GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,906
COMMITMENTS
       0        0        0    4,893    5,678    4,893    5,678    1,013      228

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        352)
       0      -50        0      319      369      319      319       33       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.8     96.1     82.8     96.1     17.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       19       22       19       22
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,792
COMMITMENTS
     125      120       50    7,457    7,572    7,632    7,742      160       50

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.5      0.6     95.7     97.2     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       25       27       27       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,966
COMMITMENTS
      25        0       10    2,213    2,208    2,248    2,218      718      748

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        108)
       0        0        0      131       76      131       76      -23       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.3     74.6     74.4     75.8     74.8     24.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       20       19       21       20
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,389
COMMITMENTS
       5       60       50    2,993    2,847    3,048    2,957      341      432

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        161)
       0       55      -25      103       88       78      118       83       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.8      1.5     88.3     84.0     89.9     87.3     10.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       31       35       33       37
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,548
COMMITMENTS
  48,732   21,318   47,361  135,626  172,293  231,719  240,972   38,829   29,576

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     -1,991)
  -3,253     -824    3,933   -4,899   -6,218   -4,219   -3,110    2,228    1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      7.9     17.5     50.1     63.7     85.6     89.1     14.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      48       19       32       63       73      127      111
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        6,820
COMMITMENTS
   2,150        0       50    4,190    6,670    6,390    6,720      430      100

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      0.0      0.7     61.4     97.8     93.7     98.5      6.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       15       22       17       23
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,675
COMMITMENTS
     700        0      525    5,050    6,075    6,275    6,600    1,400    1,075

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      6.8     65.8     79.2     81.8     86.0     18.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       12       14       14       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,368,608
COMMITMENTS
 142,646  340,336  488,901  650,478  500,727  1282025  1329963   86,583   38,645

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,285)
  -9,868    9,508   -1,603   11,676   -7,603      205      303    3,080    2,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     24.9     35.7     47.5     36.6     93.7     97.2      6.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      94       56       95       82       75      229      180
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,827
COMMITMENTS
       0   11,943    2,451   87,707   72,045   90,158   86,439    8,669   12,388

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      1,317)
    -946    1,282     -181    2,822     -272    1,695      829     -378      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.1      2.5     88.7     72.9     91.2     87.5      8.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        5        4       22       19       26       24
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,459
COMMITMENTS
   6,189    9,962    4,311   75,619   70,176   86,119   84,449    8,340   10,010

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        901)
     428    2,949   -1,171    3,451        6    2,708    1,784   -1,807     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     10.5      4.6     80.1     74.3     91.2     89.4      8.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        4       27       22       31       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,091
COMMITMENTS
  11,464        0    4,645  103,579  116,707  119,688  121,352    8,403    6,739

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        720)
     391        0      -30      339      550      700      520       20      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      0.0      3.6     80.9     91.1     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       24       24       26       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,629
COMMITMENTS
  13,268    1,867    4,600   79,012   89,147   96,880   95,614   10,749   12,015

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,772)
       0   -2,310    1,000    2,280    4,867    3,280    3,557      492      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      1.7      4.3     73.4     82.8     90.0     88.8     10.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       19       26       23       28
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,790
COMMITMENTS
   1,762    5,093    4,449   59,084   50,360   65,295   59,902    6,495   11,888

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,413)
   1,762   -2,215    1,386    1,753    3,368    4,901    2,539   -1,488      874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.1      6.2     82.3     70.1     91.0     83.4      9.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       20       23       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,341
COMMITMENTS
   2,387        0    1,604   81,458   74,699   85,449   76,303    3,892   13,038

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      5,617)
   1,238   -1,054     -367    5,956    6,170    6,827    4,749   -1,210      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      1.8     91.2     83.6     95.6     85.4      4.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       23       33       24       34
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,452
COMMITMENTS
   3,781    1,105    3,603   86,613   93,594   93,997   98,302   14,455   10,150

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      1,289)
      68      248     -124    1,441      217    1,385      341      -96      948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.0      3.3     79.9     86.3     86.7     90.6     13.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       18       19       21       22
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,181
COMMITMENTS
   5,365    3,851   10,138   55,218   45,699   70,721   59,688    3,460   14,493

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:       -794)
     855      645     -605    1,246   -1,212    1,496   -1,172   -2,290      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.2     13.7     74.4     61.6     95.3     80.5      4.7     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       12       22       15
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,443
COMMITMENTS
   4,292       96   17,736   61,276   63,256   83,304   81,088    7,139    9,355

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      1,050)
  -1,228       96      216      818     -418     -194     -106    1,244    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.1     19.6     67.8     69.9     92.1     89.7      7.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        3        9       14       13       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,323
COMMITMENTS
   1,712    2,685    3,549   52,430   43,671   57,691   49,905    9,632   17,418

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        514)
       0      327     -332      329       61       -3       56      517      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.0      5.3     77.9     64.9     85.7     74.1     14.3     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       17       22       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,750
COMMITMENTS
  24,725    1,531    4,294   87,520  109,970  116,539  115,795    7,211    7,955

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      5,415)
   1,714      428     -743    3,594    6,222    4,565    5,907      850     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      1.2      3.5     70.7     88.9     94.2     93.6      5.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        4       28       31       33       35
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,210
COMMITMENTS
       0    3,064    2,310   48,622   47,075   50,932   52,449    6,278    4,761

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      4.0     85.0     82.3     89.0     91.7     11.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       12       15       14
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,485
COMMITMENTS
   2,437   20,752   18,679   86,266   79,462  107,382  118,893   20,103    8,592

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      1,628)
    -182     -428    2,002   -1,810     -826       10      748    1,618      880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     16.3     14.7     67.7     62.3     84.2     93.3     15.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        7       26       25       33       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,933
COMMITMENTS
  14,212        0    2,770   62,328   75,430   79,310   78,200    9,623   10,733

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      1,713)
  -3,508        0      364    6,093    1,180    2,949    1,544   -1,236      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.0      3.1     70.1     84.8     89.2     87.9     10.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        0        4       15       18       21       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,995
COMMITMENTS
  17,504    3,929    4,605  205,010  219,256  227,119  227,790   15,876   15,205

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      2,573)
    -494      -40     -581    3,157    3,285    2,082    2,664      491      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.6      1.9     84.4     90.2     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        5       40       39       46       44
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      228,109
COMMITMENTS
  16,190        0   15,800  180,246  200,250  212,236  216,050   15,873   12,059

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,294)
     797     -428       48    1,316    2,543    2,161    2,163    1,133    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.0      6.9     79.0     87.8     93.0     94.7      7.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        2       35       32       39       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      240,551
COMMITMENTS
  15,252    9,519   11,714  198,051  205,593  225,017  226,826   15,534   13,725

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      5,888)
   1,200    3,360     -920    5,337    3,701    5,617    6,141      271     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.0      4.9     82.3     85.5     93.5     94.3      6.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       39       36       44       39
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,999
COMMITMENTS
       0    5,505    1,401   41,549   36,277   42,950   43,183   10,049    9,816

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        390)
       0   -1,634      906      186    1,392    1,092      664     -702     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.4      2.6     78.4     68.4     81.0     81.5     19.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       17       15       18       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,540
COMMITMENTS
  31,264    3,207   15,816  152,055  181,759  199,135  200,782   16,405   14,758

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:    -10,249)
  -4,288     -282    2,046   -4,993   -7,062   -7,235   -5,298   -3,014   -4,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.5      7.3     70.5     84.3     92.4     93.2      7.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        6       35       35       42       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,131
COMMITMENTS
   4,995    6,974    1,045   59,032   55,586   65,072   63,605   10,059   11,526

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        581)
     151      -26      -42      140      348      249      280      332      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      9.3      1.4     78.6     74.0     86.6     84.7     13.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       22       21       24       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,168,252
COMMITMENTS
 1017804  203,739  878,317  1232970  2073905  3129091  3155961   39,161   12,291

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     59,859)
  55,670    9,603    3,120   17,444   65,070   76,234   77,793  -16,375  -17,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      6.4     27.7     38.9     65.5     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       16       43       94       90      146      136
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,036,941
COMMITMENTS
  97,486  369,516  233,706  701,388  430,977  1032580  1034199    4,361    2,742

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     70,613)
  20,658   55,330   22,680   28,445   -4,741   71,783   73,269   -1,170   -2,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     35.6     22.5     67.6     41.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       28       34       43       39       81       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       89,454
COMMITMENTS
   1,278      400    4,198   83,677   84,299   89,154   88,897      301      557

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,706)
     -42        0      657    3,391    3,350    4,007    4,007     -300     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.4      4.7     93.5     94.2     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        6       31       31       37       38
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,511
COMMITMENTS
   4,130       40      349   22,686   26,822   27,165   27,211      346      300

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:       -277)
       4        0      -16      -56      -52      -68      -68     -209     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.1      1.3     82.5     97.5     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       19       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,410
COMMITMENTS
     880      480    1,192   21,330   23,352   23,402   25,024    3,008    1,386

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:       -206)
       0        0        0      -60      -80      -60      -80     -146     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      4.5     80.8     88.4     88.6     94.8     11.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       16       22       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       22,730
COMMITMENTS
     960        0      800   20,356   20,682   22,116   21,482      614    1,248

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:       -378)
    -960        0        0      676     -284     -284     -284      -94      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      3.5     89.6     91.0     97.3     94.5      2.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       20       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,953,909
COMMITMENTS
 293,932  141,650  1150707  1423909  1565379  2868548  2857736   85,361   96,173

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:    132,545)
   1,817   -4,953   75,584   63,504   56,135  140,904  126,766   -8,360    5,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      4.8     39.0     48.2     53.0     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     112      144      168       85      108      294      334
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,967
COMMITMENTS
  19,166   19,151    5,649   69,966   51,048   94,781   75,848   25,186   44,119

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      3,738)
    -480     -365      -27    7,666   13,305    7,159   12,913   -3,421   -9,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     16.0      4.7     58.3     42.6     79.0     63.2     21.0     36.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        4       17       15       21       21
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       16,576
COMMITMENTS
       0      565      100   16,476   15,911   16,576   16,576        0        0

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:      2,000)
       0        0        0    2,000    2,000    2,000    2,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.6     99.4     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       23       26       24       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      175,609
COMMITMENTS
  32,304   36,360   42,141   87,730   88,850  162,175  167,351   13,434    8,258

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     14,615)
   2,736    9,929    1,359   10,638    3,369   14,733   14,657     -118      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     20.7     24.0     50.0     50.6     92.4     95.3      7.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       17       24       23       23       49       49
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,435
COMMITMENTS
     150      500        0    6,225    5,935    6,375    6,435       60        0

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.8      0.0     96.7     92.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       13       15       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,606
COMMITMENTS
  12,465    2,483       58    4,469   17,320   16,992   19,861    3,614      745

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:       -860)
     195      -97     -120      141        5      216     -212   -1,076     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.5     12.0      0.3     21.7     84.1     82.5     96.4     17.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      69       14        4       13       26       85       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,669
COMMITMENTS
   7,596    1,989        9    2,670   10,654   10,275   12,652    3,394    1,017

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     -1,345)
    -943     -684        8      503     -303     -432     -979     -913     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.6     14.6      0.1     19.5     77.9     75.2     92.6     24.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      39       12        1       14       24       53       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      294,773
COMMITMENTS
  68,417   17,754   56,754  137,204  196,717  262,375  271,224   32,398   23,549

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:     17,269)
   7,507       17    5,604    2,970    6,977   16,081   12,597    1,188    4,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      6.0     19.3     46.5     66.7     89.0     92.0     11.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      74       18       45       81       97      167      151
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       11,604
COMMITMENTS
     524        0    1,310    9,481    9,916   11,315   11,226      289      378

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        977)
     224     -326      -13      866    1,416    1,077    1,077     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0     11.3     81.7     85.5     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       17       22       19       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,845
COMMITMENTS
     125        0      850    3,870    3,945    4,845    4,795        0       50

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0     17.5     79.9     81.4    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       19       15       20       16
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,294
COMMITMENTS
   1,839      450        0    6,004    5,829    7,843    6,279    1,451    3,015

CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      4.8      0.0     64.6     62.7     84.4     67.6     15.6     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       14       16       17       17
 

Updated July 29, 2008