46         37:
Old  :        47:         3          2          3         41         34         46         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  :                 26.5       37.9       45.5       60.0       22.0       33.7       35.4       49.0
Old  :                 26.5       37.9       45.5       60.0       22.0       33.7       35.4       49.0
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, June 24, 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  :   245,842:    13,595      1,349     16,347    205,177    220,714    235,119    238,410:    10,723      7,432
Old  :   245,842:    13,595      1,349     16,347    205,177    220,714    235,119    238,410:    10,723      7,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,558:       216     -1,423      1,241        776      2,131      2,233      1,949:      -675       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        0.5        6.6       83.5       89.8       95.6       97.0:       4.4        3.0
Old  :     100.0:       5.5        0.5        6.6       83.5       89.8       95.6       97.0:       4.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         6          2          6         55         54         63         60:
Old  :        66:         6          2          6         55         54         63         60:
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       27.5       47.2       45.2       26.0       20.0       38.0       31.0
Old  :                 29.5       27.5       47.2       45.2       26.0       20.0       38.0       31.0
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, June 24, 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  :    51,240:     1,390          0      2,305     40,398     40,098     44,093     42,403:     7,147      8,837
Old  :    51,240:     1,390          0      2,305     40,398     40,098     44,093     42,403:     7,147      8,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -186:       484       -310       -186       -546        124       -248       -372:        62        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        0.0        4.5       78.8       78.3       86.1       82.8:      13.9       17.2
Old  :     100.0:       2.7        0.0        4.5       78.8       78.3       86.1       82.8:      13.9       17.2
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  :        24:         1          0          1         19         17         20         18:
Old  :        24:         1          0          1         19         17         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       40.9       62.0       60.8       32.5       35.6       47.0       51.5
Old  :                 39.7       40.9       62.0       60.8       32.5       35.6       47.0       51.5
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, June 24, 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  :   214,350:    19,931      7,351     17,353    170,374    179,025    207,658    203,729:     6,692     10,621
Old  :   214,350:    19,931      7,351     17,353    170,374    179,025    207,658    203,729:     6,692     10,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -671:    -1,972       -764      1,085      2,230       -992      1,343       -671:    -2,014          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        3.4        8.1       79.5       83.5       96.9       95.0:       3.1        5.0
Old  :     100.0:       9.3        3.4        8.1       79.5       83.5       96.9       95.0:       3.1        5.0
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  :        49:         3          2          5         41         42         46         47:
Old  :        49:         3          2          5         41         42         46         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  :                 30.9       29.4       52.7       46.0       24.5       24.6       36.7       36.0
Old  :                 30.9       29.4       52.7       46.0       24.5       24.6       36.7       36.0
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, June 24, 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  :    62,927:     2,985      4,670        570     50,012     44,513     53,567     49,753:     9,360     13,174
Old  :    62,927:     2,985      4,670        570     50,012     44,513     53,567     49,753:     9,360     13,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       706:         0       -992          0        706        866        706       -126:         0        832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        7.4        0.9       79.5       70.7       85.1       79.1:      14.9       20.9
Old  :     100.0:       4.7        7.4        0.9       79.5       70.7       85.1       79.1:      14.9       20.9
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  :        27:         1          2          1         22         18         24         20:
Old  :        27:         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  :                 34.8       34.7       58.1       56.0       30.2       24.1       41.2       36.5
Old  :                 34.8       34.7       58.1       56.0       30.2       24.1       41.2       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, June 24, 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  : 3,636,187: 1,426,010    297,541    813,254  1,366,267  2,511,126  3,605,531  3,621,921:    30,656     14,266
Old  : 3,636,187: 1,426,010    297,541    813,254  1,366,267  2,511,126  3,605,531  3,621,921:    30,656     14,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    93,901:    72,351     46,470     10,862     17,772     35,529    100,985     92,861:    -7,084      1,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        8.2       22.4       37.6       69.1       99.2       99.6:       0.8        0.4
Old  :     100.0:      39.2        8.2       22.4       37.6       69.1       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        36         11         42        109        100        158        143:
Old  :       164:        36         11         42        109        100        158        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       36.1       53.5       52.5       31.4       24.8       35.9       33.5
Old  :                 41.0       36.1       53.5       52.5       31.4       24.8       35.9       33.5
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, June 24, 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  : 1,187,340:   129,255    353,076    305,854    749,446    526,429  1,184,555  1,185,359:     2,785      1,981
Old  : 1,187,340:   129,255    353,076    305,854    749,446    526,429  1,184,555  1,185,359:     2,785      1,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    60,503:    -9,956     24,110     25,196     46,104     12,133     61,344     61,439:      -841       -936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       29.7       25.8       63.1       44.3       99.8       99.8:       0.2        0.2
Old  :     100.0:      10.9       29.7       25.8       63.1       44.3       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        23         23         31         46         45         85         83:
Old  :        93:        23         23         31         46         45         85         83:
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  :                 36.8       42.8       56.0       60.1       26.1       28.1       36.1       38.4
Old  :                 36.8       42.8       56.0       60.1       26.1       28.1       36.1       38.4
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, June 24, 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  :    29,680:       694        674        907     26,961     26,838     28,562     28,419:     1,118      1,261
Old  :    29,680:       694        674        907     26,961     26,838     28,562     28,419:     1,118      1,261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        16:         0         60        -46         57          1         11         15:         5          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        2.3        3.1       90.8       90.4       96.2       95.8:       3.8        4.2
Old  :     100.0:       2.3        2.3        3.1       90.8       90.4       96.2       95.8:       3.8        4.2
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  :        38:         3          3          4         30         29         35         34:
Old  :        38:         3          3          4         30         29         35         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       40.9       65.4       61.3       35.3       35.6       45.7       46.1
Old  :                 44.0       40.9       65.4       61.3       35.3       35.6       45.7       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,839:     1,322          0          0     10,197     11,583     11,519     11,583:       320        256
Old  :    11,839:     1,322          0          0     10,197     11,583     11,519     11,583:       320        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        86:         0       -258          0         86        344         86         86:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        0.0        0.0       86.1       97.8       97.3       97.8:       2.7        2.2
Old  :     100.0:      11.2        0.0        0.0       86.1       97.8       97.3       97.8:       2.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         10         14         11         14:
Old  :        20:         1          0          0         10         14         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       75.9       89.4       92.4       51.1       57.5       66.0       65.8
Old  :                 56.1       75.9       89.4       92.4       51.1       57.5       66.0       65.8
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, June 24, 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  :    15,439:     3,328          0        337     11,067     14,538     14,732     14,875:       707        564
Old  :    15,439:     3,328          0        337     11,067     14,538     14,732     14,875:       707        564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :        28:         0          0          0        -12        -12        -12        -12:        40         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        0.0        2.2       71.7       94.2       95.4       96.3:       4.6        3.7
Old  :     100.0:      21.6        0.0        2.2       71.7       94.2       95.4       96.3:       4.6        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  :        25:         2          0          2         20         19         22         21:
Old  :        25:         2          0          2         20         19         22         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  :                 61.7       72.5       83.7       87.4       42.5       47.2       57.2       58.0
Old  :                 61.7       72.5       83.7       87.4       42.5       47.2       57.2       58.0
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, June 24, 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  :    24,544:       380        532        508     21,560     22,048     22,448     23,088:     2,096      1,456
Old  :    24,544:       380        532        508     21,560     22,048     22,448     23,088:     2,096      1,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -106:         0       -632        -94        388        688        294        -38:      -400        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        2.2        2.1       87.8       89.8       91.5       94.1:       8.5        5.9
Old  :     100.0:       1.5        2.2        2.1       87.8       89.8       91.5       94.1:       8.5        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  :        24:         1          2          2         18         17         21         19:
Old  :        24:         1          2          2         18         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       53.9       70.9       77.5       29.9       39.2       41.9       45.7
Old  :                 48.0       53.9       70.9       77.5       29.9       39.2       41.9       45.7
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, June 24, 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  :    30,900:         0        310        570     30,292     28,874     30,862     29,754:        38      1,146
Old  :    30,900:         0        310        570     30,292     28,874     30,862     29,754:        38      1,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,170:         0       -240        -20     -1,150       -910     -1,170     -1,170:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.0        1.8       98.0       93.4       99.9       96.3:       0.1        3.7
Old  :     100.0:       0.0        1.0        1.8       98.0       93.4       99.9       96.3:       0.1        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  :        27:         0          2          2         23         20         25         22:
Old  :        27:         0          2          2         23         20         25         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  :                 57.3       68.8       76.8       81.8       56.0       62.6       70.9       71.8
Old  :                 57.3       68.8       76.8       81.8       56.0       62.6       70.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-064A02
Commitments of Traders - Futures Only, June 24, 2008                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (2.5 MWH X OFF PEAK HOURS PER MONTH)                          :
     :          :                                                                            :
All  :     9,588:       170          0          0      9,318      8,498      9,488      8,498:       100      1,090
Old  :     9,588:       170          0          0      9,318      8,498      9,488      8,498:       100      1,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       326:      -350          0        -12        692        302        330        290:        -4         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.0       97.2       88.6       99.0       88.6:       1.0       11.4
Old  :     100.0:       1.8        0.0        0.0       97.2       88.6       99.0       88.6:       1.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          0          0         15         16         17         16:
Old  :        23:         2          0          0         15         16         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       53.2       74.3       77.2       42.7       39.0       62.7       55.7
Old  :                 44.5       53.2       74.3       77.2       42.7       39.0       62.7       55.7
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, June 24, 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  : 1,306,075:   211,137    190,540    362,591    661,176    652,921  1,234,904  1,206,052:    71,171    100,023
Old  : 1,306,075:   211,137    190,540    362,591    661,176    652,921  1,234,904  1,206,052:    71,171    100,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :   -29,132:     7,331     -7,541      4,582    -25,491    -24,857    -13,578    -27,816:   -15,554     -1,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       14.6       27.8       50.6       50.0       94.6       92.3:       5.4        7.7
Old  :     100.0:      16.2       14.6       27.8       50.6       50.0       94.6       92.3:       5.4        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  :       320:        84        126        129         78         97        256        266:
Old  :       320:        84        126        129         78         97        256        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       22.8       40.3       32.6       14.0        7.8       20.3       11.7
Old  :                 28.8       22.8       40.3       32.6       14.0        7.8       20.3       11.7
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, June 24, 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  :   130,567:    22,309     15,369      5,143     61,376     59,068     88,828     79,580:    41,739     50,987
Old  :   130,567:    22,309     15,369      5,143     61,376     59,068     88,828     79,580:    41,739     50,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     1,899:    -1,628       -225       -487      1,188      7,243       -927      6,531:     2,826     -4,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.8        3.9       47.0       45.2       68.0       60.9:      32.0       39.1
Old  :     100.0:      17.1       11.8        3.9       47.0       45.2       68.0       60.9:      32.0       39.1
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  :        20:         2          2          4         16         15         20         19:
Old  :        20:         2          2          4         16         15         20         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       22.6       60.2       39.6       34.9       22.1       45.4       36.9
Old  :                 45.5       22.6       60.2       39.6       34.9       22.1       45.4       36.9
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, June 24, 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  :    19,292:       900        650         25     18,367     18,617     19,292     19,292:         0          0
Old  :    19,292:       900        650         25     18,367     18,617     19,292     19,292:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       260:         0          0         25        235        235        260        260:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        3.4        0.1       95.2       96.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.7        3.4        0.1       95.2       96.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          2          1         29         27         31         30:
Old  :        39:         1          2          1         29         27         31         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  :                 48.5       48.0       66.4       70.4       32.7       35.0       45.1       44.6
Old  :                 48.5       48.0       66.4       70.4       32.7       35.0       45.1       44.6
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, June 24, 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  :   186,137:    15,896     26,999     42,148    117,085    107,867    175,129    177,014:    11,008      9,123
Old  :   186,137:    15,896     26,999     42,148    117,085    107,867    175,129    177,014:    11,008      9,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -7,512:     2,348     -1,921     -1,018     -7,484     -4,227     -6,154     -7,166:    -1,358       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       14.5       22.6       62.9       58.0       94.1       95.1:       5.9        4.9
Old  :     100.0:       8.5       14.5       22.6       62.9       58.0       94.1       95.1:       5.9        4.9
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  :        49:        13         11         24         23         23         48         47:
Old  :        49:        13         11         24         23         23         48         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  :                 36.3       32.5       52.1       49.6       19.6       17.9       25.7       25.1
Old  :                 36.3       32.5       52.1       49.6       19.6       17.9       25.7       25.1
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, June 24, 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  :    25,777:     1,710      1,986      3,000     18,256     18,506     22,966     23,492:     2,811      2,285
Old  :    25,777:     1,710      1,986      3,000     18,256     18,506     22,966     23,492:     2,811      2,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :      -200:         0          0          0         35        235         35        235:      -235       -435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.7       11.6       70.8       71.8       89.1       91.1:      10.9        8.9
Old  :     100.0:       6.6        7.7       11.6       70.8       71.8       89.1       91.1:      10.9        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  :        20:         1          2          2         14         16         17         19:
Old  :        20:         1          2          2         14         16         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       35.6       66.5       59.2       20.1       16.5       22.1       23.1
Old  :                 40.7       35.6       66.5       59.2       20.1       16.5       22.1       23.1
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, June 24, 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  :     6,245:        50        650          0      6,195      5,595      6,245      6,245:         0          0
Old  :     6,245:        50        650          0      6,195      5,595      6,245      6,245:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       300:         0          0          0        300        300        300        300:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       10.4        0.0       99.2       89.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.8       10.4        0.0       99.2       89.6      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  :        28:         1          2          0         17         17         18         19:
Old  :        28:         1          2          0         17         17         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  :                 49.5       52.0       75.7       74.8       42.1       46.3       64.1       65.6
Old  :                 49.5       52.0       75.7       74.8       42.1       46.3       64.1       65.6
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, June 24, 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  :    17,078:    10,716      3,315        115      3,954     13,414     14,785     16,844:     2,293        234
Old  :    17,078:    10,716      3,315        115      3,954     13,414     14,785     16,844:     2,293        234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       155:        40        420        -40        -17       -179        -17        201:       172        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       19.4        0.7       23.2       78.5       86.6       98.6:      13.4        1.4
Old  :     100.0:      62.7       19.4        0.7       23.2       78.5       86.6       98.6:      13.4        1.4
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  :       106:        51         14          5         14         28         67         45:
Old  :       106:        51         14          5         14         28         67         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       41.1       48.4       59.8       32.0       41.1       48.4       59.8
Old  :                 32.0       41.1       48.4       59.8       32.0       41.1       48.4       59.8
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, June 24, 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  :    15,051:    10,179      1,900        290      1,640     12,160     12,109     14,350:     2,942        701
Old  :    15,051:    10,179      1,900        290      1,640     12,160     12,109     14,350:     2,942        701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :    -1,095:      -588       -550        -12       -175        -11       -775       -573:      -320       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6       12.6        1.9       10.9       80.8       80.5       95.3:      19.5        4.7
Old  :     100.0:      67.6       12.6        1.9       10.9       80.8       80.5       95.3:      19.5        4.7
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  :        84:        45         10          6         10         22         60         34:
Old  :        84:        45         10          6         10         22         60         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  :                 19.6       46.0       32.0       65.3       19.6       46.0       32.0       65.3
Old  :                 19.6       46.0       32.0       65.3       19.6       46.0       32.0       65.3
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, June 24, 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  :   266,171:    66,498     13,238     29,730    147,105    211,574    243,333    254,542:    22,838     11,629
Old  :   266,171:    66,498     13,238     29,730    147,105    211,574    243,333    254,542:    22,838     11,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :     8,285:     1,107        556      2,096      6,796      5,649      9,999      8,301:    -1,714        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        5.0       11.2       55.3       79.5       91.4       95.6:       8.6        4.4
Old  :     100.0:      25.0        5.0       11.2       55.3       79.5       91.4       95.6:       8.6        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  :       181:        63         19         41         81         88        162        133:
Old  :       181:        63         19         41         81         88        162        133:
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       29.6       36.2       44.8       10.4       11.4       17.1       19.3
Old  :                 24.6       29.6       36.2       44.8       10.4       11.4       17.1       19.3
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, June 24, 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  :     3,760:         0         50        200      3,203      3,360      3,403      3,610:       357        150
Old  :     3,760:         0         50        200      3,203      3,360      3,403      3,610:       357        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       250:         0          0          0        278        250        278        250:       -28          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        5.3       85.2       89.4       90.5       96.0:       9.5        4.0
Old  :     100.0:       0.0        1.3        5.3       85.2       89.4       90.5       96.0:       9.5        4.0
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  :        29:         0          1          2         20         21         22         23:
Old  :        29:         0          1          2         20         21         22         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  :                 43.3       50.5       65.2       67.8       32.0       42.6       43.3       51.9
Old  :                 43.3       50.5       65.2       67.8       32.0       42.6       43.3       51.9
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, June 24, 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  :    16,392:     1,220      1,085        443     14,612     14,783     16,275     16,311:       117         81
Old  :    16,392:     1,220      1,085        443     14,612     14,783     16,275     16,311:       117         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       -11:         0        150        -86         75        -75        -11        -11:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        6.6        2.7       89.1       90.2       99.3       99.5:       0.7        0.5
Old  :     100.0:       7.4        6.6        2.7       89.1       90.2       99.3       99.5:       0.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          1          2         30         24         32         26:
Old  :        38:         1          1          2         30         24         32         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  :                 51.6       46.7       71.0       72.3       48.0       40.4       60.0       57.7
Old  :                 51.6       46.7       71.0       72.3       48.0       40.4       60.0       57.7
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, June 24, 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  :     5,030:         0        250         75      4,905      4,505      4,980      4,830:        50        200
Old  :     5,030:         0        250         75      4,905      4,505      4,980      4,830:        50        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       700:         0          0          0        700        700        700        700:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.0        1.5       97.5       89.6       99.0       96.0:       1.0        4.0
Old  :     100.0:       0.0        5.0        1.5       97.5       89.6       99.0       96.0:       1.0        4.0
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  :        31:         0          1          1         21         18         22         19:
Old  :        31:         0          1          1         21         18         22         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  :                 48.1       47.9       70.5       71.3       40.9       42.9       52.8       59.8
Old  :                 48.1       47.9       70.5       71.3       40.9       42.9       52.8       59.8
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, June 24, 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  :     2,578:       224          0          0      2,066      2,386      2,290      2,386:       288        192
Old  :     2,578:       224          0          0      2,066      2,386      2,290      2,386:       288        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       117:        96          0        -96        -75         21        -75        -75:       192        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        0.0        0.0       80.1       92.6       88.8       92.6:      11.2        7.4
Old  :     100.0:       8.7        0.0        0.0       80.1       92.6       88.8       92.6:      11.2        7.4
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  :        25:         3          0          0         12         14         15         14:
Old  :        25:         3          0          0         12         14         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       53.6       68.2       77.7       39.7       43.8       56.7       59.2
Old  :                 43.8       53.6       68.2       77.7       39.7       43.8       56.7       59.2
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, June 24, 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  :    13,973:     1,564      1,975        577      9,047      8,748     11,188     11,300:     2,785      2,673
Old  :    13,973:     1,564      1,975        577      9,047      8,748     11,188     11,300:     2,785      2,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2008                        :
     :       248:         0        725       -390        389        -66         -1        269:       249        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       14.1        4.1       64.7       62.6       80.1       80.9:      19.9       19.1
Old  :     100.0:      11.2       14.1        4.1       64.7       62.6       80.1       80.9:      19.9       19.1
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  :        36:         6          3          4         22         21         29         27:
Old  :        36:         6          3          4         22         21         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       41.4       56.0       54.7       33.6       39.6       47.9       52.5
Old  :                 37.8       41.4       56.0       54.7       33.6       39.6       47.9       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008