GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     6,477:         0         50          0      6,061      5,856      6,061      5,906:       416        571
Old  :     6,477:         0         50          0      6,061      5,856      6,061      5,906:       416        571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -625:         0          0          0       -716       -761       -716       -761:        91        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.8        0.0       93.6       90.4       93.6       91.2:       6.4        8.8
Old  :     100.0:       0.0        0.8        0.0       93.6       90.4       93.6       91.2:       6.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          1          0         29         22         29         23:
Old  :        38:         0          1          0         29         22         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       40.6       56.4       64.7       36.7       40.6       52.6       57.8
Old  :                 36.9       40.6       56.4       64.7       36.7       40.6       52.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     6,860:         0        955          0      6,670      5,710      6,670      6,665:       190        195
Old  :     6,860:         0        955          0      6,670      5,710      6,670      6,665:       190        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -640:       -50          0          0       -600       -610       -650       -610:        10        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.9        0.0       97.2       83.2       97.2       97.2:       2.8        2.8
Old  :     100.0:       0.0       13.9        0.0       97.2       83.2       97.2       97.2:       2.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          4          0         24         23         24         27:
Old  :        37:         0          4          0         24         23         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       48.0       73.5       69.4       52.0       44.7       61.0       56.8
Old  :                 56.3       48.0       73.5       69.4       52.0       44.7       61.0       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     3,041:         0         96          6      2,134      2,245      2,140      2,347:       901        694
Old  :     3,041:         0         96          6      2,134      2,245      2,140      2,347:       901        694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -560:         0         18        -21       -775       -721       -796       -724:       236        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.2        0.2       70.2       73.8       70.4       77.2:      29.6       22.8
Old  :     100.0:       0.0        3.2        0.2       70.2       73.8       70.4       77.2:      29.6       22.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         19         22         20         23:
Old  :        25:         0          1          1         19         22         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       31.7       47.5       51.8       20.4       22.2       28.7       33.4
Old  :                 27.4       31.7       47.5       51.8       20.4       22.2       28.7       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 1,000 METRIC TONS)                            :
     :          :                                                                            :
All  :     3,494:         0          0          0      2,948      2,726      2,948      2,726:       546        768
Old  :     3,494:         0          0          0      2,948      2,726      2,948      2,726:       546        768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -608:       -75          0        -45       -582       -563       -702       -608:        94          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       84.4       78.0       84.4       78.0:      15.6       22.0
Old  :     100.0:       0.0        0.0        0.0       84.4       78.0       84.4       78.0:      15.6       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          0          0         29         28         29         28:
Old  :        33:         0          0          0         29         28         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       24.5       46.6       45.4       27.7       18.1       38.4       31.5
Old  :                 33.0       24.5       46.6       45.4       27.7       18.1       38.4       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   252,906:    29,770     19,527     55,528    131,490    152,292    216,788    227,348:    36,117     25,558
Old  :   252,906:    29,770     19,527     55,528    131,490    152,292    216,788    227,348:    36,117     25,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -3,245:    -2,960     -1,209      3,358     -1,771       -554     -1,373      1,595:    -1,872     -4,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        7.7       22.0       52.0       60.2       85.7       89.9:      14.3       10.1
Old  :     100.0:      11.8        7.7       22.0       52.0       60.2       85.7       89.9:      14.3       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        36         24         40         59         65        120        113:
Old  :       139:        36         24         40         59         65        120        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       26.3       28.6       38.1        9.2       15.8       15.4       20.2
Old  :                 16.8       26.3       28.6       38.1        9.2       15.8       15.4       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02265J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1000 BARRELS)                               :
     :          :                                                                            :
All  :     6,565:     1,200         50        600      4,765      4,710      6,565      5,360:         0      1,205
Old  :     6,565:     1,200         50        600      4,765      4,710      6,565      5,360:         0      1,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,510:      -500          0        150     -1,010     -1,935     -1,360     -1,785:      -150        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        0.8        9.1       72.6       71.7      100.0       81.6:       0.0       18.4
Old  :     100.0:      18.3        0.8        9.1       72.6       71.7      100.0       81.6:       0.0       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          1          1         20         24         23         26:
Old  :        34:         3          1          1         20         24         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       43.3       81.3       59.2       55.8       34.0       63.4       44.7
Old  :                 68.4       43.3       81.3       59.2       55.8       34.0       63.4       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-02265T
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     6,575:       975        100         50      4,975      6,325      6,000      6,475:       575        100
Old  :     6,575:       975        100         50      4,975      6,325      6,000      6,475:       575        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -925:      -350         50        -50       -475       -850       -875       -850:       -50        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        1.5        0.8       75.7       96.2       91.3       98.5:       8.7        1.5
Old  :     100.0:      14.8        1.5        0.8       75.7       96.2       91.3       98.5:       8.7        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          1          8         16         10         17:
Old  :        22:         1          1          1          8         16         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       46.8       89.7       75.3       76.0       44.9       84.0       73.4
Old  :                 80.6       46.8       89.7       75.3       76.0       44.9       84.0       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  : 1,327,589:   162,862    413,143    463,856    619,468    412,917  1,246,186  1,289,917:    81,403     37,672
Old  : 1,327,589:   162,862    413,143    463,856    619,468    412,917  1,246,186  1,289,917:    81,403     37,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    21,021:        98     -4,745     25,954     -3,463     -3,949     22,588     17,260:    -1,567      3,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       31.1       34.9       46.7       31.1       93.9       97.2:       6.1        2.8
Old  :     100.0:      12.3       31.1       34.9       46.7       31.1       93.9       97.2:       6.1        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        96         53         86         78         75        224        172:
Old  :       239:        96         53         86         78         75        224        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       39.2       46.7       54.8       18.7       25.5       22.5       28.9
Old  :                 34.8       39.2       46.7       54.8       18.7       25.5       22.5       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                         Code-023656
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :    10,881:     3,874      2,620      2,640      4,159      5,312     10,673     10,572:       208        309
Old  :    10,881:     3,874      2,620      2,640      4,159      5,312     10,673     10,572:       208        309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       905:      -608       -537        888        633        558        912        909:        -8         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       24.1       24.3       38.2       48.8       98.1       97.2:       1.9        2.8
Old  :     100.0:      35.6       24.1       24.3       38.2       48.8       98.1       97.2:       1.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4         10          6          6          8         13         21:
Old  :        22:         4         10          6          6          8         13         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.0       49.2       94.0       78.2       46.7       30.4       46.8       40.1
Old  :                 84.0       49.2       94.0       78.2       46.7       30.4       46.8       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    95,844:         0      8,811      1,707     89,074     76,548     90,781     87,066:     5,063      8,778
Old  :    95,844:         0      8,811      1,707     89,074     76,548     90,781     87,066:     5,063      8,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -2,318:         0     -1,396       -692       -573      3,624     -1,265      1,536:    -1,053     -3,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.2        1.8       92.9       79.9       94.7       90.8:       5.3        9.2
Old  :     100.0:       0.0        9.2        1.8       92.9       79.9       94.7       90.8:       5.3        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          3          2         24         23         26         26:
Old  :        30:         0          3          2         24         23         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       56.6       69.7       70.8       50.4       55.8       65.8       67.5
Old  :                 52.7       56.6       69.7       70.8       50.4       55.8       65.8       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,382:     3,439     10,211      1,497     57,162     50,043     62,098     61,751:     8,284      8,631
Old  :    70,382:     3,439     10,211      1,497     57,162     50,043     62,098     61,751:     8,284      8,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -5,069:        60       -387       -541     -4,705     -4,450     -5,186     -5,378:       117        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       14.5        2.1       81.2       71.1       88.2       87.7:      11.8       12.3
Old  :     100.0:       4.9       14.5        2.1       81.2       71.1       88.2       87.7:      11.8       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          2          3         26         24         29         28:
Old  :        37:         2          2          3         26         24         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       35.8       53.0       56.1       34.4       28.1       52.6       44.8
Old  :                 34.6       35.8       53.0       56.1       34.4       28.1       52.6       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   106,118:     5,207          0      1,860     89,508     95,534     96,575     97,394:     9,543      8,724
Old  :   106,118:     5,207          0      1,860     89,508     95,534     96,575     97,394:     9,543      8,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -8,764:        56          0       -626     -9,848     -8,404    -10,418     -9,030:     1,654        266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        0.0        1.8       84.3       90.0       91.0       91.8:       9.0        8.2
Old  :     100.0:       4.9        0.0        1.8       84.3       90.0       91.0       91.8:       9.0        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          0          1         27         25         29         26:
Old  :        33:         2          0          1         27         25         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       43.6       61.9       62.0       39.9       38.8       52.7       52.7
Old  :                 46.5       43.6       61.9       62.0       39.9       38.8       52.7       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    88,171:     8,665      2,832      1,249     69,342     75,671     79,256     79,752:     8,915      8,419
Old  :    88,171:     8,665      2,832      1,249     69,342     75,671     79,256     79,752:     8,915      8,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -10,520:    -1,860       -180        -30     -9,082    -10,464    -10,972    -10,674:       452        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        3.2        1.4       78.6       85.8       89.9       90.5:      10.1        9.5
Old  :     100.0:       9.8        3.2        1.4       78.6       85.8       89.9       90.5:      10.1        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          1          2         21         27         25         29:
Old  :        35:         3          1          2         21         27         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       41.7       52.5       60.3       28.1       37.7       44.4       53.1
Old  :                 32.5       41.7       52.5       60.3       28.1       37.7       44.4       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    55,182:     4,499          0      5,460     38,212     45,237     48,171     50,697:     7,011      4,485
Old  :    55,182:     4,499          0      5,460     38,212     45,237     48,171     50,697:     7,011      4,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,377:    -2,087          0         -8     -2,574     -3,799     -4,669     -3,807:       292       -570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.0        9.9       69.2       82.0       87.3       91.9:      12.7        8.1
Old  :     100.0:       8.2        0.0        9.9       69.2       82.0       87.3       91.9:      12.7        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          1         14         15         16         16:
Old  :        21:         2          0          1         14         15         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       46.7       73.0       72.0       34.8       30.9       42.7       46.6
Old  :                 53.4       46.7       73.0       72.0       34.8       30.9       42.7       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    71,928:     5,502      6,558      1,785     56,309     51,973     63,596     60,316:     8,332     11,612
Old  :    71,928:     5,502      6,558      1,785     56,309     51,973     63,596     60,316:     8,332     11,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,263:      -254      1,803     -1,197     -5,006     -8,835     -6,457     -8,229:     2,194      3,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.1        2.5       78.3       72.3       88.4       83.9:      11.6       16.1
Old  :     100.0:       7.6        9.1        2.5       78.3       72.3       88.4       83.9:      11.6       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         20         22         22         23:
Old  :        28:         1          1          1         20         22         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       48.7       72.9       66.0       47.0       45.1       64.0       57.2
Old  :                 49.4       48.7       72.9       66.0       47.0       45.1       64.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    95,937:     5,168      3,984      2,815     82,833     81,211     90,816     88,010:     5,121      7,927
Old  :    95,937:     5,168      3,984      2,815     82,833     81,211     90,816     88,010:     5,121      7,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -6,477:    -1,048        -89       -467     -5,141     -4,847     -6,656     -5,403:       179     -1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        4.2        2.9       86.3       84.7       94.7       91.7:       5.3        8.3
Old  :     100.0:       5.4        4.2        2.9       86.3       84.7       94.7       91.7:       5.3        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         1          3          3         24         34         27         38:
Old  :        43:         1          3          3         24         34         27         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       26.7       64.8       41.4       38.0       23.4       55.2       36.9
Old  :                 41.7       26.7       64.8       41.4       38.0       23.4       55.2       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   119,413:     8,128      1,340      4,605     98,221    100,789    110,954    106,734:     8,459     12,679
Old  :   119,413:     8,128      1,340      4,605     98,221    100,789    110,954    106,734:     8,459     12,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -3,524:     1,197       -672     -1,470     -1,992       -873     -2,265     -3,015:    -1,259       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        1.1        3.9       82.3       84.4       92.9       89.4:       7.1       10.6
Old  :     100.0:       6.8        1.1        3.9       82.3       84.4       92.9       89.4:       7.1       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          1          3         23         25         27         29:
Old  :        35:         4          1          3         23         25         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       40.1       63.2       60.5       46.7       39.9       58.6       55.6
Old  :                 47.9       40.1       63.2       60.5       46.7       39.9       58.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365L
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,319:     3,855      5,971      5,848     50,932     42,226     60,635     54,045:     4,684     11,274
Old  :    65,319:     3,855      5,971      5,848     50,932     42,226     60,635     54,045:     4,684     11,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,011:      -831        192        243     -1,252     -2,357     -1,840     -1,922:    -2,171     -2,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        9.1        9.0       78.0       64.6       92.8       82.7:       7.2       17.3
Old  :     100.0:       5.9        9.1        9.0       78.0       64.6       92.8       82.7:       7.2       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          4         19         17         23         21:
Old  :        28:         3          1          4         19         17         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       45.8       63.5       63.1       40.5       31.2       51.6       44.1
Old  :                 44.8       45.8       63.5       63.1       40.5       31.2       51.6       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   112,080:     4,017      7,200     19,153     85,838     77,811    109,008    104,164:     3,072      7,916
Old  :   112,080:     4,017      7,200     19,153     85,838     77,811    109,008    104,164:     3,072      7,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -2,688:    -1,957      2,242     -4,278      2,134       -346     -4,101     -2,382:     1,413       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        6.4       17.1       76.6       69.4       97.3       92.9:       2.7        7.1
Old  :     100.0:       3.6        6.4       17.1       76.6       69.4       97.3       92.9:       2.7        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          2         17         18         21         20:
Old  :        27:         3          1          2         17         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       54.1       77.6       72.2       38.8       32.1       47.3       45.4
Old  :                 63.1       54.1       77.6       72.2       38.8       32.1       47.3       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,706:       984        329      3,425     44,413     43,335     48,822     47,089:     8,884     10,617
Old  :    57,706:       984        329      3,425     44,413     43,335     48,822     47,089:     8,884     10,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -5,825:      -240         46       -230     -5,237     -5,446     -5,707     -5,630:      -118       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.6        5.9       77.0       75.1       84.6       81.6:      15.4       18.4
Old  :     100.0:       1.7        0.6        5.9       77.0       75.1       84.6       81.6:      15.4       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          1         22         21         24         22:
Old  :        27:         1          1          1         22         21         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       36.0       52.7       56.8       24.8       33.1       37.1       42.4
Old  :                 33.0       36.0       52.7       56.8       24.8       33.1       37.1       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   107,435:    12,600        458      3,442     86,364     97,058    102,406    100,958:     5,029      6,477
Old  :   107,435:    12,600        458      3,442     86,364     97,058    102,406    100,958:     5,029      6,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -10,201:    -1,248       -300     -1,321     -7,636     -7,174    -10,205     -8,795:         4     -1,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        0.4        3.2       80.4       90.3       95.3       94.0:       4.7        6.0
Old  :     100.0:      11.7        0.4        3.2       80.4       90.3       95.3       94.0:       4.7        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4          1          4         31         35         36         39:
Old  :        48:         4          1          4         31         35         36         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       35.1       51.8       50.8       28.6       31.3       45.5       44.9
Old  :                 33.6       35.1       51.8       50.8       28.6       31.3       45.5       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                          Code-02365U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  : 2,069,582:   304,243     26,485    843,609    917,110  1,194,893  2,064,962  2,064,987:     4,619      4,595
Old  : 2,069,582:   304,243     26,485    843,609    917,110  1,194,893  2,064,962  2,064,987:     4,619      4,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    70,619:    -1,466      1,930     35,621     36,849     34,063     71,003     71,613:      -384       -994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        1.3       40.8       44.3       57.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      14.7        1.3       40.8       44.3       57.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        41         19         57         67         67        126        125:
Old  :       128:        41         19         57         67         67        126        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       34.5       52.2       53.7       10.9       11.0       13.6       13.3
Old  :                 36.0       34.5       52.2       53.7       10.9       11.0       13.6       13.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   121,886:     2,406     32,184     16,409     84,835     63,383    103,650    111,976:    18,236      9,910
Old  :   121,886:     2,406     32,184     16,409     84,835     63,383    103,650    111,976:    18,236      9,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -9,917:      -274     -3,120       -140     -8,410     -7,708     -8,824    -10,968:    -1,093      1,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       26.4       13.5       69.6       52.0       85.0       91.9:      15.0        8.1
Old  :     100.0:       2.0       26.4       13.5       69.6       52.0       85.0       91.9:      15.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          6          5         28         25         33         32:
Old  :        35:         1          6          5         28         25         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       32.5       50.5       48.9       23.4       20.7       34.0       33.8
Old  :                 32.8       32.5       50.5       48.9       23.4       20.7       34.0       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   112,522:     6,110         16     11,701     87,094     86,998    104,905     98,715:     7,617     13,807
Old  :   112,522:     6,110         16     11,701     87,094     86,998    104,905     98,715:     7,617     13,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,490:    -2,213       -360      1,033     -1,479     -3,449     -2,659     -2,776:    -1,831     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        0.0       10.4       77.4       77.3       93.2       87.7:       6.8       12.3
Old  :     100.0:       5.4        0.0       10.4       77.4       77.3       93.2       87.7:       6.8       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          1          4         20         19         25         23:
Old  :        28:         4          1          4         20         19         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       47.5       73.4       63.6       51.2       40.5       57.9       50.7
Old  :                 57.8       47.5       73.4       63.6       51.2       40.5       57.9       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   237,604:    14,183      1,392      6,936    199,054    216,061    220,173    224,389:    17,431     13,215
Old  :   237,604:    14,183      1,392      6,936    199,054    216,061    220,173    224,389:    17,431     13,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,374:      -385     -1,402      1,530     -5,340     -3,926     -4,195     -3,798:      -179       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        0.6        2.9       83.8       90.9       92.7       94.4:       7.3        5.6
Old  :     100.0:       6.0        0.6        2.9       83.8       90.9       92.7       94.4:       7.3        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          5          7         41         41         48         49:
Old  :        56:         3          5          7         41         41         48         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       54.1       50.4       62.1       26.6       51.1       44.4       57.7
Old  :                 29.1       54.1       50.4       62.1       26.6       51.1       44.4       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   234,889:     9,327      9,703     16,783    195,939    198,750    222,049    225,236:    12,840      9,653
Old  :   234,889:     9,327      9,703     16,783    195,939    198,750    222,049    225,236:    12,840      9,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -9,578:      -477      1,175        987     -9,545    -10,470     -9,035     -8,308:      -543     -1,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        4.1        7.1       83.4       84.6       94.5       95.9:       5.5        4.1
Old  :     100.0:       4.0        4.1        7.1       83.4       84.6       94.5       95.9:       5.5        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4          2          3         40         34         46         37:
Old  :        48:         4          2          3         40         34         46         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       38.4       46.0       60.6       23.1       36.8       37.1       50.7
Old  :                 26.7       38.4       46.0       60.6       23.1       36.8       37.1       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   239,072:     9,289      6,742     14,758    204,348    207,649    228,395    229,149:    10,677      9,923
Old  :   239,072:     9,289      6,742     14,758    204,348    207,649    228,395    229,149:    10,677      9,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -14,809:    -2,673      1,606       -325    -11,854    -14,409    -14,852    -13,128:        43     -1,681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        2.8        6.2       85.5       86.9       95.5       95.8:       4.5        4.2
Old  :     100.0:       3.9        2.8        6.2       85.5       86.9       95.5       95.8:       4.5        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         4          3          5         49         47         56         52:
Old  :        60:         4          3          5         49         47         56         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       28.7       49.8       46.5       29.6       18.7       42.6       30.3
Old  :                 31.9       28.7       49.8       46.5       29.6       18.7       42.6       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    51,482:     1,057        922      2,216     40,971     38,788     44,244     41,926:     7,238      9,556
Old  :    51,482:     1,057        922      2,216     40,971     38,788     44,244     41,926:     7,238      9,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,007:       214          4       -307     -2,698     -3,823     -2,791     -4,126:    -1,216        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        1.8        4.3       79.6       75.3       85.9       81.4:      14.1       18.6
Old  :     100.0:       2.1        1.8        4.3       79.6       75.3       85.9       81.4:      14.1       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         19         16         20         18:
Old  :        24:         1          1          1         19         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       40.8       63.0       60.6       32.9       36.2       47.6       51.4
Old  :                 39.5       40.8       63.0       60.6       32.9       36.2       47.6       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   210,604:    18,611      5,630     17,617    166,129    177,402    202,357    200,649:     8,247      9,955
Old  :   210,604:    18,611      5,630     17,617    166,129    177,402    202,357    200,649:     8,247      9,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -10,080:       876       -299     -1,661     -8,069     -7,274     -8,854     -9,234:    -1,226       -846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        2.7        8.4       78.9       84.2       96.1       95.3:       3.9        4.7
Old  :     100.0:       8.8        2.7        8.4       78.9       84.2       96.1       95.3:       3.9        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          3          5         41         42         47         47:
Old  :        50:         3          3          5         41         42         47         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       31.1       52.6       46.2       23.9       25.8       35.3       36.6
Old  :                 30.9       31.1       52.6       46.2       23.9       25.8       35.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,673:     2,985      3,388        780     46,478     42,514     50,243     46,682:     9,430     12,991
Old  :    59,673:     2,985      3,388        780     46,478     42,514     50,243     46,682:     9,430     12,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -4,786:      -540        -92       -180     -5,570     -2,990     -6,290     -3,262:     1,504     -1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        5.7        1.3       77.9       71.2       84.2       78.2:      15.8       21.8
Old  :     100.0:       5.0        5.7        1.3       77.9       71.2       84.2       78.2:      15.8       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          1         19         18         21         20:
Old  :        26:         1          2          1         19         18         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       37.2       59.1       55.8       30.1       25.0       41.7       36.2
Old  :                 35.0       37.2       59.1       55.8       30.1       25.0       41.7       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 3,418,312: 1,319,672    235,719    784,139  1,286,421  2,388,222  3,390,232  3,408,080:    28,080     10,232
Old  : 3,418,312: 1,319,672    235,719    784,139  1,286,421  2,388,222  3,390,232  3,408,080:    28,080     10,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :  -107,071:    53,830      9,832    -83,526    -84,452    -18,999   -114,148    -92,693:     7,077    -14,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        6.9       22.9       37.6       69.9       99.2       99.7:       0.8        0.3
Old  :     100.0:      38.6        6.9       22.9       37.6       69.9       99.2       99.7:       0.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        34         17         43        102         96        152        142:
Old  :       161:        34         17         43        102         96        152        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       36.1       52.7       53.1       30.6       24.4       35.4       33.2
Old  :                 40.4       36.1       52.7       53.1       30.6       24.4       35.4       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,075,435:   116,219    325,253    275,319    680,040    471,120  1,071,578  1,071,692:     3,857      3,743
Old  : 1,075,435:   116,219    325,253    275,319    680,040    471,120  1,071,578  1,071,692:     3,857      3,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :  -152,486:    27,847    -86,781    -37,251   -116,055    -26,547   -125,459   -150,579:   -27,027     -1,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       30.2       25.6       63.2       43.8       99.6       99.7:       0.4        0.3
Old  :     100.0:      10.8       30.2       25.6       63.2       43.8       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        19         18         26         45         42         78         72:
Old  :        82:        19         18         26         45         42         78         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       48.4       59.5       66.6       27.6       32.3       38.7       42.5
Old  :                 38.4       48.4       59.5       66.6       27.6       32.3       38.7       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :   101,285:       340      1,264      5,535     94,257     93,262    100,132    100,061:     1,154      1,224
Old  :   101,285:       340      1,264      5,535     94,257     93,262    100,132    100,061:     1,154      1,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -2,868:      -259        307       -212     -2,908     -3,473     -3,379     -3,377:       511        509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        1.2        5.5       93.1       92.1       98.9       98.8:       1.1        1.2
Old  :     100.0:       0.3        1.2        5.5       93.1       92.1       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         2          6          7         32         31         39         39:
Old  :        42:         2          6          7         32         31         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       42.4       72.7       65.4       14.8       12.1       19.0       16.1
Old  :                 47.9       42.4       72.7       65.4       14.8       12.1       19.0       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    11,753:     1,322        280         21     10,090     11,196     11,433     11,497:       320        256
Old  :    11,753:     1,322        280         21     10,090     11,196     11,433     11,497:       320        256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -672:       -42         85        -85       -609       -672       -736       -672:        64          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        2.4        0.2       85.9       95.3       97.3       97.8:       2.7        2.2
Old  :     100.0:      11.2        2.4        0.2       85.9       95.3       97.3       97.8:       2.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          1         10         13         12         14:
Old  :        20:         1          1          1         10         13         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       75.3       89.1       92.0       50.5       56.8       65.5       65.3
Old  :                 55.6       75.3       89.1       92.0       50.5       56.8       65.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    29,225:     3,645         10        398     24,521     28,170     28,565     28,578:       659        647
Old  :    29,225:     3,645         10        398     24,521     28,170     28,565     28,578:       659        647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -998:         2          4          0        786        614        788        619:    -1,786     -1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        0.0        1.4       83.9       96.4       97.7       97.8:       2.3        2.2
Old  :     100.0:      12.5        0.0        1.4       83.9       96.4       97.7       97.8:       2.3        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          3         20         21         24         24:
Old  :        29:         3          1          3         20         21         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       71.8       82.6       86.3       23.5       32.7       34.2       37.0
Old  :                 59.2       71.8       82.6       86.3       23.5       32.7       34.2       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    24,612:       460      1,324        562     21,082     21,220     22,104     23,106:     2,508      1,506
Old  :    24,612:       460      1,324        562     21,082     21,220     22,104     23,106:     2,508      1,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,010:       -80         -2          0       -714     -1,112       -794     -1,114:      -216        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        5.4        2.3       85.7       86.2       89.8       93.9:      10.2        6.1
Old  :     100.0:       1.9        5.4        2.3       85.7       86.2       89.8       93.9:      10.2        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         16         14         19         16:
Old  :        22:         1          2          2         16         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       52.5       70.2       75.9       30.1       39.1       41.6       46.7
Old  :                 47.9       52.5       70.2       75.9       30.1       39.1       41.6       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    30,176:     4,190        240        560     25,388     28,230     30,138     29,030:        38      1,146
Old  :    30,176:     4,190        240        560     25,388     28,230     30,138     29,030:        38      1,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       152:       950          0        -80       -718        124        152         44:         0        108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        0.8        1.9       84.1       93.6       99.9       96.2:       0.1        3.8
Old  :     100.0:      13.9        0.8        1.9       84.1       93.6       99.9       96.2:       0.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          1         21         21         24         22:
Old  :        28:         2          1          1         21         21         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       69.4       71.5       81.9       50.9       66.2       66.4       74.1
Old  :                 54.5       69.4       71.5       81.9       50.9       66.2       66.4       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-064A02
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (2.5 MWH X OFF PEAK HOURS PER MONTH)                          :
     :          :                                                                            :
All  :     8,922:       480          0         12      7,906      7,856      8,398      7,868:       524      1,054
Old  :     8,922:       480          0         12      7,906      7,856      8,398      7,868:       524      1,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       630:       -50          0          0        692        496        642        496:       -12        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        0.0        0.1       88.6       88.1       94.1       88.2:       5.9       11.8
Old  :     100.0:       5.4        0.0        0.1       88.6       88.1       94.1       88.2:       5.9       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         13         13         14         14:
Old  :        20:         1          0          1         13         13         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       57.8       73.1       80.0       43.4       51.9       63.5       66.7
Old  :                 45.4       57.8       73.1       80.0       43.4       51.9       63.5       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 2,887,877:   253,693    162,004  1,216,626  1,333,282  1,418,648  2,803,601  2,797,279:    84,276     90,598
Old  : 2,887,877:   253,693    162,004  1,216,626  1,333,282  1,418,648  2,803,601  2,797,279:    84,276     90,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    95,568:    -8,458     -1,293     81,560     37,805     37,511    110,907    117,778:   -15,339    -22,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        5.6       42.1       46.2       49.1       97.1       96.9:       2.9        3.1
Old  :     100.0:       8.8        5.6       42.1       46.2       49.1       97.1       96.9:       2.9        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       118        156        178         89        101        306        347:
Old  :       390:       118        156        178         89        101        306        347:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       23.1       36.9       35.5        5.4        4.2        8.6        6.4
Old  :                 24.2       23.1       36.9       35.5        5.4        4.2        8.6        6.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE                          Code-067657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   119,446:    22,509     33,957     31,105     63,518     54,016    117,132    119,079:     2,314        367
Old  :   119,446:    22,509     33,957     31,105     63,518     54,016    117,132    119,079:     2,314        367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :     4,504:     3,032       -575      2,019         53      3,109      5,105      4,554:      -601        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       28.4       26.0       53.2       45.2       98.1       99.7:       1.9        0.3
Old  :     100.0:      18.8       28.4       26.0       53.2       45.2       98.1       99.7:       1.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2         17         17         15         12         32         31:
Old  :        36:         2         17         17         15         12         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       44.4       83.5       70.7       55.6       31.6       58.3       48.9
Old  :                 75.0       44.4       83.5       70.7       55.6       31.6       58.3       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   126,434:    21,592     14,674      4,513     58,616     58,194     84,721     77,381:    41,713     49,053
Old  :   126,434:    21,592     14,674      4,513     58,616     58,194     84,721     77,381:    41,713     49,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -5,580:    -1,991       -280       -861     -4,536      1,961     -7,388        820:     1,808     -6,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       11.6        3.6       46.4       46.0       67.0       61.2:      33.0       38.8
Old  :     100.0:      17.1       11.6        3.6       46.4       46.0       67.0       61.2:      33.0       38.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          4         14         15         18         19:
Old  :        20:         2          2          4         14         15         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       22.8       60.1       39.6       34.4       22.6       46.1       38.4
Old  :                 44.6       22.8       60.1       39.6       34.4       22.6       46.1       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE                           Code-06765B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   355,556:    41,144     22,618    142,443    168,161    187,296    351,748    352,357:     3,808      3,199
Old  :   355,556:    41,144     22,618    142,443    168,161    187,296    351,748    352,357:     3,808      3,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    10,981:      -248        595      7,945      3,310      2,231     11,007     10,772:       -27        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        6.4       40.1       47.3       52.7       98.9       99.1:       1.1        0.9
Old  :     100.0:      11.6        6.4       40.1       47.3       52.7       98.9       99.1:       1.1        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        19         26         36         34         34         75         74:
Old  :        79:        19         26         36         34         34         75         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       30.5       47.0       48.7        8.7        8.6       13.0       12.2
Old  :                 29.2       30.5       47.0       48.7        8.7        8.6       13.0       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE                           Code-06765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   305,614:    19,898      9,755     89,108    185,550    197,333    294,556    296,197:    11,058      9,417
Old  :   305,614:    19,898      9,755     89,108    185,550    197,333    294,556    296,197:    11,058      9,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -31,399:      -732       -105    -10,239    -18,710    -19,655    -29,682    -29,999:    -1,718     -1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        3.2       29.2       60.7       64.6       96.4       96.9:       3.6        3.1
Old  :     100.0:       6.5        3.2       29.2       60.7       64.6       96.4       96.9:       3.6        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          5          8         29         28         37         36:
Old  :        37:         3          5          8         29         28         37         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       31.6       53.1       47.3        9.9        8.0       13.1       12.2
Old  :                 37.3       31.6       53.1       47.3        9.9        8.0       13.1       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,784:       900        650          0     17,884     18,134     18,784     18,784:         0          0
Old  :    18,784:       900        650          0     17,884     18,134     18,784     18,784:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -2,235:      -150       -215          0     -1,230     -2,020     -1,380     -2,235:      -855          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        3.5        0.0       95.2       96.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.8        3.5        0.0       95.2       96.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          2          0         24         27         25         29:
Old  :        35:         1          2          0         24         27         25         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       48.0       72.1       71.0       34.9       32.4       47.8       42.0
Old  :                 52.2       48.0       72.1       71.0       34.9       32.4       47.8       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE                             Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   189,858:    14,250     31,268     43,646    121,436    106,756    179,332    181,670:    10,526      8,188
Old  :   189,858:    14,250     31,268     43,646    121,436    106,756    179,332    181,670:    10,526      8,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -438:      -464        156     -3,535      2,561      1,803     -1,438     -1,576:     1,000      1,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       16.5       23.0       64.0       56.2       94.5       95.7:       5.5        4.3
Old  :     100.0:       7.5       16.5       23.0       64.0       56.2       94.5       95.7:       5.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        11         14         23         24         24         49         48:
Old  :        51:        11         14         23         24         24         49         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       30.4       53.0       46.7       18.4       18.1       25.8       24.3
Old  :                 36.3       30.4       53.0       46.7       18.4       18.1       25.8       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                                 Code-06765J
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    27,216:     1,210      2,498      4,100     19,213     18,403     24,523     25,001:     2,693      2,215
Old  :    27,216:     1,210      2,498      4,100     19,213     18,403     24,523     25,001:     2,693      2,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       300:         0          0          0         38         50         38         50:       262        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.2       15.1       70.6       67.6       90.1       91.9:       9.9        8.1
Old  :     100.0:       4.4        9.2       15.1       70.6       67.6       90.1       91.9:       9.9        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          4         14         16         18         21:
Old  :        21:         1          2          4         14         16         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       33.5       65.0       55.3       22.4       16.6       25.2       24.4
Old  :                 41.6       33.5       65.0       55.3       22.4       16.6       25.2       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-06765O
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     5,855:        50        650          0      5,805      5,205      5,855      5,855:         0          0
Old  :     5,855:        50        650          0      5,805      5,205      5,855      5,855:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -560:       -50        -50          0       -210       -510       -260       -560:      -300          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       11.1        0.0       99.1       88.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.9       11.1        0.0       99.1       88.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          0         14         15         15         17:
Old  :        25:         1          2          0         14         15         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       56.4       83.4       79.4       50.6       51.1       78.7       70.0
Old  :                 52.8       56.4       83.4       79.4       50.6       51.1       78.7       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    17,052:     9,686      2,183        560      4,749     14,017     14,995     16,760:     2,057        292
Old  :    17,052:     9,686      2,183        560      4,749     14,017     14,995     16,760:     2,057        292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,300:       145        472       -263       -798     -1,414       -916     -1,205:      -384        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       12.8        3.3       27.9       82.2       87.9       98.3:      12.1        1.7
Old  :     100.0:      56.8       12.8        3.3       27.9       82.2       87.9       98.3:      12.1        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        43         13          6         16         23         63         39:
Old  :        94:        43         13          6         16         23         63         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       45.0       51.3       66.8       33.8       45.0       51.3       66.2
Old  :                 33.8       45.0       51.3       66.8       33.8       45.0       51.3       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :    15,395:    10,045      2,713        471      1,878     11,321     12,394     14,505:     3,001        890
Old  :    15,395:    10,045      2,713        471      1,878     11,321     12,394     14,505:     3,001        890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,900:    -1,684        631         82        406     -2,314     -1,196     -1,601:      -704       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2       17.6        3.1       12.2       73.5       80.5       94.2:      19.5        5.8
Old  :     100.0:      65.2       17.6        3.1       12.2       73.5       80.5       94.2:      19.5        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        49         11          4         10         25         61         38:
Old  :        92:        49         11          4         10         25         61         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       41.2       31.7       60.1       19.8       41.2       31.6       59.6
Old  :                 19.8       41.2       31.7       60.1       19.8       41.2       31.6       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE                           Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   313,555:    75,137      7,928     67,202    141,989    219,798    284,327    294,928:    29,228     18,627
Old  :   313,555:    75,137      7,928     67,202    141,989    219,798    284,327    294,928:    29,228     18,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :   -13,027:     1,521     -1,043      1,842    -13,880    -10,903    -10,517    -10,104:    -2,510     -2,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        2.5       21.4       45.3       70.1       90.7       94.1:       9.3        5.9
Old  :     100.0:      24.0        2.5       21.4       45.3       70.1       90.7       94.1:       9.3        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        76         18         50         74         91        168        146:
Old  :       197:        76         18         50         74         91        168        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       25.2       31.7       38.0        9.4        9.9       14.6       16.8
Old  :                 21.2       25.2       31.7       38.0        9.4        9.9       14.6       16.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-26265D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     3,110:         0         50        200      2,525      2,710      2,725      2,960:       385        150
Old  :     3,110:         0         50        200      2,525      2,710      2,725      2,960:       385        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -125:         0          0        -50       -125         75       -175         25:        50       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.6        6.4       81.2       87.1       87.6       95.2:      12.4        4.8
Old  :     100.0:       0.0        1.6        6.4       81.2       87.1       87.6       95.2:      12.4        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          2         17         17         19         19:
Old  :        25:         0          1          2         17         17         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       47.4       61.9       68.3       24.1       37.8       34.6       45.8
Old  :                 43.4       47.4       61.9       68.3       24.1       37.8       34.6       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-022A13
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 42,000 GALLONS)                              :
     :          :                                                                            :
All  :    15,144:     1,220        760        275     13,557     14,053     15,052     15,088:        92         56
Old  :    15,144:     1,220        760        275     13,557     14,053     15,052     15,088:        92         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :       769:     1,038         -6       -115        142        920      1,065        799:      -296        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        5.0        1.8       89.5       92.8       99.4       99.6:       0.6        0.4
Old  :     100.0:       8.1        5.0        1.8       89.5       92.8       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          1          2         27         21         29         23:
Old  :        34:         1          1          2         27         21         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       48.3       72.7       75.9       48.0       42.7       60.5       60.3
Old  :                 51.9       48.3       72.7       75.9       48.0       42.7       60.5       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-86465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     3,915:         0        250         75      3,840      3,490      3,915      3,815:         0        100
Old  :     3,915:         0        250         75      3,840      3,490      3,915      3,815:         0        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :    -1,305:         0       -325          0     -1,305     -1,030     -1,305     -1,355:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.4        1.9       98.1       89.1      100.0       97.4:       0.0        2.6
Old  :     100.0:       0.0        6.4        1.9       98.1       89.1      100.0       97.4:       0.0        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          1          1         20         15         21         16:
Old  :        30:         0          1          1         20         15         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       50.1       71.9       77.5       39.7       43.7       54.0       58.4
Old  :                 51.9       50.1       71.9       77.5       39.7       43.7       54.0       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE                          Code-86565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     2,077:       128          0          0      1,949      2,077      2,077      2,077:         0          0
Old  :     2,077:       128          0          0      1,949      2,077      2,077      2,077:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :        23:       -32          0          0         55         23         23         23:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        0.0        0.0       93.8      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.2        0.0        0.0       93.8      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          0          0         10         13         12         13:
Old  :        23:         2          0          0         10         13         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       65.6       84.6       86.1       47.3       50.3       67.3       68.8
Old  :                 58.9       65.6       84.6       86.1       47.3       50.3       67.3       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-86765C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    15,099:     1,363        683      1,153     10,646      6,948     13,162      8,784:     1,937      6,315
Old  :    15,099:     1,363        683      1,153     10,646      6,948     13,162      8,784:     1,937      6,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2008                         :
     :      -326:      -643        -49         50        181       -756       -412       -755:        86        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        4.5        7.6       70.5       46.0       87.2       58.2:      12.8       41.8
Old  :     100.0:       9.0        4.5        7.6       70.5       46.0       87.2       58.2:      12.8       41.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          4          3         24         20         30         26:
Old  :        37:         5          4          3         24         20         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       24.4       62.2       34.7       38.1       21.1       50.9       27.7
Old  :                 42.2       24.4       62.2       34.7       38.1       21.1       50.9       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2008