GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,023
COMMITMENTS
       0      125        0    5,430    6,160    5,430    6,285    1,593      738

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,315)
       0       75        0      715      690      715      765      600      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     77.3     87.7     77.3     89.5     22.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       28       23       28       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,938
COMMITMENTS
      50      870       75    7,643    6,788    7,768    7,733      170      205

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,402
COMMITMENTS
       0        0        0    2,557    2,518    2,557    2,518      845      884

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        133)
       0        0        0      123      196      123      196       10      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     75.2     74.0     75.2     74.0     24.8     26.0

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,224
COMMITMENTS
      70        0       85    3,669    3,690    3,824    3,775      400      449

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        192)
       5        0      -35      150      145      120      110       72       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      2.0     86.9     87.4     90.5     89.4      9.5     10.6

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      226,563
COMMITMENTS
  42,282   20,285   28,884  124,335  149,687  195,501  198,856   31,062   27,707

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:     -7,241)
    -305    5,087     -754   -5,269  -12,636   -6,328   -8,303     -913    1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      9.0     12.7     54.9     66.1     86.3     87.8     13.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      41       27       36       65       74      128      121
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        9,720
COMMITMENTS
   1,650        0      550    6,770    8,870    8,970    9,420      750      300

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      250      400      250      400      350      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.0      5.7     69.7     91.3     92.3     96.9      7.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       22       29       26       32
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,375
COMMITMENTS
   1,575       50      100    5,025    6,700    6,700    6,850      675      525

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        100)
     100        0        0        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      0.7      1.4     68.1     90.8     90.8     92.9      9.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1        8       17       10       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      876,570
COMMITMENTS
 139,079  212,561  301,470  360,952  332,126  801,501  846,157   75,069   30,413

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:    -13,808)
 -11,332    4,468   -1,789   -2,452  -16,351  -15,573  -13,672    1,765     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     24.2     34.4     41.2     37.9     91.4     96.5      8.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      90       42       65       71       63      195      144
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,766
COMMITMENTS
       0   12,048    1,842   89,856   72,837   91,698   86,727    7,068   12,039

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        674)
       0     -130      147    4,074      963    4,221      980   -3,547     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      1.9     91.0     73.7     92.8     87.8      7.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        2       23       21       25       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,466
COMMITMENTS
   3,009   10,313    2,729   68,398   60,763   74,136   73,805    8,330    8,661

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:       -681)
    -214   -2,299      735      -85    1,469      436      -95   -1,117     -586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     12.5      3.3     82.9     73.7     89.9     89.5     10.1     10.5

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,183
COMMITMENTS
   7,314        0    1,634   99,251  107,308  108,199  108,942   10,984   10,241

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,838)
     674        0      -92    1,836    2,666    2,418    2,574     -580     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.0      1.4     83.3     90.0     90.8     91.4      9.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       25       27       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,957
COMMITMENTS
  11,408    4,567    1,595   80,234   85,824   93,237   91,986   10,720   11,971

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        312)
  -2,560    2,047   -1,375    3,369       89     -566      761      878     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      4.4      1.5     77.2     82.6     89.7     88.5     10.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       23       29       27       31
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,266
COMMITMENTS
   9,676        0    4,853   39,049   48,602   53,578   53,455    6,688    6,811

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:       -552)
    -519        0      155     -156   -1,957     -520   -1,802      -32    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.0      8.1     64.8     80.6     88.9     88.7     11.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       18       17       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       81,809
COMMITMENTS
   4,291    1,332    5,764   65,264   64,335   75,319   71,431    6,490   10,378

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      2,996)
  -1,386    1,332      904    4,134       87    3,652    2,323     -656      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.6      7.0     79.8     78.6     92.1     87.3      7.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       22       24       24       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,125
COMMITMENTS
   2,494    1,928    3,353   95,838   90,511  101,685   95,792    5,440   11,333

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      6,479)
     230      431      670    4,847    4,886    5,747    5,987      732      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.8      3.1     89.5     84.5     94.9     89.4      5.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       27       34       30       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,958
COMMITMENTS
   5,124    1,399    4,642   92,427   95,948  102,193  101,989   13,765   13,969

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,071)
     429   -1,439      913   -1,177      623      165       97      906      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.2      4.0     79.7     82.7     88.1     88.0     11.9     12.0

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,733
COMMITMENTS
   8,016    2,666    6,909   53,386   51,224   68,311   60,799    6,422   13,934

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        312)
   1,295     -184     -458     -587      740      250       98       62      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      3.6      9.2     71.4     68.5     91.4     81.4      8.6     18.6

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,025
COMMITMENTS
   7,232    2,920   20,959   80,339   78,365  108,530  102,244    2,495    8,781

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        -20)
   1,560      184      -81   -1,623     -339     -144     -236      124      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      2.6     18.9     72.4     70.6     97.8     92.1      2.2      7.9

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,331
COMMITMENTS
   1,715        0    3,413   49,437   49,068   54,565   52,481    9,766   11,850

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:       -900)
    -132        0       87   -1,287     -325   -1,332     -238      432     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      5.3     76.8     76.3     84.8     81.6     15.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       22       19       24       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,316
COMMITMENTS
  19,644      794    3,009   93,959  112,330  116,612  116,133    6,704    7,183

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:       -126)
  -2,185       61      572    1,487   -1,016     -126     -383        0      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.6      2.4     76.2     91.1     94.6     94.2      5.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       33       34       38       38
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       19,981
COMMITMENTS
   7,244    2,014       62   11,691   16,615   18,997   18,691      984    1,290

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     10.1      0.3     58.5     83.2     95.1     93.5      4.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        9       11       12       12
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,603
COMMITMENTS
   2,713   33,315   16,355   95,104   72,427  114,172  122,097   18,431   10,506

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      3,635)
       0    4,751     -826    4,701     -382    3,875    3,543     -240       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     25.1     12.3     71.7     54.6     86.1     92.1     13.9      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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,698
COMMITMENTS
   5,639    4,513    8,468   92,905   91,083  107,012  104,064   12,686   15,634

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        160)
    -391    4,036   -3,751    3,727       81     -415      366      575     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.8      7.1     77.6     76.1     89.4     86.9     10.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       21       19       25       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,993
COMMITMENTS
       0        0        0   52,153   52,563   52,153   52,563    1,840    1,430

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        961)
       0        0        0      837    2,121      837    2,121      124   -1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.6     97.4     96.6     97.4      3.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       15       17       15
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,477
COMMITMENTS
  13,673    5,939    5,631  209,771  217,805  229,075  229,375   15,402   15,102

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      2,927)
     435     -407      103    2,327    3,151    2,865    2,847       62       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      2.4      2.3     85.8     89.1     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        6       46       41       52       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,487
COMMITMENTS
  13,687    2,467   18,896  184,621  197,681  217,204  219,044   16,283   14,443

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,984)
    -750      601      641   -1,347     -140   -1,456    1,102    3,440      882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.1      8.1     79.1     84.7     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        3       37       33       43       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      265,427
COMMITMENTS
   9,327    8,990   16,587  228,076  224,949  253,990  250,526   11,437   14,901

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      2,427)
  -1,990     -281    1,852    2,483    1,002    2,345    2,573       82     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      3.4      6.2     85.9     84.7     95.7     94.4      4.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       48       43       55       48
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,877
COMMITMENTS
       0    2,349    2,706   44,523   39,304   47,229   44,359    8,648   11,518

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,159)
       0     -700      762      366      120    1,128      182       31      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      4.8     79.7     70.3     84.5     79.4     15.5     20.6

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      213,689
COMMITMENTS
  22,154    7,015   17,306  163,111  175,638  202,571  199,959   11,118   13,730

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      3,630)
    -318      963      607    2,762      659    3,051    2,229      579    1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.3      8.1     76.3     82.2     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        6       41       40       48       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,814
COMMITMENTS
   4,455    5,481      570   56,808   51,366   61,833   57,417    8,981   13,397

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,337)
       0     -145        0    2,803    1,482    2,803    1,337   -1,466        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      7.7      0.8     80.2     72.5     87.3     81.1     12.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       18       25       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,190,573
COMMITMENTS
 1084527  134,127  841,676  1229236  2202032  3155439  3177835   35,134   12,738

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:   -131,543)
 -10,962   17,992  -60,136  -63,384  -91,771 -134,482 -133,915    2,939    2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      4.2     26.4     38.5     69.0     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      36       16       43       97       92      150      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,076,567
COMMITMENTS
 117,224  361,446  257,070  698,822  455,693  1073116  1074209    3,451    2,358

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:    -95,430)
 -23,050  -46,583    1,213  -72,612  -49,720  -94,449  -95,090     -981     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     33.6     23.9     64.9     42.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       21       29       45       43       79       77
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       31,647
COMMITMENTS
   1,905      493      244   29,143   30,536   31,292   31,273      355      374

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,211)
     343      -82       -2      820    1,293    1,161    1,209       50        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.6      0.8     92.1     96.5     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        2       29       29       32       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,287
COMMITMENTS
   3,704        0      331   11,799   15,492   15,834   15,823      453      464

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        -13)
    -360        0       12      215     -205     -133     -193      120      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      0.0      2.0     72.4     95.1     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       17       17       20       19
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,676
COMMITMENTS
     600    1,338      572   21,594   22,328   22,766   24,238    2,910    1,438

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        420)
    -140        0        0      560      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.2      2.2     84.1     87.0     88.7     94.4     11.3      5.6

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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,460
COMMITMENTS
   2,530      240      720   24,856   26,366   28,106   27,326      354    1,134

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        380)
     240        0        0      140      360      380      360        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.8      2.5     87.3     92.6     98.8     96.0      1.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       21       22       25       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,365,456
COMMITMENTS
 258,388  188,091  365,696  665,205  719,520  1289289  1273307   76,167   92,149

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:     28,401)
   9,105   18,661    7,317      307    4,870   16,729   30,848   11,672   -2,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.8     26.8     48.7     52.7     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      92      121      131       87       99      263      273
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,998
COMMITMENTS
  24,532   17,828    4,872   68,876   61,340   98,280   84,040   29,718   43,958

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,623)
     149      -39       45     -174      459       20      465    1,603    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.9      3.8     53.8     47.9     76.8     65.7     23.2     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        3       16       16       19       21
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,736
COMMITMENTS
     150      815      100   21,486   20,821   21,736   21,736        0        0

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0    1,050    1,050    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.7      0.5     98.8     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        1       26       28       28       32
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      180,711
COMMITMENTS
  30,850   39,083   38,027  101,050   96,527  169,927  173,637   10,784    7,074

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      2,595)
    -133      680      568    2,628    1,469    3,063    2,717     -468     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     21.6     21.0     55.9     53.4     94.0     96.1      6.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       15       22       26       26       51       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       23,708
COMMITMENTS
     140    2,738    4,473   17,578   14,901   22,191   22,112    1,517    1,596

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:      1,480)
       0        0      310      685      685      995      995      485      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     11.5     18.9     74.1     62.9     93.6     93.3      6.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        4       15       16       19       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,495
COMMITMENTS
     450      450        0    6,045    6,045    6,495    6,495        0        0

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        300)
     300        0        0        0      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.9      0.0     93.1     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       13       14       15       15
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,410
COMMITMENTS
  10,942    3,014      107    5,734   15,723   16,783   18,844    2,627      566

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:       -276)
    -637      293        8      284     -673     -345     -372       69       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     15.5      0.6     29.5     81.0     86.5     97.1     13.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      41       16        4       15       29       59       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,968
COMMITMENTS
   9,596    2,004       18    1,377   10,797   10,991   12,819    2,977    1,149

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:         87)
       4       99      -17      164     -263      151     -181      -64      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     14.3      0.1      9.9     77.3     78.7     91.8     21.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      38       12        2        7       22       45       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      258,089
COMMITMENTS
  69,794   10,191   24,738  139,473  212,149  234,005  247,078   24,084   11,011

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:    -16,568)
  -3,361   -1,010    2,499  -12,934  -15,649  -13,796  -14,160   -2,772   -2,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      3.9      9.6     54.0     82.2     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      68       26       38       78       96      165      143
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,609
COMMITMENTS
     675      772      650   12,039   11,664   13,364   13,086      245      523

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        335)
    -150        0        0      485      335      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.7      4.8     88.5     85.7     98.2     96.2      1.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       19       22       21       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,020
COMMITMENTS
       0    1,400       75    5,945    4,545    6,020    6,020        0        0

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.3      1.2     98.8     75.5    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 04/29/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,793
COMMITMENTS
   2,586      672      415    7,554    7,488   10,555    8,575    3,238    5,218

CHANGES FROM 04/22/08 (CHANGE IN OPEN INTEREST:        710)
       0      222        0      176      266      176      488      534      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.9      3.0     54.8     54.3     76.5     62.2     23.5     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        2       19       17       24       21
 

Updated July 29, 2008