GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,394
COMMITMENTS
       0       50        0    8,197    8,077    8,197    8,127      197      267

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      1,133)
       0        0        0      936    1,576      936    1,576      197     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     97.7     96.2     97.7     96.8      2.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       29       26       29       27
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,705
COMMITMENTS
       0      830        0    7,505    6,680    7,505    7,510      200      195

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:         -5)
       0       25        0       -5       20       -5       45        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      0.0     97.4     86.7     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       25       25       25       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,953
COMMITMENTS
      20      102       32    3,222    3,122    3,274    3,256      679      697

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        307)
     -70        0       10      491      412      431      422     -124     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.6      0.8     81.5     79.0     82.8     82.4     17.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       29       29       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,054
COMMITMENTS
       0       30       55    3,401    3,216    3,456    3,301      598      753

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        108)
       0       30       55       89       65      144      150      -36      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      1.4     83.9     79.3     85.2     81.4     14.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       33       35       35       37
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      219,020
COMMITMENTS
  32,158   15,705   31,399  123,369  149,918  186,926  197,022   32,094   21,998

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -3,773)
   3,240      241      465   -5,860   -2,160   -2,155   -1,454   -1,618   -2,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      7.2     14.3     56.3     68.4     85.3     90.0     14.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      33       23       35       59       65      112      107
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        8,851
COMMITMENTS
   1,033       50      650    7,168    7,096    8,851    7,796        0    1,055

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        686)
     233       50      150      503      786      886      986     -200     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.6      7.3     81.0     80.2    100.0     88.1      0.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        2       28       33       32       35
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,465
COMMITMENTS
   1,116      516        0    5,124    5,949    6,240    6,465      225        0

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -1,100)
    -675       75      -75     -350   -1,075   -1,100   -1,075        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      8.0      0.0     79.3     92.0     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       16       13       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      971,774
COMMITMENTS
 205,398  306,725  322,545  358,793  311,272  886,736  940,542   85,038   31,232

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:         47)
  -8,218   10,808   -1,542    1,210   -7,976   -8,550    1,290    8,597   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     31.6     33.2     36.9     32.0     91.2     96.8      8.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
     109       41       83       77       66      228      155
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,948
COMMITMENTS
   1,014    8,562    1,420   87,847   79,303   90,281   89,285    7,667    8,663

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -4,076)
     554        6     -498   -6,612   -4,091   -6,556   -4,583    2,480      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      8.7      1.4     89.7     81.0     92.2     91.2      7.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       25       23       27       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,667
COMMITMENTS
   3,067   10,322    2,726   53,568   44,596   59,361   57,644    6,306    8,023

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -6,207)
    -372      176       23   -4,136   -5,623   -4,485   -5,424   -1,722     -783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     15.7      4.2     81.6     67.9     90.4     87.8      9.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       24       31       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,397
COMMITMENTS
   3,388      503    3,006   87,264   90,227   93,658   93,736    8,739    8,661

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -9,749)
    -124   -2,607      540  -11,197   -6,939  -10,781   -9,006    1,032     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.5      2.9     85.2     88.1     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       29       25       31       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,439
COMMITMENTS
  10,408    2,832      517   78,513   88,825   89,438   92,174   14,001   11,265

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      2,009)
     333        0      -60    1,736    1,548    2,009    1,488        0      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      2.7      0.5     75.9     85.9     86.5     89.1     13.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       20       26       24       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,129
COMMITMENTS
   3,020    2,018    5,909   38,611   39,431   47,540   47,358    3,589    3,771

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -5,385)
       0     -358       15   -2,652   -3,790   -2,637   -4,133   -2,748   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.9     11.6     75.5     77.1     93.0     92.6      7.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       18       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,445
COMMITMENTS
   4,603    5,902    2,820   53,118   54,088   60,541   62,810   10,904    8,635

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -5,035)
    -961     -782       53   -4,014   -5,580   -4,922   -6,309     -113    1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      8.3      3.9     74.3     75.7     84.7     87.9     15.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       24       23       25
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,498
COMMITMENTS
   3,861    5,999    2,580   93,948   91,170  100,389   99,749    6,109    6,749

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      2,602)
  -2,358    1,234      460    4,959      624    3,061    2,318     -459      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      5.6      2.4     88.2     85.6     94.3     93.7      5.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        3       30       37       33       41
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,503
COMMITMENTS
     480    3,456    8,058  106,419   98,412  114,957  109,926    9,546   14,577

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      1,924)
    -429      626      277    2,076      870    1,924    1,773        0      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.8      6.5     85.5     79.0     92.3     88.3      7.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        4       22       26       26       31
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,089
COMMITMENTS
   1,608    2,452    5,341   43,933   37,318   50,882   45,111    4,207    9,978

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -8,732)
    -578     -439     -530   -7,240   -6,762   -8,348   -7,731     -384   -1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.5      9.7     79.7     67.7     92.4     81.9      7.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       17       22       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      105,358
COMMITMENTS
   5,384    7,925   19,640   79,577   74,214  104,601  101,779      757    3,579

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -8,000)
    -753    2,133   -2,226   -4,692   -7,163   -7,671   -7,256     -329     -744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.5     18.6     75.5     70.4     99.3     96.6      0.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       17       20       22       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,927
COMMITMENTS
     736    1,134    3,046   47,636   46,528   51,418   50,708    8,509    9,219

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -5,290)
    -248     -233      111   -6,955   -4,910   -7,092   -5,032    1,802     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.9      5.1     79.5     77.6     85.8     84.6     14.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       26       25       28       26
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,147
COMMITMENTS
   4,469    1,056    8,149   88,410   91,391  101,028  100,596    6,119    6,551

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:      1,472)
  -1,718    1,056    1,294    4,827     -727    4,403    1,623   -2,931     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.0      7.6     82.5     85.3     94.3     93.9      5.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        4       32       34       37       38
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,936
COMMITMENTS
       0    6,156        0   45,185   43,543   45,185   49,699    7,751    3,237

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      0.0     85.4     82.3     85.4     93.9     14.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       13       16       15
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,889
COMMITMENTS
   6,056   26,271   15,655   81,065   64,903  102,776  106,829   15,113   11,060

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -12,277)
   3,161      587   -5,343   -9,431   -8,572  -11,613  -13,328     -664    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     22.3     13.3     68.8     55.1     87.2     90.6     12.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        5        5       30       25       35       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,645
COMMITMENTS
  11,744        0    7,223   81,583   85,994  100,550   93,217    7,095   14,428

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -9,630)
   3,737      -16   -6,143   -4,441   -3,523   -6,847   -9,682   -2,783       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      6.7     75.8     79.9     93.4     86.6      6.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        4       20       18       25       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,058
COMMITMENTS
   3,680        0        0   44,398   47,494   48,078   47,494      980    1,564

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -6,365)
  -1,240     -620        0   -4,877   -5,332   -6,117   -5,952     -248     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.0     90.5     96.8     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      226,877
COMMITMENTS
   9,839    3,910    6,592  193,306  203,678  209,737  214,180   17,140   12,697

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -10,571)
  -3,931      253      926   -7,289  -10,924  -10,294   -9,745     -277     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.7      2.9     85.2     89.8     92.4     94.4      7.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        6       44       41       51       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,460
COMMITMENTS
   7,543   14,223   17,039  194,600  190,807  219,182  222,069   12,278    9,391

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -10,270)
  -1,936      124     -952   -6,193  -10,780   -9,081  -11,608   -1,189    1,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      6.1      7.4     84.1     82.4     94.7     95.9      5.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        3       39       34       44       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,971
COMMITMENTS
  10,946    2,266   13,757  196,752  208,111  221,455  224,134   10,516    7,837

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -13,871)
  -2,649      917   -2,590   -8,425  -12,603  -13,664  -14,276     -207      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.0      5.9     84.8     89.7     95.5     96.6      4.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        4       54       51       59       55
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,645
COMMITMENTS
     897        0    2,402   35,962   35,597   39,261   37,999    7,384    8,646

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -4,595)
    -493        0       97   -4,436   -4,501   -4,832   -4,404      237     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      5.1     77.1     76.3     84.2     81.5     15.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       14       20       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      199,654
COMMITMENTS
  18,422    7,203   14,320  160,805  168,784  193,547  190,307    6,107    9,347

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -14,696)
  -1,509     -148   -3,033   -9,569  -10,241  -14,111  -13,422     -585   -1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      3.6      7.2     80.5     84.5     96.9     95.3      3.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        5       41       43       46       48
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,556
COMMITMENTS
   2,117    4,484      570   46,014   40,378   48,701   45,432    8,855   12,124

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -5,371)
    -868     -186        0   -3,998   -4,135   -4,866   -4,321     -505   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.8      1.0     79.9     70.2     84.6     78.9     15.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       22       19       24       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,509,769
COMMITMENTS
 1439310  309,577  773,697  1262201  2413426  3475208  3496700   34,561   13,069

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:   -126,418)
  13,300   12,036  -39,557 -104,066  -97,700 -130,323 -125,221    3,905   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      8.8     22.0     36.0     68.8     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      32       15       43      102       98      151      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,071,339
COMMITMENTS
 141,034  299,632  266,823  660,370  502,532  1068227  1068987    3,112    2,352

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:   -116,001)
  11,779  -53,444  -39,031  -89,076  -23,897 -116,328 -116,372      327      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     28.0     24.9     61.6     46.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      21       22       32       44       43       84       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,275
COMMITMENTS
   1,172      370      482   24,865   25,770   26,519   26,622      756      653

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -2,405)
     478     -304     -425   -2,096   -1,068   -2,043   -1,797     -362     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.4      1.8     91.2     94.5     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        4       29       30       35       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,921
COMMITMENTS
   1,322        0        0   10,279   11,665   11,601   11,665      320      256

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       82       82       82       82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.0      0.0     86.2     97.9     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       14       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,691
COMMITMENTS
   3,290        0      337   10,296   13,862   13,923   14,199      768      492

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -748)
     -38        0        0     -771     -676     -809     -676       61      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      0.0      2.3     70.1     94.4     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       19       19       22       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,228
COMMITMENTS
     280      480      480   21,040   21,522   21,800   22,482    2,428    1,746

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -316)
    -100      -52      -28     -520     -526     -648     -606      332      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.0      2.0     86.8     88.8     90.0     92.8     10.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       18       21       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,162
COMMITMENTS
       0      240      480   29,646   28,328   30,126   29,048       36    1,114

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -738)
       0      -70      -90     -646     -546     -736     -706       -2      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      1.6     98.3     93.9     99.9     96.3      0.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       20       24       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| 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:        9,606
COMMITMENTS
     120        0        0    8,090    8,458    8,210    8,458    1,396    1,148

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:         18)
     -50        0        0   -1,228      -40   -1,278      -40    1,296       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     84.2     88.0     85.5     88.0     14.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       14       15       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,294,480
COMMITMENTS
 221,478  194,966  350,730  641,480  664,448  1213688  1210144   80,792   84,336

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -11,595)
  10,341    4,426  -11,861  -19,696   11,527  -21,216    4,092    9,621  -15,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     15.1     27.1     49.6     51.3     93.8     93.5      6.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      90      126      128       82       99      261      270
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,246
COMMITMENTS
     900      600       25   17,321   17,621   18,246   18,246        0        0

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:     -1,046)
       0      -50        0   -1,046     -996   -1,046   -1,046        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.3      0.1     94.9     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       29       27       31       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      186,308
COMMITMENTS
  16,476   26,938   41,649  117,405  108,546  175,530  177,133   10,778    9,175

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        171)
     580      -61     -499      320      679      401      119     -230       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     14.5     22.4     63.0     58.3     94.2     95.1      5.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       11       23       24       24       48       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,074
COMMITMENTS
   1,710    1,986    3,000   18,486   18,793   23,196   23,779    2,878    2,295

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        297)
       0        0        0      230      287      230      287       67       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      7.6     11.5     70.9     72.1     89.0     91.2     11.0      8.8

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 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,792
COMMITMENTS
       0      600        0    5,792    5,192    5,792    5,792        0        0

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -453)
     -50      -50        0     -403     -403     -453     -453        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      0.0    100.0     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       15       16       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,252
COMMITMENTS
  11,125    3,303       97    3,477   13,539   14,699   16,939    2,553      313

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        174)
     409      -12      -18     -477      125      -86       95      260       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     19.1      0.6     20.2     78.5     85.2     98.2     14.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      53       12        5       15       27       70       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,141
COMMITMENTS
   9,846    2,107      122    1,783   12,001   11,751   14,230    3,390      911

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:         90)
    -333      207     -168      143     -159     -358     -120      448      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     13.9      0.8     11.8     79.3     77.6     94.0     22.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      40        8        3       10       21       52       30
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      247,679
COMMITMENTS
  70,079   10,355   24,201  131,702  201,967  225,982  236,523   21,697   11,156

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:    -18,492)
   3,581   -2,883   -5,529  -15,403   -9,607  -17,351  -18,019   -1,141     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      4.2      9.8     53.2     81.5     91.2     95.5      8.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      67       16       31       71       86      150      123
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,602
COMMITMENTS
     100       50      200    4,260    4,242    4,560    4,492       42      110

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        842)
     100        0        0    1,057      882    1,157      882     -315      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.1      4.3     92.6     92.2     99.1     97.6      0.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       23       21       25       23
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       17,161
COMMITMENTS
   1,220      810      514   15,344   15,776   17,078   17,100       83       61

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        769)
       0     -275       71      732      993      803      789      -34      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      4.7      3.0     89.4     91.9     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        2       31       25       33       27
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,280
COMMITMENTS
       0      250       75    5,205    4,855    5,280    5,180        0      100

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      300      350      300      350      -50     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      1.4     98.6     92.0    100.0     98.1      0.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       22       19       23       20
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,259
COMMITMENTS
     192        0        0    1,779    2,067    1,971    2,067      288      192

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -319)
     -32        0        0     -287     -319     -319     -319        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     78.8     91.5     87.3     91.5     12.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       10       11       12       11
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/01/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,430
COMMITMENTS
   1,432    2,094      401    8,378    8,325   10,211   10,820    3,219    2,610

CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST:       -543)
    -132      119     -176     -669     -423     -977     -480      434      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     15.6      3.0     62.4     62.0     76.0     80.6     24.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        3       16       22       21       27
 

Updated July 29, 2008