GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,598 COMMITMENTS 0 0 0 4,605 5,410 4,605 5,410 993 188 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -39) -25 0 0 286 311 261 311 -300 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.3 96.6 82.3 96.6 17.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 21 23 21 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,813 COMMITMENTS 50 920 75 7,518 6,613 7,643 7,608 170 205 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 65) 0 0 0 30 65 30 65 35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 11.8 1.0 96.2 84.6 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 1 26 26 28 29 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,165 COMMITMENTS 0 0 0 2,456 2,270 2,456 2,270 709 895 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 272) 0 0 0 187 129 187 129 85 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 77.6 71.7 77.6 71.7 22.4 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 22 21 22 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,837 COMMITMENTS 65 0 45 3,361 3,412 3,471 3,457 366 380 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 273) 0 0 0 340 440 340 440 -67 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.2 87.6 88.9 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 31 34 33 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,116 COMMITMENTS 44,024 15,079 25,305 126,878 159,106 196,207 199,490 31,909 28,626 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 3,208) 960 -1,477 1,916 984 -818 3,860 -379 -652 3,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 6.6 11.1 55.6 69.7 86.0 87.5 14.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 46 21 33 65 75 130 113 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,620 COMMITMENTS 1,400 50 500 6,320 7,970 8,220 8,520 400 100 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 1,275) 300 0 0 795 1,175 1,095 1,175 180 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.6 5.8 73.3 92.5 95.4 98.8 4.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 3 20 28 24 31 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,275 COMMITMENTS 1,475 50 100 5,025 6,600 6,600 6,750 675 525 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.7 1.4 69.1 90.7 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 7 17 9 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 880,624 COMMITMENTS 143,674 209,743 293,468 372,246 349,599 809,388 852,810 71,236 27,814 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 22,642) 681 1,611 10,839 9,965 9,780 21,485 22,230 1,157 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 23.8 33.3 42.3 39.7 91.9 96.8 8.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 86 48 80 75 69 207 161 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,383 COMMITMENTS 0 11,961 1,912 87,220 73,103 89,132 86,976 10,251 12,407 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,722) 0 -230 83 1,454 2,840 1,537 2,693 1,185 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.0 1.9 87.8 73.6 89.7 87.5 10.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 2 21 18 23 22 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,662 COMMITMENTS 3,525 12,451 2,300 68,762 59,236 74,587 73,987 9,075 9,675 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 213) -62 459 163 -1,457 -341 -1,356 281 1,569 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 14.9 2.7 82.2 70.8 89.2 88.4 10.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 26 25 29 29 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,315 COMMITMENTS 5,602 0 2,510 99,124 105,408 107,236 107,918 10,079 9,397 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 440) -756 0 -546 2,142 1,027 840 481 -400 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 2.1 84.5 89.9 91.4 92.0 8.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 24 24 26 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 104,933 COMMITMENTS 13,151 3,789 4,875 78,087 84,673 96,113 93,337 8,820 11,596 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 3,684) 1,743 1,276 90 3,013 3,540 4,846 4,906 -1,162 -1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 3.6 4.6 74.4 80.7 91.6 88.9 8.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 22 30 27 32 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,737 COMMITMENTS 8,842 0 4,918 38,291 48,078 52,051 52,996 6,686 5,741 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 810) -169 0 586 791 495 1,208 1,081 -398 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.0 8.4 65.2 81.9 88.6 90.2 11.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 15 18 17 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,372 COMMITMENTS 4,805 0 5,241 60,618 62,181 70,664 67,422 6,708 9,950 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 229) 760 -457 -311 -589 1,387 -140 619 369 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 6.8 78.3 80.4 91.3 87.1 8.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 20 24 22 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,093 COMMITMENTS 2,135 1,613 2,937 85,679 79,919 90,751 84,469 4,342 10,624 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,351) -341 571 72 2,372 1,801 2,103 2,444 248 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.7 3.1 90.1 84.0 95.4 88.8 4.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 3 25 34 28 37 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,872 COMMITMENTS 5,167 0 4,564 86,660 94,334 96,391 98,898 14,481 11,974 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 490) 771 -422 225 -200 145 796 -52 -306 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 4.1 78.2 85.1 86.9 89.2 13.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 19 21 22 23 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 72,134 COMMITMENTS 7,006 2,850 6,366 53,264 49,268 66,636 58,484 5,498 13,650 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 474) 1,222 2,140 -2,828 2,080 1,162 474 474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.0 8.8 73.8 68.3 92.4 81.1 7.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 3 17 15 21 18 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,650 COMMITMENTS 4,483 4,827 18,982 80,814 73,548 104,279 97,357 2,371 9,293 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 3,939) -1,495 -4,829 2,482 4,902 5,582 5,889 3,235 -1,950 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.5 17.8 75.8 69.0 97.8 91.3 2.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 14 15 18 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,885 COMMITMENTS 3,072 0 3,062 50,782 50,462 56,916 53,524 8,969 12,361 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,963) 1,404 0 -1,088 3,591 5,174 3,907 4,086 -944 -1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 4.6 77.1 76.6 86.4 81.2 13.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 22 21 24 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 124,616 COMMITMENTS 29,894 795 2,591 85,453 114,118 117,938 117,504 6,678 7,112 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 3,359) 618 -30 240 1,813 3,483 2,671 3,693 688 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.6 2.1 68.6 91.6 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 4 30 33 35 37 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,572 COMMITMENTS 0 4,914 1,510 46,350 46,247 47,860 52,671 6,712 1,901 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -897) 0 1,844 -463 -736 -1,062 -1,199 319 302 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 2.8 84.9 84.7 87.7 96.5 12.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 12 17 14 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,857 COMMITMENTS 2,713 27,414 16,946 89,859 73,336 109,518 117,696 18,339 10,161 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 4,110) 302 -314 680 2,944 2,112 3,926 2,478 184 1,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 21.4 13.3 70.3 57.4 85.7 92.1 14.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 7 5 28 26 33 34 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,733 COMMITMENTS 8,356 477 11,789 85,994 89,974 106,139 102,240 11,594 15,493 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -913) -4,067 -784 966 2,188 -566 -913 -384 0 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.4 10.0 73.0 76.4 90.2 86.8 9.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 18 18 22 21 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,722 COMMITMENTS 0 0 0 51,254 50,442 51,254 50,442 1,468 2,280 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 442) 0 0 0 1,426 1,664 1,426 1,664 -984 -1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 95.7 97.2 95.7 2.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 13 13 13 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 237,649 COMMITMENTS 14,491 5,722 5,051 203,433 212,004 222,975 222,777 14,674 14,872 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 1,015) 534 796 -490 878 405 922 711 93 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.4 2.1 85.6 89.2 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 7 42 39 49 47 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 227,452 COMMITMENTS 18,171 1,866 16,748 177,789 195,562 212,708 214,176 14,744 13,276 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 3,128) -1,890 1,866 1,575 3,376 1,290 3,061 4,731 67 -1,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.8 7.4 78.2 86.0 93.5 94.2 6.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 3 36 33 42 36 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 251,064 COMMITMENTS 14,254 11,187 11,391 211,977 214,615 237,622 237,193 13,442 13,871 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 11,442) 1,545 -4,605 1,496 8,473 12,978 11,514 9,869 -72 1,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.5 4.5 84.4 85.5 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 5 43 38 50 43 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,312 COMMITMENTS 0 3,863 1,882 42,875 37,118 44,757 42,863 8,555 10,449 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 1,866) 0 -243 -184 1,532 3,635 1,348 3,208 518 -1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 3.5 80.4 69.6 84.0 80.4 16.0 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 19 15 20 16 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 205,382 COMMITMENTS 25,697 3,994 16,220 151,666 172,894 193,583 193,108 11,799 12,274 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 42) -2,212 1,658 -981 2,927 -877 -266 -200 308 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 1.9 7.9 73.8 84.2 94.3 94.0 5.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 3 6 39 38 46 44 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,173 COMMITMENTS 4,455 7,109 912 56,982 51,155 62,349 59,176 7,824 10,997 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -257) 0 579 -257 302 -579 45 -257 -302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 10.1 1.3 81.2 72.9 88.9 84.3 11.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 21 19 23 21 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,179,543 COMMITMENTS 997,648 121,599 917,513 1230250 2128416 3145411 3167528 34,132 12,015 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 64,277) 29,962 -5,837 6,075 33,211 64,697 69,248 64,935 -4,971 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 3.8 28.9 38.7 66.9 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 34 20 44 99 91 154 136 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,121,275 COMMITMENTS 137,475 387,538 240,931 739,176 490,049 1117582 1118518 3,693 2,757 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 41,113) -2,231 53,741 12,429 33,370 -24,606 43,568 41,564 -2,455 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 34.6 21.5 65.9 43.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 18 21 34 44 43 81 80 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,736 COMMITMENTS 1,589 532 244 28,718 29,518 30,551 30,294 185 442 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 258) 0 3 0 202 173 202 176 56 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.7 0.8 93.4 96.0 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 2 30 26 33 31 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,300 COMMITMENTS 4,064 0 319 11,584 15,697 15,967 16,016 333 284 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 470) 0 0 0 480 480 480 480 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 0.0 2.0 71.1 96.3 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 16 18 19 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,138 COMMITMENTS 740 1,338 572 21,034 21,788 22,346 23,698 2,792 1,440 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -390) 0 720 -520 130 -590 -390 -390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.3 2.3 83.7 86.7 88.9 94.3 11.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 16 21 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,264 COMMITMENTS 1,570 240 720 24,140 25,190 26,430 26,150 834 1,114 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 970) 480 0 0 250 730 730 730 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.9 2.6 88.5 92.4 96.9 95.9 3.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 21 22 24 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,441,373 COMMITMENTS 247,474 183,942 401,834 722,404 767,014 1371712 1352790 69,661 88,583 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 29,047) 9,154 2,790 1,434 20,029 22,598 30,617 26,822 -1,570 2,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 12.8 27.9 50.1 53.2 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 100 113 129 88 98 270 269 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 125,398 COMMITMENTS 24,270 18,873 4,935 69,059 55,425 98,264 79,233 27,134 46,165 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 2,849) 3,321 1,850 -254 -491 8,557 2,576 10,153 273 -7,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 15.1 3.9 55.1 44.2 78.4 63.2 21.6 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 3 16 15 19 21 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,686 COMMITMENTS 150 815 100 20,436 19,771 20,686 20,686 0 0 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.9 0.5 98.8 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 1 24 28 26 32 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 181,502 COMMITMENTS 30,490 36,283 39,105 99,565 97,648 169,160 173,036 12,342 8,466 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -6,555) -1,006 -165 -3,968 -1,404 -2,795 -6,378 -6,928 -177 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 20.0 21.5 54.9 53.8 93.2 95.3 6.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 12 20 26 26 49 47 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,590 COMMITMENTS 140 2,738 3,193 16,243 13,548 19,576 19,479 1,014 1,111 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.3 15.5 78.9 65.8 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 15 17 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,210 COMMITMENTS 150 450 0 6,000 5,760 6,150 6,210 60 0 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.2 0.0 96.6 92.8 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 12 13 13 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,764 COMMITMENTS 11,463 2,834 94 5,332 16,316 16,889 19,244 2,875 520 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 563) 254 113 -10 94 369 338 472 225 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 14.3 0.5 27.0 82.6 85.5 97.4 14.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 52 14 3 11 28 64 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,533 COMMITMENTS 8,306 1,863 31 1,224 9,900 9,561 11,794 2,972 739 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 617) 700 183 1 -350 554 351 738 266 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 14.9 0.2 9.8 79.0 76.3 94.1 23.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 31 12 3 11 20 44 33 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,695 COMMITMENTS 65,456 11,211 22,459 132,407 198,014 220,322 231,684 25,373 14,011 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 12,966) 7,192 -890 1,871 3,289 11,606 12,352 12,587 614 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 4.6 9.1 53.9 80.6 89.7 94.3 10.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 70 20 41 76 89 163 136 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,906 COMMITMENTS 825 622 650 11,186 11,111 12,661 12,383 245 523 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: -200) 75 -150 0 -290 -50 -215 -200 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.8 5.0 86.7 86.1 98.1 95.9 1.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 18 22 20 24 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,370 COMMITMENTS 0 1,400 75 5,295 3,895 5,370 5,370 0 0 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 500) 0 150 0 500 350 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.1 1.4 98.6 72.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 11 21 12 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/15/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,777 COMMITMENTS 2,605 450 415 7,120 7,234 10,140 8,099 2,637 4,678 CHANGES FROM 04/08/08 (CHANGE IN OPEN INTEREST: 359) -300 0 0 509 380 209 380 150 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 3.5 3.2 55.7 56.6 79.4 63.4 20.6 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 2 19 16 24 19
Updated July 29, 2008