GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,102
COMMITMENTS
       0       50        0    6,777    6,617    6,777    6,667      325      435

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        610)
       0      -25        0      285      310      285      285      325      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     95.4     93.2     95.4     93.9      4.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       32       25       32       26
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,500
COMMITMENTS
      50      955        0    7,270    6,320    7,320    7,275      180      225

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -25        0      -25        0       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     12.7      0.0     96.9     84.3     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        0       25       27       26       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,601
COMMITMENTS
       0       78       27    2,909    2,966    2,936    3,071      665      530

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        126)
       0       78       27       24       71       51      176       75      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.7     80.8     82.4     81.5     85.3     18.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       23       27       24       28
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,102
COMMITMENTS
      75        0       45    3,530    3,289    3,650    3,334      452      768

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        237)
      20        0      -15      223       58      228       43        9      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      1.1     86.1     80.2     89.0     81.3     11.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        2       31       34       33       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      214,630
COMMITMENTS
  32,973   18,367   30,834  116,937  137,489  180,744  186,690   33,886   27,940

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -11,371)
  -1,788    1,654   -2,388   -6,200  -11,569  -10,376  -12,303     -995      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      8.6     14.4     54.5     64.1     84.2     87.0     15.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      37       25       38       61       63      121      110
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        8,075
COMMITMENTS
   1,700       50      450    5,775    6,645    7,925    7,145      150      930

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        100)
      50        0        0      250     -555      300     -555     -200      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      0.6      5.6     71.5     82.3     98.1     88.5      1.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        3       24       30       28       33
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,500
COMMITMENTS
   1,325       50      100    5,450    7,175    6,875    7,325      625      175

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.7      1.3     72.7     95.7     91.7     97.7      8.3      2.3

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 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      902,704
COMMITMENTS
 180,898  252,312  289,171  357,185  332,965  827,254  874,448   75,450   28,256

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      9,857)
  25,057   27,275  -10,070   -2,474   -6,148   12,513   11,057   -2,656   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     28.0     32.0     39.6     36.9     91.6     96.9      8.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      92       42       78       76       70      211      158
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,162
COMMITMENTS
       0   10,207    2,399   89,647   72,924   92,046   85,530    6,116   12,632

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -481)
       0       66      -61     -420     -546     -481     -541        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      2.4     91.3     74.3     93.8     87.1      6.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       24       22       26       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,451
COMMITMENTS
   3,379   10,598    2,038   61,867   54,493   67,284   67,129    8,167    8,322

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        294)
       0    1,817     -918    1,119     -868      201       31       93      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     14.0      2.7     82.0     72.2     89.2     89.0     10.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       25       25       28       29
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,882
COMMITMENTS
   5,151        0    2,486   99,356  103,938  106,993  106,424    7,889    8,458

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        -92)
   1,366        0     -634    1,013    1,660    1,745    1,026   -1,837   -1,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.2     86.5     90.5     93.1     92.6      6.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       29       28       31       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,691
COMMITMENTS
  10,525    3,012    1,279   78,424   86,135   90,228   90,426    8,463    8,265

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          0)
    -240        0      240       30     -300       30      -60      -30       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      3.1      1.3     79.5     87.3     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       24       30       28       32
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,559
COMMITMENTS
   6,586        0    5,468   40,786   49,036   52,840   54,504    6,719    5,055

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,705)
  -1,270        0      578    1,997      943    1,305    1,521      400      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.0      9.2     68.5     82.3     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       18       19       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,191
COMMITMENTS
   5,756    4,755    2,982   61,315   60,808   70,053   68,545    6,138    7,646

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -1,177)
     184      161     -334     -705      486     -855      313     -322   -1,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.2      3.9     80.5     79.8     91.9     90.0      8.1     10.0

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 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,414
COMMITMENTS
   6,216    4,073    3,282   87,974   86,058   97,472   93,413    4,942    9,001

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      2,502)
     378   -1,100    1,083      619    2,447    2,080    2,430      422       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.0      3.2     85.9     84.0     95.2     91.2      4.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        3       28       35       31       39
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,937
COMMITMENTS
   6,931    2,012    6,075  100,213  101,662  113,219  109,749    9,718   13,188

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        362)
    -512    1,772      128      513   -1,808      129       92      233      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.6      4.9     81.5     82.7     92.1     89.3      7.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       22       25       26       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,330
COMMITMENTS
   4,686    5,779    5,605   52,184   44,583   62,475   55,967    6,855   13,363

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -1,109)
     291     -428      201   -1,745     -412   -1,253     -639      144     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      8.3      8.1     75.3     64.3     90.1     80.7      9.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       18       17       22       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,768
COMMITMENTS
   5,974    4,958   23,431   83,704   78,157  113,109  106,546    1,659    8,222

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -211)
  -1,492      428      261      868     -900     -363     -211      152        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      4.3     20.4     72.9     68.1     98.6     92.8      1.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       16       21       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,531
COMMITMENTS
   1,224      283    3,655   49,650   48,781   54,529   52,719    9,002   10,812

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -257)
       0     -620       57     -374       66     -317     -497       60      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.4      5.8     78.2     76.8     85.8     83.0     14.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       24       25       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,636
COMMITMENTS
  13,848      758    4,763   94,000  104,232  112,611  109,753    5,025    7,883

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,544)
     -32      240      375    1,727      656    2,070    1,271     -526      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.6      4.0     79.9     88.6     95.7     93.3      4.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       34       34       39       38
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,803
COMMITMENTS
   2,680   35,304   16,549   93,245   71,091  112,474  122,944   19,329    8,859

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,360)
       0    1,705        0    1,179      259    1,179    1,964      181     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     26.8     12.6     70.7     53.9     85.3     93.3     14.7      6.7

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 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,012
COMMITMENTS
   8,323      376   10,668   88,573   90,447  107,564  101,491    9,448   15,521

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,596)
     885   -2,456    1,200   -1,740    1,828      345      572    1,251    1,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.3      9.1     75.7     77.3     91.9     86.7      8.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       19       18       24       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       48,769
COMMITMENTS
       0        0        0   45,543   47,045   45,543   47,045    3,226    1,724

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.4     96.5     93.4     96.5      6.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       14       12       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,978
COMMITMENTS
  14,568    2,794    5,406  204,394  219,987  224,368  228,187   17,610   13,791

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      2,053)
     514   -1,457      190     -714    3,158      -10    1,891    2,063      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.2      2.2     84.5     90.9     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        6       43       41       49       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,467
COMMITMENTS
   9,804    8,528   15,796  205,484  209,220  231,084  233,544   13,383   10,923

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      2,280)
  -2,804   -1,141      515    4,295    1,928    2,006    1,302      274      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      3.5      6.5     84.1     85.6     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       40       34       46       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      253,881
COMMITMENTS
  11,962    5,136   15,083  216,202  222,058  243,247  242,277   10,634   11,604

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:         56)
     924      -16      460   -1,397     -383      -13       61       69       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.0      5.9     85.2     87.5     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        4       51       48       57       52
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,489
COMMITMENTS
     843      918    2,523   43,669   42,611   47,035   46,052    8,454    9,437

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -428)
     341        0     -338   -1,319     -183   -1,316     -521      888       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.7      4.5     78.7     76.8     84.8     83.0     15.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,684
COMMITMENTS
  17,735    5,929   19,278  174,198  184,676  211,211  209,883    9,473   10,801

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        523)
  -1,227      138    1,116      527     -974      416      280      107      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      2.7      8.7     78.9     83.7     95.7     95.1      4.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       42       41       48       46
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,459
COMMITMENTS
   3,525    3,480      960   52,048   45,504   56,533   49,944    7,926   14,515

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        179)
       0     -926      240      -61      372      179     -314        0      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      5.4      1.5     80.7     70.6     87.7     77.5     12.3     22.5

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 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,525,383
COMMITMENTS
 1265842  225,887  867,665  1370873  2407221  3504380  3500773   21,003   24,610

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    229,254)
 140,411  103,588   35,188   59,565   75,816  235,164  214,592   -5,910   14,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      6.4     24.6     38.9     68.3     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      37       16       48      111      103      166      151
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,227,921
COMMITMENTS
  88,372  412,034  312,570  796,095  497,667  1197037  1222271   30,884    5,650

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     54,614)
    -133   30,036   10,355   17,027   10,974   27,249   51,365   27,365    3,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     33.6     25.5     64.8     40.5     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       22       29       45       45       82       79
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,818
COMMITMENTS
   1,778      430      242   28,163   29,440   30,183   30,112      635      706

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:         75)
       0       16       -7      104       91       97      100      -22      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.4      0.8     91.4     95.5     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        3       30       31       35       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       12,425
COMMITMENTS
   1,364      195      106   10,699   11,868   12,169   12,169      256      256

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      1.6      0.9     86.1     95.5     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       10       13       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,173
COMMITMENTS
   3,646        0      331   11,636   15,198   15,613   15,529      560      644

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.0      2.0     71.9     94.0     96.5     96.0      3.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       18       18       21       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,622
COMMITMENTS
     540    1,326      562   21,796   22,332   22,898   24,220    2,724    1,402

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      480      480      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.2      2.2     85.1     87.2     89.4     94.5     10.6      5.5

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 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,024
COMMITMENTS
   3,240      240      640   26,106   28,106   29,986   28,986       38    1,038

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        984)
     480        0        0      504      984      984      984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.8      2.1     87.0     93.6     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       22       26       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        8,292
COMMITMENTS
     530        0       12    7,214    7,360    7,756    7,372      536      920

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      0.1     87.0     88.8     93.5     88.9      6.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       13       14       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,338,874
COMMITMENTS
 229,157  190,132  359,021  667,020  691,347  1255198  1240500   83,676   98,374

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:    -17,783)
 -18,312   -3,186   -1,879    1,319    2,282  -18,872   -2,783    1,089  -15,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     14.2     26.8     49.8     51.6     93.8     92.7      6.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      89      127      126       85       97      257      274
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      132,014
COMMITMENTS
  23,583   14,954    5,374   63,152   56,233   92,109   76,561   39,905   55,453

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        868)
  -1,130   -1,759     -854     -152    1,152   -2,136   -1,461    3,004    2,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     11.3      4.1     47.8     42.6     69.8     58.0     30.2     42.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       13       14       18       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,019
COMMITMENTS
   1,050      865        0   19,114   20,154   20,164   21,019      855        0

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,680)
     900        0        0      -75    1,680      825    1,680      855        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      4.1      0.0     90.9     95.9     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        0       26       27       28       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      190,296
COMMITMENTS
  14,714   31,112   47,181  118,875  104,953  180,770  183,246    9,526    7,050

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     11,034)
 -16,222     -280    8,396   20,082    4,179   12,256   12,295   -1,222   -1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     16.3     24.8     62.5     55.2     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       14       25       24       24       51       51
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,916
COMMITMENTS
   1,210    2,498    4,100   19,175   18,353   24,485   24,951    2,431    1,965

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        415)
       0      300        0     -185      666     -185      966      600     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      9.3     15.2     71.2     68.2     91.0     92.7      9.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        4       14       16       18       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,415
COMMITMENTS
     100      700        0    6,015    5,715    6,115    6,415      300        0

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        600)
    -300      300        0      600      300      300      600      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     10.9      0.0     93.8     89.1     95.3    100.0      4.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       13       15       14       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,352
COMMITMENTS
   9,541    1,711      823    5,547   15,431   15,911   17,965    2,441      387

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:       -356)
    -376     -129       -5      108      -50     -273     -184      -83     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0      9.3      4.5     30.2     84.1     86.7     97.9     13.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      47       10        6       14       25       64       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,295
COMMITMENTS
  11,729    2,082      389    1,472   13,635   13,590   16,106    3,705    1,189

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:         70)
      58      157        0      136      179      194      336     -124     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8     12.0      2.2      8.5     78.8     78.6     93.1     21.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      51       11        2        7       22       59       34
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,454
COMMITMENTS
  71,873   10,216   29,070  145,546  216,842  246,489  256,128   23,965   14,326

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:     -4,918)
  -6,093    1,705   -2,563    4,639   -3,126   -4,017   -3,984     -901     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      3.8     10.7     53.8     80.2     91.1     94.7      8.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      67       19       40       78       94      162      141
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,235
COMMITMENTS
       0       50      250    2,650    2,635    2,900    2,935      335      300

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        460)
       0        0       50      275      125      325      175      135      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      7.7     81.9     81.5     89.6     90.7     10.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        2       18       20       20       22
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       14,375
COMMITMENTS
     182      766      390   13,415   13,133   13,987   14,289      388       86

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:      1,842)
    -218     -150       90    1,863    2,320    1,735    2,260      107     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.3      2.7     93.3     91.4     97.3     99.4      2.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       25       22       27       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,220
COMMITMENTS
       0      575       75    5,145    4,520    5,220    5,170        0       50

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      1.4     98.6     86.6    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       19       16       20       17
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,054
COMMITMENTS
     160        0        0    1,894    2,054    2,054    2,054        0        0

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      0.0     92.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        8       13       10       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/27/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,425
COMMITMENTS
   2,006      732    1,103   10,465    7,704   13,574    9,539    1,851    5,886

CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST:         45)
    -826       74      313      264     -142     -249      245      294     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      4.7      7.2     67.8     49.9     88.0     61.8     12.0     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        4        3       23       20       29       26
 

Updated July 29, 2008