GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,708 COMMITMENTS 0 50 0 4,715 5,470 4,715 5,520 993 188 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 110) 0 50 0 110 60 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 82.6 95.8 82.6 96.7 17.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 25 20 25 21 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,913 COMMITMENTS 50 870 75 7,618 6,763 7,743 7,708 170 205 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 100) 0 -50 0 100 150 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 11.0 0.9 96.3 85.5 97.9 97.4 2.1 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,269 COMMITMENTS 0 0 0 2,434 2,322 2,434 2,322 835 947 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 104) 0 0 0 -22 52 -22 52 126 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 74.5 71.0 74.5 71.0 25.5 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 21 19 21 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,032 COMMITMENTS 65 0 120 3,519 3,545 3,704 3,665 328 367 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 195) 0 0 75 158 133 233 208 -38 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 3.0 87.3 87.9 91.9 90.9 8.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 31 36 33 37 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 233,804 COMMITMENTS 42,587 15,198 29,638 129,604 162,323 201,829 207,159 31,975 26,645 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 5,688) -1,437 119 4,333 2,726 3,217 5,622 7,669 66 -1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.5 12.7 55.4 69.4 86.3 88.6 13.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 44 22 39 66 74 133 119 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,120 COMMITMENTS 1,650 0 550 6,520 8,470 8,720 9,020 400 100 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 500) 250 -50 50 200 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.0 6.0 71.5 92.9 95.6 98.9 4.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 3 21 29 25 32 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| 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 04/15/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 890,378 COMMITMENTS 150,411 208,093 303,259 363,404 348,477 817,074 859,829 73,304 30,549 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 9,754) 6,737 -1,650 9,791 -8,842 -1,122 7,686 7,019 2,068 2,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 23.4 34.1 40.8 39.1 91.8 96.6 8.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 90 44 71 78 69 206 154 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,092 COMMITMENTS 0 12,178 1,695 85,782 71,874 87,477 85,747 10,615 12,345 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,291) 0 217 -217 -1,438 -1,229 -1,655 -1,229 364 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 1.7 87.5 73.3 89.2 87.4 10.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 2 21 19 23 23 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,147 COMMITMENTS 3,223 12,612 1,994 68,483 59,294 73,700 73,900 9,447 9,247 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -515) -302 161 -306 -279 58 -887 -87 372 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 15.2 2.4 82.4 71.3 88.6 88.9 11.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 4 27 25 31 29 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,345 COMMITMENTS 6,640 0 1,726 97,415 104,642 105,781 106,368 11,564 10,977 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 30) 1,038 0 -784 -1,709 -766 -1,455 -1,550 1,485 1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 1.5 83.0 89.2 90.1 90.6 9.9 9.4 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,645 COMMITMENTS 13,968 2,520 2,970 76,865 85,735 93,803 91,225 9,842 12,420 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,288) 817 -1,269 -1,905 -1,222 1,062 -2,310 -2,112 1,022 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 2.4 2.9 74.2 82.7 90.5 88.0 9.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 2 22 28 27 30 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,818 COMMITMENTS 10,195 0 4,698 39,205 50,559 54,098 55,257 6,720 5,561 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,081) 1,353 0 -220 914 2,481 2,047 2,261 34 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.0 7.7 64.5 83.1 89.0 90.9 11.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 16 19 18 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,813 COMMITMENTS 5,677 0 4,860 61,130 64,248 71,667 69,108 7,146 9,705 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,441) 872 0 -381 512 2,067 1,003 1,686 438 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 6.2 77.6 81.5 90.9 87.7 9.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 21 25 23 27 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,646 COMMITMENTS 2,264 1,497 2,683 90,991 85,625 95,938 89,805 4,708 10,841 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 5,553) 129 -116 -254 5,312 5,706 5,187 5,336 366 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.5 2.7 90.4 85.1 95.3 89.2 4.7 10.8 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 114,887 COMMITMENTS 4,695 2,838 3,729 93,604 95,325 102,028 101,892 12,859 12,995 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,015) -472 2,838 -835 6,944 991 5,637 2,994 -1,622 1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.5 3.2 81.5 83.0 88.8 88.7 11.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 21 23 24 25 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,421 COMMITMENTS 6,721 2,850 7,367 53,973 50,484 68,061 60,701 6,360 13,720 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 2,287) -285 0 1,001 709 1,216 1,425 2,217 862 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 3.8 9.9 72.5 67.8 91.5 81.6 8.5 18.4 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,045 COMMITMENTS 5,672 2,736 21,040 81,962 78,704 108,674 102,480 2,371 8,565 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,395) 1,189 -2,091 2,058 1,148 5,156 4,395 5,123 0 -728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.5 18.9 73.8 70.9 97.9 92.3 2.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 14 17 18 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,231 COMMITMENTS 1,847 0 3,326 50,724 49,393 55,897 52,719 9,334 12,512 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -654) -1,225 0 264 -58 -1,069 -1,019 -805 365 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 5.1 77.8 75.7 85.7 80.8 14.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 22 20 24 21 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,442 COMMITMENTS 21,829 733 2,437 92,472 113,346 116,738 116,516 6,704 6,926 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -1,174) -8,065 -62 -154 7,019 -772 -1,200 -988 26 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 0.6 2.0 74.9 91.8 94.6 94.4 5.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 4 33 34 38 38 TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365S FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,742 COMMITMENTS 0 9,698 1,510 50,520 45,331 52,030 56,539 6,712 2,203 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,170) 0 4,784 0 4,170 -916 4,170 3,868 0 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.5 2.6 86.0 77.2 88.6 96.2 11.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 11 17 13 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,968 COMMITMENTS 2,713 28,564 17,181 90,403 72,809 110,297 118,554 18,671 10,414 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,111) 0 1,150 235 544 -527 779 858 332 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 22.1 13.3 70.1 56.5 85.5 91.9 14.5 8.1 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,538 COMMITMENTS 6,030 477 12,219 89,178 91,002 107,427 103,698 12,111 15,840 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,805) -2,326 0 430 3,184 1,028 1,288 1,458 517 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.4 10.2 74.6 76.1 89.9 86.7 10.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 20 19 24 22 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,032 COMMITMENTS 0 0 0 51,316 50,442 51,316 50,442 1,716 2,590 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 310) 0 0 0 62 0 62 0 248 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 95.1 96.8 95.1 3.2 4.9 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 241,550 COMMITMENTS 13,238 6,346 5,528 207,444 214,654 226,210 226,528 15,340 15,022 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 3,901) -1,253 624 477 4,011 2,650 3,235 3,751 666 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.6 2.3 85.9 88.9 93.6 93.8 6.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 7 43 40 50 48 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 231,503 COMMITMENTS 14,437 1,866 18,255 185,968 197,821 218,660 217,942 12,843 13,561 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,051) -3,734 0 1,507 8,179 2,259 5,952 3,766 -1,901 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.8 7.9 80.3 85.5 94.5 94.1 5.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 1 3 38 34 44 37 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 263,000 COMMITMENTS 11,317 9,271 14,735 225,593 223,947 251,645 247,953 11,355 15,047 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 11,936) -2,937 -1,916 3,344 13,616 9,332 14,023 10,760 -2,087 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.5 5.6 85.8 85.2 95.7 94.3 4.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 2 5 46 40 53 45 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,718 COMMITMENTS 0 3,049 1,944 44,157 39,184 46,101 44,177 8,617 10,541 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,406) 0 -814 62 1,282 2,066 1,344 1,314 62 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 3.6 80.7 71.6 84.3 80.7 15.7 19.3 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 210,059 COMMITMENTS 22,472 6,052 16,699 160,349 174,979 199,520 197,730 10,539 12,329 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 4,677) -3,225 2,058 479 8,683 2,085 5,937 4,622 -1,260 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 2.9 7.9 76.3 83.3 95.0 94.1 5.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 6 42 41 49 47 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,477 COMMITMENTS 4,455 5,626 570 54,005 49,884 59,030 56,080 10,447 13,397 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -696) 0 -1,483 -342 -2,977 -1,271 -3,319 -3,096 2,623 2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 8.1 0.8 77.7 71.8 85.0 80.7 15.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 22 18 24 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,322,116 COMMITMENTS 1095489 116,135 901,812 1292620 2293803 3289921 3311750 32,195 10,366 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 142,573) 97,841 -5,464 -15,701 62,370 165,387 144,510 144,222 -1,937 -1,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 3.5 27.1 38.9 69.0 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 35 18 46 101 92 156 138 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,171,997 COMMITMENTS 140,274 408,029 255,857 771,434 505,413 1167565 1169299 4,432 2,698 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 50,722) 2,799 20,491 14,926 32,258 15,364 49,983 50,781 739 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 34.8 21.8 65.8 43.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 20 32 44 43 79 79 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,436 COMMITMENTS 1,562 575 246 28,323 29,243 30,131 30,064 305 372 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -300) -27 43 2 -395 -275 -420 -230 120 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.9 0.8 93.1 96.1 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 3 30 28 34 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| 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 04/15/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,256 COMMITMENTS 740 1,338 572 21,034 21,908 22,346 23,818 2,910 1,438 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 118) 0 0 0 0 120 0 120 118 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.3 2.3 83.3 86.7 88.5 94.3 11.5 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,080 COMMITMENTS 2,290 240 720 24,716 26,006 27,726 26,966 354 1,114 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 816) 720 0 0 576 816 1,296 816 -480 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.9 2.6 88.0 92.6 98.7 96.0 1.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 21 21 25 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,337,055 COMMITMENTS 249,283 169,430 358,379 664,898 714,650 1272560 1242459 64,495 94,596 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -104,318) 1,809 -14,512 -43,455 -57,506 -52,364 -99,152 -110,331 -5,166 6,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 12.7 26.8 49.7 53.4 95.2 92.9 4.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 92 116 120 89 102 261 264 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 126,375 COMMITMENTS 24,383 17,867 4,827 69,050 60,881 98,260 83,575 28,115 42,800 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 977) 113 -1,006 -108 -9 5,456 -4 4,342 981 -3,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 14.1 3.8 54.6 48.2 77.8 66.1 22.2 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 17 16 20 21 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| 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 04/15/08 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,116 COMMITMENTS 30,983 38,403 37,459 98,422 95,058 166,864 170,920 11,252 7,196 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -3,386) 493 2,120 -1,646 -1,143 -2,590 -2,296 -2,116 -1,090 -1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 21.6 21.0 55.3 53.4 93.7 96.0 6.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 14 22 25 25 50 48 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,228 COMMITMENTS 140 2,738 4,163 16,893 14,216 21,196 21,117 1,032 1,111 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,638) 0 0 970 650 668 1,620 1,638 18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 12.3 18.7 76.0 64.0 95.4 95.0 4.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 4 14 15 18 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,195 COMMITMENTS 150 450 0 6,045 5,745 6,195 6,195 0 0 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -15) 0 0 0 45 -15 45 -15 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.3 0.0 97.6 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,686 COMMITMENTS 11,579 2,721 99 5,450 16,396 17,128 19,216 2,558 470 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: -78) 116 -113 5 118 80 239 -28 -317 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 13.8 0.5 27.7 83.3 87.0 97.6 13.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 54 13 4 12 29 68 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,881 COMMITMENTS 9,592 1,905 35 1,213 11,060 10,840 13,000 3,041 881 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 1,348) 1,286 42 4 -11 1,160 1,279 1,206 69 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 13.7 0.3 8.7 79.7 78.1 93.7 21.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 12 3 8 24 47 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,657 COMMITMENTS 73,155 11,201 22,239 152,407 227,798 247,801 261,238 26,856 13,419 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 28,962) 7,699 -10 -220 20,000 29,784 27,479 29,554 1,483 -592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 4.1 8.1 55.5 82.9 90.2 95.1 9.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 66 22 38 82 95 167 140 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,274 COMMITMENTS 825 772 650 11,554 11,329 13,029 12,751 245 523 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 368) 0 150 0 368 218 368 368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 5.8 4.9 87.0 85.3 98.2 96.1 1.8 3.9 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 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,870 COMMITMENTS 0 1,400 75 5,795 4,395 5,870 5,870 0 0 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.9 1.3 98.7 74.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 13 23 14 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,083 COMMITMENTS 2,586 450 415 7,378 7,222 10,379 8,087 2,704 4,996 CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST: 306) -19 0 0 258 -12 239 -12 67 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 3.4 3.2 56.4 55.2 79.3 61.8 20.7 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 2 19 15 24 18
Updated July 29, 2008