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