GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,803
COMMITMENTS
       0      125        0    5,753    5,518    5,753    5,643       50      160

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,220)
       0        0        0      323     -642      323     -642   -1,543     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     99.1     95.1     99.1     97.2      0.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       31       23       31       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,065
COMMITMENTS
      50      895        0    6,855    5,910    6,905    6,805      160      260

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -873)
       0       25      -75     -788     -878     -863     -928      -10       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     12.7      0.0     97.0     83.7     97.7     96.3      2.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       24       25       26
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,085
COMMITMENTS
      10        0       55    2,217    2,373    2,282    2,428      803      657

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -317)
      10        0       55     -340     -145     -275      -90      -42     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.8     71.9     76.9     74.0     78.7     26.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       22       20       23
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,614
COMMITMENTS
      50        0       60    2,844    2,885    2,954    2,945      660      669

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -610)
     -20        0      -25     -825     -805     -870     -830      260      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      1.7     78.7     79.8     81.7     81.5     18.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       25       29       27       30
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,262
COMMITMENTS
  41,145   23,446   26,979  128,586  149,725  196,710  200,150   30,552   27,112

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:        699)
  -1,137    3,161   -1,905    4,251       38    1,209    1,294     -510     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     10.3     11.9     56.6     65.9     86.6     88.1     13.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      38       27       37       64       69      126      115
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,550
COMMITMENTS
   1,650        0      500    5,000    6,675    7,150    7,175      400      375

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -2,170)
       0        0      -50   -1,770   -2,195   -1,820   -2,245     -350       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      0.0      6.6     66.2     88.4     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        3       17       26       21       29
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,700
COMMITMENTS
   1,325       50      100    4,650    5,975    6,075    6,125      625      575

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -675)
    -250        0        0     -375     -725     -625     -725      -50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      0.7      1.5     69.4     89.2     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1        9       16       11       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      867,142
COMMITMENTS
 140,117  213,217  296,070  357,467  328,289  793,654  837,576   73,488   29,566

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -9,428)
   1,038      656   -5,400   -3,485   -3,837   -7,847   -8,581   -1,581     -847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     24.6     34.1     41.2     37.9     91.5     96.6      8.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      97       42       69       75       67      209      151
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,688
COMMITMENTS
       0   11,251    1,776   88,494   72,038   90,270   85,065    6,418   11,623

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -2,078)
       0     -797      -66   -1,362     -799   -1,428   -1,662     -650     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      1.8     91.5     74.5     93.4     88.0      6.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       24       21       26       25
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,930
COMMITMENTS
   8,800    7,434    3,099   55,032   55,795   66,931   66,328    7,999    8,602

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -7,536)
   5,791   -2,879      370  -13,366   -4,968   -7,205   -7,477     -331      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      9.9      4.1     73.4     74.5     89.3     88.5     10.7     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        3       23       24       27       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,166
COMMITMENTS
   3,905        0    3,211   92,954   98,044  100,070  101,255   11,096    9,911

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -8,017)
  -3,409        0    1,577   -6,297   -9,264   -8,129   -7,687      112     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      2.9     83.6     88.2     90.0     91.1     10.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       26       25       28       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,124
COMMITMENTS
   9,486    3,416    1,458   77,663   83,119   88,607   87,993    7,517    8,131

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -7,833)
  -1,922   -1,151     -137   -2,571   -2,705   -4,630   -3,993   -3,203   -3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.6      1.5     80.8     86.5     92.2     91.5      7.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        2       23       30       27       32
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,297
COMMITMENTS
   9,097        0    4,928   37,019   47,438   51,044   52,366    6,253    4,931

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -2,969)
    -579        0       75   -2,030   -1,164   -2,534   -1,089     -435   -1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      0.0      8.6     64.6     82.8     89.1     91.4     10.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       15       20       17       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,006
COMMITMENTS
   4,260      627    5,813   60,487   59,966   70,560   66,406    5,446    9,600

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -5,803)
     -31     -705       49   -4,777   -4,369   -4,759   -5,025   -1,044     -778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.8      7.6     79.6     78.9     92.8     87.4      7.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       23       25       25       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,936
COMMITMENTS
   5,085    4,193    2,161   86,441   82,432   93,687   88,786    5,249   10,150

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -8,189)
   2,591    2,265   -1,192   -9,397   -8,079   -7,998   -7,006     -191   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      4.2      2.2     87.4     83.3     94.7     89.7      5.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       25       32       28       36
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,930
COMMITMENTS
   8,188    1,522    4,053   87,930   93,486  100,171   99,061   11,759   12,869

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -4,028)
   3,064      123     -589   -4,497   -2,462   -2,022   -2,928   -2,006   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.4      3.6     78.6     83.5     89.5     88.5     10.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       21       23       25       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,025
COMMITMENTS
   6,710    2,535    7,012   50,628   47,428   64,350   56,975    5,675   13,050

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -4,708)
  -1,306     -131      103   -2,758   -3,796   -3,961   -3,824     -747     -884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.6     10.0     72.3     67.7     91.9     81.4      8.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       17       17       21       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,090
COMMITMENTS
   5,595   10,516   20,472   81,842   69,906  107,909  100,894    2,181    9,196

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -935)
  -1,637    7,596     -487    1,503   -8,459     -621   -1,350     -314      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      9.6     18.6     74.3     63.5     98.0     91.6      2.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        3       14       15       19       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,184
COMMITMENTS
   1,391        0    3,526   42,633   45,832   47,550   49,358   12,634   10,826

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -4,147)
    -324        0      113   -6,804   -3,236   -7,015   -3,123    2,868   -1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      5.9     70.8     76.2     79.0     82.0     21.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       20       19       22       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,191
COMMITMENTS
  16,637      668    3,112   87,343  101,307  107,092  105,087    5,099    7,104

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:    -11,125)
  -3,007     -126      103   -6,616  -11,023   -9,520  -11,046   -1,605      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.6      2.8     77.9     90.3     95.5     93.7      4.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       32       34       37       38
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,621
COMMITMENTS
   2,620   31,216   16,885   89,403   68,043  108,908  116,144   17,713   10,477

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -5,982)
     -93   -2,099      530   -5,701   -4,384   -5,264   -5,953     -718      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     24.7     13.3     70.6     53.7     86.0     91.7     14.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        6        5       28       26       33       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,495
COMMITMENTS
   5,115    4,544    7,835   87,592   84,702  100,542   97,081   10,953   14,414

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -8,203)
    -524       31     -633   -5,313   -6,381   -6,470   -6,983   -1,733   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.1      7.0     78.6     76.0     90.2     87.1      9.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       18       23       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,179
COMMITMENTS
       0        0        0   44,721   44,810   44,721   44,810    2,458    2,369

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -6,814)
       0        0        0   -7,432   -7,753   -7,432   -7,753      618      939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     95.0     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       12       12       12
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,620
COMMITMENTS
  11,549   14,475    5,354  201,774  199,593  218,677  219,422   14,943   14,198

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:    -10,857)
  -2,124    8,536     -277   -7,997  -18,212  -10,398   -9,953     -459     -904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.2      2.3     86.4     85.4     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        6       39       38       45       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,369
COMMITMENTS
  16,353    3,925   17,737  187,103  202,277  221,193  223,939   13,176   10,430

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:        882)
   2,666    1,458   -1,159    2,482    4,596    3,989    4,895   -3,107   -4,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.7      7.6     79.8     86.3     94.4     95.5      5.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        3       38       34       45       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      249,269
COMMITMENTS
  11,683   14,914   13,217  213,333  208,419  238,233  236,550   11,036   12,719

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:    -16,158)
   2,356    5,924   -3,370  -14,743  -16,530  -15,757  -13,976     -401   -2,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.0      5.3     85.6     83.6     95.6     94.9      4.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       47       42       54       47
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,169
COMMITMENTS
   5,422      768    2,833   36,950   39,490   45,205   43,091    7,964   10,078

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -2,708)
   5,422   -1,581      127   -7,573      186   -2,024   -1,268     -684   -1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      1.4      5.3     69.5     74.3     85.0     81.0     15.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       21       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      211,873
COMMITMENTS
  19,411    6,410   17,146  165,313  175,811  201,870  199,367   10,003   12,506

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,816)
  -2,743     -605     -160    2,202      173     -701     -592   -1,115   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      3.0      8.1     78.0     83.0     95.3     94.1      4.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        6       41       41       48       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,284
COMMITMENTS
   3,525    4,195      780   49,963   43,995   54,268   48,970    9,016   14,314

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -7,530)
    -930   -1,286      210   -6,845   -7,371   -7,565   -8,447       35      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      6.6      1.2     79.0     69.5     85.8     77.4     14.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       20       17       22       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,258,611
COMMITMENTS
 1121475  138,719  844,078  1258764  2262825  3224317  3245622   34,294   12,989

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     68,038)
  36,948    4,592    2,402   29,528   60,793   68,878   67,787     -840      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      4.3     25.9     38.6     69.4     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      36       17       43       96       91      150      135
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,114,954
COMMITMENTS
 124,992  363,814  266,510  719,527  482,136  1111029  1112460    3,925    2,494

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     38,387)
   7,768    2,368    9,440   20,705   26,443   37,913   38,251      474      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     32.6     23.9     64.5     43.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       21       29       44       43       78       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,206
COMMITMENTS
   1,778      423      228   27,575   28,833   29,581   29,484      625      722

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,441)
    -127      -70      -16   -1,568   -1,703   -1,711   -1,789      270      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.4      0.8     91.3     95.5     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        3       27       29       32       34
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,467
COMMITMENTS
   3,626        0      331   11,070   14,888   15,027   15,219      440      248

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -820)
     -78        0        0     -729     -604     -807     -604      -13     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      0.0      2.1     71.6     96.3     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       17       19       20       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,602
COMMITMENTS
     560    1,316      572   20,766   21,312   21,898   23,200    2,704    1,402

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,074)
     -40      -22        0     -828   -1,016     -868   -1,038     -206      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      5.3      2.3     84.4     86.6     89.0     94.3     11.0      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 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,200
COMMITMENTS
   2,760      240      640   24,446   25,980   27,846   26,860      354    1,340

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -260)
     230        0      -80     -410     -386     -260     -466        0      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.9      2.3     86.7     92.1     98.7     95.2      1.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       21       21       25       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,422,431
COMMITMENTS
 266,733  194,690  386,270  685,343  718,277  1338346  1299237   84,085  123,194

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     56,975)
   8,345    6,599   20,574   20,138   -1,243   49,057   25,930    7,918   31,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     13.7     27.2     48.2     50.5     94.1     91.3      5.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      339)
      91      130      132       88      104      269      282
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      122,882
COMMITMENTS
  24,428   16,369    4,260   64,501   58,871   93,189   79,500   29,693   43,382

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -5,116)
    -104   -1,459     -612   -4,375   -2,469   -5,091   -4,540      -25     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     13.3      3.5     52.5     47.9     75.8     64.7     24.2     35.3

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 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,344
COMMITMENTS
     150      865        0   18,194   17,479   18,344   18,344        0        0

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -3,392)
       0       50     -100   -3,292   -3,342   -3,392   -3,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      4.7      0.0     99.2     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        0       24       25       25       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      184,565
COMMITMENTS
  32,389   35,112   41,128  101,477  100,853  174,994  177,093    9,571    7,472

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:      3,854)
   1,539   -3,971    3,101      427    4,326    5,067    3,456   -1,213      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     19.0     22.3     55.0     54.6     94.8     96.0      5.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      13       16       23       26       26       53       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,508
COMMITMENTS
     635    3,098    4,513   18,128   15,301   23,276   22,912    1,232    1,596

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:        800)
     495      360       40      550      400    1,085      800     -285        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     12.6     18.4     74.0     62.4     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        4       15       16       20       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,620
COMMITMENTS
     400      400        0    5,220    5,220    5,620    5,620        0        0

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -875)
     -50      -50        0     -825     -825     -875     -875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      7.1      0.0     92.9     92.9    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 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,590
COMMITMENTS
  11,196    2,671      190    5,864   16,100   17,250   18,961    2,340      629

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:        180)
     254     -343       83      130      377      467      117     -287       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2     13.6      1.0     29.9     82.2     88.1     96.8     11.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      41       12        5       13       31       58       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,961
COMMITMENTS
   9,726    1,662      125    1,527   10,744   11,378   12,531    2,583    1,430

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:         -7)
     130     -342      107      150      -53      387     -288     -394      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.7     11.9      0.9     10.9     77.0     81.5     89.8     18.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      38        9        2        8       21       47       31
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      262,307
COMMITMENTS
  68,206    8,464   27,494  140,661  213,021  236,361  248,979   25,946   13,328

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:      4,218)
  -1,588   -1,727    2,756    1,188      872    2,356    1,901    1,862    2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      3.2     10.5     53.6     81.2     90.1     94.9      9.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      66       21       36       78       97      161      139
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,660
COMMITMENTS
       0        0      250    2,225    2,310    2,475    2,560      185      100

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      9.4     83.6     86.8     93.0     96.2      7.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        2       15       16       17       18
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,110
COMMITMENTS
       0      791      275   11,304   10,486   11,579   11,552      531      558

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,499)
    -675       19     -375     -735   -1,178   -1,785   -1,534      286       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      2.3     93.3     86.6     95.6     95.4      4.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       19       21       20       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,770
COMMITMENTS
       0      575       75    4,695    4,120    4,770    4,770        0        0

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:     -1,250)
       0     -825        0   -1,250     -425   -1,250   -1,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.1      1.6     98.4     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       18       14       19       15
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/06/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,164
COMMITMENTS
   2,946      898      604    8,093    7,165   11,643    8,667    1,521    4,497

CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST:       -629)
     360      226      189      539     -323    1,088       92   -1,717     -721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      6.8      4.6     61.5     54.4     88.4     65.8     11.6     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        3       20       18       26       23
 

Updated July 29, 2008