GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,948 COMMITMENTS 0 75 0 5,862 5,715 5,862 5,790 86 158 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 145) 0 -50 0 109 197 109 147 36 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 98.6 96.1 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 30 23 30 24 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,315 COMMITMENTS 50 895 0 7,110 6,195 7,160 7,090 155 225 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 250) 0 0 0 255 285 255 285 -5 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 12.2 0.0 97.2 84.7 97.9 96.9 2.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 24 26 25 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,354 COMMITMENTS 0 0 0 2,554 2,672 2,554 2,672 800 682 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 269) -10 0 -55 337 299 272 244 -3 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 76.1 79.7 76.1 79.7 23.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 25 22 25 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,752 COMMITMENTS 55 0 60 3,029 3,103 3,144 3,163 608 589 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 138) 5 0 0 185 218 190 218 -52 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 1.6 80.7 82.7 83.8 84.3 16.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 27 29 29 31 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,549 COMMITMENTS 37,927 19,233 32,150 132,513 156,884 202,590 208,267 32,959 27,282 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 8,287) -3,218 -4,213 5,171 3,927 7,159 5,880 8,117 2,407 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 8.2 13.6 56.3 66.6 86.0 88.4 14.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 42 23 40 64 71 130 117 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,775 COMMITMENTS 1,650 50 450 5,425 7,000 7,525 7,500 250 275 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 225) 0 50 -50 425 325 375 325 -150 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 0.6 5.8 69.8 90.0 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 3 21 28 25 31 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,350 COMMITMENTS 1,325 50 100 5,300 7,025 6,725 7,175 625 175 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 650) 0 0 0 650 1,050 650 1,050 0 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.7 1.4 72.1 95.6 91.5 97.6 8.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 9 17 11 18 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 878,936 COMMITMENTS 148,119 214,797 297,078 355,136 334,285 800,333 846,160 78,603 32,776 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 11,794) 8,002 1,580 1,008 -2,331 5,996 6,679 8,584 5,115 3,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 24.4 33.8 40.4 38.0 91.1 96.3 8.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 92 38 69 76 69 205 150 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,086 COMMITMENTS 0 11,057 1,645 88,023 71,637 89,668 84,339 6,418 11,747 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -602) 0 -194 -131 -471 -401 -602 -726 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 1.7 91.6 74.6 93.3 87.8 6.7 12.2 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 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,783 COMMITMENTS 3,379 5,824 3,868 60,570 58,020 67,817 67,712 7,966 8,071 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 853) -5,421 -1,610 769 5,538 2,225 886 1,384 -33 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 7.7 5.1 79.9 76.6 89.5 89.3 10.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 3 26 26 29 30 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 114,782 COMMITMENTS 5,489 0 2,545 94,183 101,499 102,217 104,044 12,565 10,738 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 3,616) 1,584 0 -666 1,229 3,455 2,147 2,789 1,469 827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 2.2 82.1 88.4 89.1 90.6 10.9 9.4 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 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,013 COMMITMENTS 10,856 3,012 1,099 77,961 86,136 89,916 90,247 9,097 8,766 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,889) 1,370 -404 -359 298 3,017 1,309 2,254 1,580 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 3.0 1.1 78.7 87.0 90.8 91.1 9.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 2 22 30 26 32 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,906 COMMITMENTS 7,512 0 5,018 38,183 47,017 50,713 52,035 6,193 4,871 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -391) -1,585 0 90 1,164 -421 -331 -331 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 0.0 8.8 67.1 82.6 89.1 91.4 10.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 16 19 18 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,586 COMMITMENTS 4,968 1,897 4,635 60,583 60,978 70,186 67,510 6,400 9,076 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 580) 708 1,270 -1,178 96 1,012 -374 1,104 954 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.5 6.1 79.1 79.6 91.6 88.1 8.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 23 26 25 28 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,662 COMMITMENTS 5,197 4,412 2,465 87,651 83,332 95,313 90,209 5,349 10,453 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,726) 112 219 304 1,210 900 1,626 1,423 100 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 4.4 2.4 87.1 82.8 94.7 89.6 5.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 3 26 33 29 37 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,925 COMMITMENTS 7,373 1,390 4,294 88,643 93,710 100,310 99,394 11,615 12,531 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -5) -815 -132 241 713 224 139 333 -144 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.2 3.8 79.2 83.7 89.6 88.8 10.4 11.2 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 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,331 COMMITMENTS 2,238 5,574 6,066 56,117 47,226 64,421 58,866 6,910 12,465 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,306) -4,472 3,039 -946 5,489 -202 71 1,891 1,235 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 7.8 8.5 78.7 66.2 90.3 82.5 9.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 4 19 18 23 22 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 116,048 COMMITMENTS 5,737 5,326 24,459 83,427 75,506 113,623 105,291 2,425 10,757 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 5,958) 142 -5,190 3,987 1,585 5,600 5,714 4,397 244 1,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.6 21.1 71.9 65.1 97.9 90.7 2.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 14 15 19 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,966 COMMITMENTS 1,325 0 3,704 48,554 48,142 53,583 51,846 8,383 10,120 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,782) -66 0 178 5,921 2,310 6,033 2,488 -4,251 -706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 6.0 78.4 77.7 86.5 83.7 13.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 23 24 25 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,872 COMMITMENTS 11,898 428 4,198 89,367 99,470 105,463 104,096 5,409 6,776 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -1,319) -4,739 -240 1,086 2,024 -1,837 -1,629 -991 310 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.4 3.8 80.6 89.7 95.1 93.9 4.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 4 33 34 38 38 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 129,309 COMMITMENTS 2,620 31,919 16,671 90,928 70,602 110,219 119,192 19,090 10,117 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,688) 0 703 -214 1,525 2,559 1,311 3,048 1,377 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 24.7 12.9 70.3 54.6 85.2 92.2 14.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 6 5 29 27 34 34 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 114,666 COMMITMENTS 5,521 2,832 9,547 88,689 87,170 103,757 99,549 10,909 15,117 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 3,171) 406 -1,712 1,712 1,097 2,468 3,215 2,468 -44 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 2.5 8.3 77.3 76.0 90.5 86.8 9.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 19 18 23 21 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 235,988 COMMITMENTS 14,135 4,822 5,403 200,619 211,829 220,157 222,054 15,831 13,934 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,368) 2,586 -9,653 49 -1,155 12,236 1,480 2,632 888 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.0 2.3 85.0 89.8 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 6 40 39 46 46 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 240,575 COMMITMENTS 11,217 9,065 15,281 199,924 205,644 226,422 229,990 14,153 10,585 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,206) -5,136 5,140 -2,456 12,821 3,367 5,229 6,051 977 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 3.8 6.4 83.1 85.5 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 39 34 46 38 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 251,587 COMMITMENTS 11,683 9,226 14,299 214,549 214,671 240,531 238,196 11,056 13,391 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,318) 0 -5,688 1,082 1,216 6,252 2,298 1,646 20 672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 3.7 5.7 85.3 85.3 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 3 5 47 44 54 49 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,378 COMMITMENTS 0 834 2,804 42,610 39,662 45,414 43,300 7,964 10,078 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 209) -5,422 66 -29 5,660 172 209 209 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 5.3 79.8 74.3 85.1 81.1 14.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 20 17 21 18 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 215,905 COMMITMENTS 18,694 7,159 16,950 171,261 180,054 206,905 204,163 9,000 11,742 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,032) -717 749 -196 5,948 4,243 5,035 4,796 -1,003 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 3.3 7.9 79.3 83.4 95.8 94.6 4.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 6 42 42 49 48 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,040 COMMITMENTS 3,525 4,195 780 51,962 44,952 56,267 49,927 7,773 14,113 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 756) 0 0 0 1,999 957 1,999 957 -1,243 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.6 1.2 81.1 70.2 87.9 78.0 12.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 22 18 24 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,263,301 COMMITMENTS 1127716 120,737 836,387 1259527 2285121 3223630 3242245 39,671 21,056 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 4,690) 6,241 -17,982 -7,691 763 22,296 -687 -3,377 5,377 8,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 3.7 25.6 38.6 70.0 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 34 17 41 100 95 151 138 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,164,658 COMMITMENTS 106,665 388,006 287,347 767,582 485,654 1161594 1161007 3,064 3,651 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 49,704) -18,327 24,192 20,837 48,055 3,518 50,565 48,547 -861 1,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 33.3 24.7 65.9 41.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 20 29 43 42 78 78 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,166 COMMITMENTS 1,778 411 246 27,511 28,781 29,535 29,438 631 728 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -40) 0 -12 18 -64 -52 -46 -46 6 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.4 0.8 91.2 95.4 97.9 97.6 2.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 3 27 30 32 35 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,497 COMMITMENTS 3,626 0 331 11,100 14,918 15,057 15,249 440 248 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 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 18 19 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,022 COMMITMENTS 540 1,316 572 21,186 21,732 22,298 23,620 2,724 1,402 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 420) -20 0 0 420 420 400 420 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.3 2.3 84.7 86.9 89.1 94.4 10.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 16 21 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,088 COMMITMENTS 2,520 240 640 25,602 26,882 28,762 27,762 326 1,326 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 888) -240 0 0 1,156 902 916 902 -28 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.8 2.2 88.0 92.4 98.9 95.4 1.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 23 22 26 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,477,007 COMMITMENTS 267,721 191,611 397,468 730,973 774,688 1396162 1363767 80,845 113,240 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 54,576) 988 -3,079 11,198 45,630 56,411 57,816 64,530 -3,240 -9,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.0 26.9 49.5 52.4 94.5 92.3 5.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 97 120 138 90 103 278 282 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 124,949 COMMITMENTS 23,863 15,676 4,593 61,508 51,807 89,964 72,076 34,985 52,873 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,067) -565 -693 333 -2,993 -7,064 -3,225 -7,424 5,292 9,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 12.5 3.7 49.2 41.5 72.0 57.7 28.0 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 4 14 14 18 19 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,619 COMMITMENTS 150 865 0 18,469 17,754 18,619 18,619 0 0 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 275) 0 0 0 275 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.6 0.0 99.2 95.4 100.0 100.0 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 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 190,548 COMMITMENTS 29,902 36,163 42,890 107,982 104,065 180,774 183,118 9,774 7,430 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 5,983) -2,487 1,051 1,762 6,505 3,212 5,780 6,025 203 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 19.0 22.5 56.7 54.6 94.9 96.1 5.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 16 23 27 26 53 50 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,789 COMMITMENTS 1,310 2,518 3,000 19,602 18,304 23,912 23,822 1,877 1,967 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,281) 675 -580 -1,513 1,474 3,003 636 910 645 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.8 11.6 76.0 71.0 92.7 92.4 7.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 16 18 19 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,770 COMMITMENTS 400 400 0 5,370 5,370 5,770 5,770 0 0 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.9 0.0 93.1 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 15 15 16 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,268 COMMITMENTS 11,211 2,677 390 5,868 16,225 17,469 19,292 2,799 976 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 678) 15 6 200 4 125 219 331 459 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 13.2 1.9 29.0 80.1 86.2 95.2 13.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 43 14 7 14 30 63 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,783 COMMITMENTS 10,432 1,557 124 1,566 12,515 12,122 14,196 3,661 1,587 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,822) 706 -105 -1 39 1,771 744 1,665 1,078 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.1 9.9 0.8 9.9 79.3 76.8 89.9 23.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 43 8 2 8 21 52 30 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 262,563 COMMITMENTS 76,203 9,283 28,340 134,083 211,273 238,626 248,896 23,937 13,667 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 256) 7,997 819 846 -6,578 -1,748 2,265 -83 -2,009 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 3.5 10.8 51.1 80.5 90.9 94.8 9.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 72 21 37 73 91 165 134 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,725 COMMITMENTS 0 50 200 2,325 2,460 2,525 2,710 200 15 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 65) 0 50 -50 100 150 50 150 15 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 7.3 85.3 90.3 92.7 99.4 7.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 18 18 20 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,048 COMMITMENTS 0 591 396 10,846 10,441 11,242 11,428 806 620 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -62) 0 -200 121 -458 -45 -337 -124 275 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 3.3 90.0 86.7 93.3 94.9 6.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 21 24 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,870 COMMITMENTS 0 575 75 4,795 4,170 4,870 4,820 0 50 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 50 100 50 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.8 1.5 98.5 85.6 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 14 20 15 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,670 COMMITMENTS 160 0 0 1,510 1,670 1,670 1,670 0 0 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 90.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 8 12 10 12 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/13/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,530 COMMITMENTS 2,793 658 679 8,426 8,071 11,898 9,408 1,632 4,122 CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 366) -153 -240 75 333 906 255 741 111 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 4.9 5.0 62.3 59.7 87.9 69.5 12.1 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 3 21 19 27 24
Updated July 29, 2008