GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,673
COMMITMENTS
       0        0        0    6,650    7,425    6,650    7,425    1,023      248

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,155)
       0        0        0    1,155    1,145    1,155    1,145        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.7     96.8     86.7     96.8     13.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       20       21       20       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,621
COMMITMENTS
      50      820      125    8,356    7,631    8,531    8,576       90       45

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        164)
       0        0        0      174      169      174      169      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      9.5      1.4     96.9     88.5     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       26       28       28       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,093
COMMITMENTS
      20       27       45    2,397    2,309    2,462    2,381      631      712

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        101)
      -5       27       35      188      144      218      206     -117     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.9      1.5     77.5     74.7     79.6     77.0     20.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       21       22       23
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,892
COMMITMENTS
     125        0       35    3,309    3,188    3,469    3,223      423      669

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        385)
      95        0        0      245      170      340      170       45      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.9     85.0     81.9     89.1     82.8     10.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       30       34       32       35
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      270,169
COMMITMENTS
  40,071   17,500   46,982  148,163  175,984  235,216  240,466   34,953   29,703

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -3,763)
  -5,165   -3,193     -716    4,191   -1,760   -1,689   -5,669   -2,074    1,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      6.5     17.4     54.8     65.1     87.1     89.0     12.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      45       19       30       73       80      132      117
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        8,945
COMMITMENTS
   2,000        0      500    5,890    8,220    8,390    8,720      555      225

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,875)
       0        0      400    1,300    1,350    1,700    1,750      175      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.0      5.6     65.8     91.9     93.8     97.5      6.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        2       18       25       20       27
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,825
COMMITMENTS
     750        0      525    5,350    6,725    6,625    7,250    1,200      575

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      6.7     68.4     85.9     84.7     92.7     15.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,321,774
COMMITMENTS
 119,569  298,618  492,813  632,585  496,443  1244967  1287873   76,807   33,901

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:    -17,340)
  -3,666    3,561  -15,598    3,883   -3,709  -15,381  -15,746   -1,958   -1,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     22.6     37.3     47.9     37.6     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      84       52       96       84       77      219      184
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,800
COMMITMENTS
       3   11,922    2,413   86,501   71,239   88,917   85,574    8,883   12,226

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         96)
       3     -173      121       24      148      148       96      -52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.2      2.5     88.4     72.8     90.9     87.5      9.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       23       19       26       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,416
COMMITMENTS
   5,769    8,738    3,076   74,768   69,936   83,613   81,750    7,803    9,666

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,837)
    -420   -1,658      420   -1,533      101   -1,533   -1,137     -304     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      9.6      3.4     81.8     76.5     91.5     89.4      8.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        5       26       23       31       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,649
COMMITMENTS
  11,346        0    4,947  104,531  116,741  120,824  121,688    8,825    7,961

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        648)
      60        0        0      286      910      346      910      302     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      3.8     80.6     90.0     93.2     93.9      6.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       24       26       26       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,909
COMMITMENTS
  13,268    2,215    6,339   78,717   89,340   98,324   97,894   12,585   13,015

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        266)
       0      480      124   -1,480      182   -1,356      786    1,622     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      2.0      5.7     71.0     80.6     88.7     88.3     11.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       19       27       23       29
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,967
COMMITMENTS
   9,787        0    3,686   38,552   45,583   52,025   49,269    4,942    7,698

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,620)
  -1,824        0    1,342    1,976      124    1,494    1,466      126      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      0.0      6.5     67.7     80.0     91.3     86.5      8.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       13       15       15       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,144
COMMITMENTS
   2,822      306    7,344   59,231   56,188   69,397   63,838    5,747   11,306

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:          2)
    -887      306     -117    1,004      639        0      828        2     -826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.4      9.8     78.8     74.8     92.4     85.0      7.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       21       22       23       24
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,796
COMMITMENTS
   3,947    1,255    2,173   85,971   79,832   92,091   83,260    3,705   12,536

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -324)
   3,688      -46     -902   -2,802      830      -16     -118     -308     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.3      2.3     89.7     83.3     96.1     86.9      3.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       25       34       28       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,885
COMMITMENTS
   2,776      138    4,448   86,433   94,230   93,657   98,816   16,228   11,069

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        234)
    -691   -1,275      389     -988      818   -1,290      -68    1,524      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.1      4.0     78.7     85.8     85.2     89.9     14.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       20       21       22
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,678
COMMITMENTS
  11,278        0    9,630   51,936   54,596   72,844   64,226    4,834   13,452

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      2,742)
   2,990        0     -343   -1,190    2,730    1,457    2,387    1,285      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.0     12.4     66.9     70.3     93.8     82.7      6.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        3       18       14       22       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,358
COMMITMENTS
   3,004    1,240   17,055   64,168   63,432   84,227   81,727    7,131    9,631

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -300)
     -16     -108     -332      646      604      298      164     -598     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.4     18.7     70.2     69.4     92.2     89.5      7.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       11       15       15       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,043
COMMITMENTS
   1,712      545    4,405   51,782   48,747   57,899   53,697    9,144   13,346

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -190)
       0   -2,140      856     -586    3,642      270    2,358     -460   -2,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.8      6.6     77.2     72.7     86.4     80.1     13.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       19       23       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,038
COMMITMENTS
  27,006    2,164    4,229   90,202  115,394  121,437  121,787    6,601    6,251

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         71)
  -1,629       29      369    1,412      -12      152      386      -81     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      1.7      3.3     70.4     90.1     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       27       32       32       36
 
 
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE        Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       22,528
COMMITMENTS
   8,184        0        0   13,914   19,680   22,098   19,680      430    2,848

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      0.0      0.0     61.8     87.4     98.1     87.4      1.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        9       10       11       10
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,501
COMMITMENTS
   2,589   21,092   18,433   85,620   78,452  106,642  117,977   19,859    8,524

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         82)
       2     -302      332     -192      422      142      452      -60     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     16.7     14.6     67.7     62.0     84.3     93.3     15.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        6       26       26       32       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,785
COMMITMENTS
  14,568        0    8,371   68,738   80,688   91,677   89,059   11,108   13,726

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     12,602)
     772        0    6,240    6,106    5,653   13,118   11,893     -516      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      0.0      8.1     66.9     78.5     89.2     86.6     10.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        4       17       18       22       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,478
COMMITMENTS
       0    1,440        0   54,062   53,094   54,062   54,534    3,416    2,944

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        364)
       0        0        0      364      364      364      364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0     94.1     92.4     94.1     94.9      5.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       14       15       14       16
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,891
COMMITMENTS
  16,765    5,976    5,821  212,710  222,113  235,296  233,910   12,595   13,981

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      2,690)
    -196     -211      471    2,174    2,929    2,449    3,189      241     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.4      2.3     85.8     89.6     94.9     94.4      5.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        7       42       41       49       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,606
COMMITMENTS
  21,854        0   14,856  178,708  205,134  215,418  219,990   18,188   13,616

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -692)
    -469        0     -123   -2,379      -96   -2,971     -219    2,279     -473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      6.4     76.5     87.8     92.2     94.2      7.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        2       35       32       40       34
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      247,862
COMMITMENTS
  14,598    8,765   13,999  206,848  211,040  235,445  233,804   12,417   14,058

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     11,205)
     460    7,891     -236   13,630    5,089   13,854   12,744   -2,649   -1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      3.5      5.6     83.5     85.1     95.0     94.3      5.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        4        5       43       39       50       45
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,231
COMMITMENTS
       0    3,502    2,196   41,897   38,422   44,093   44,120   10,138   10,111

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        900)
       0      172     -110    1,498    1,954    1,388    2,016     -488   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      4.0     77.3     70.8     81.3     81.4     18.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       19       16       20       17
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,912
COMMITMENTS
  29,432    2,374   17,789  151,169  181,274  198,390  201,437   16,522   13,475

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:       -496)
   1,588   -1,652      337   -2,730    2,466     -805    1,151      309   -1,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      1.1      8.3     70.3     84.3     92.3     93.7      7.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        6       37       37       44       43
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,333
COMMITMENTS
   4,995    7,830      921   60,580   56,316   66,496   65,067    9,837   11,266

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:          2)
       0        0        0    1,286       32    1,286       32   -1,284      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     10.3      1.2     79.4     73.8     87.1     85.2     12.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       23       22       25       24
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,311,763
COMMITMENTS
 1040556  233,047  957,325  1281117  2109098  3278998  3299470   32,765   12,293

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     62,618)
  21,793   14,463   24,746   18,231   21,482   64,770   60,691   -2,152    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      7.0     28.9     38.7     63.7     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      37       18       47      101       93      156      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,163,938
COMMITMENTS
 148,107  414,474  222,996  788,402  523,715  1159505  1161185    4,433    2,753

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     35,724)
 -11,115  -44,731    4,868   41,879   76,980   35,632   37,117       92   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     35.6     19.2     67.7     45.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       27       34       42       39       80       79
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       93,418
COMMITMENTS
   1,538      541    4,416   87,419   88,249   93,374   93,207       44      211

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      2,992)
     -18       46      -11    3,237    3,341    3,208    3,377     -216     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.6      4.7     93.6     94.5    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        6       34       32       40       40
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,600
COMMITMENTS
   4,128       40      360   22,766   26,900   27,254   27,300      346      300

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         59)
       0        0        0       58       59       59       59       -0        0

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 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,470
COMMITMENTS
     880      480    1,192   21,390   23,382   23,462   25,054    3,008    1,416

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       36       60       36        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      4.5     80.8     88.3     88.6     94.7     11.4      5.3

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 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,726
COMMITMENTS
   1,100        0      800   23,212   24,118   25,112   24,918      614      808

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,540)
      80        0        0    1,460    1,980    1,540    1,980        0     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      3.1     90.2     93.7     97.6     96.9      2.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       22       22       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,805,340
COMMITMENTS
 257,673  150,726  1115478  1355796  1460789  2728948  2726993   76,393   78,347

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      6,151)
 -24,729    9,791   44,669   -8,640  -31,795   11,300   22,666   -5,149  -16,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.4     39.8     48.3     52.1     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     105      126      151       85      104      273      306
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,298
COMMITMENTS
  19,462   19,341    5,803   70,904   52,165   96,169   77,309   28,129   46,989

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        579)
    -657       36        5      -41      409     -693      450    1,272      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     15.6      4.7     57.0     42.0     77.4     62.2     22.6     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        4       17       15       21       21
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,097
COMMITMENTS
       0    1,459      100   19,997   18,538   20,097   20,097        0        0

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,511)
       0      594        0    1,511      917    1,511    1,511        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.5     99.5     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        4        1       23       27       24       32
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      182,052
COMMITMENTS
  30,184   35,136   44,930   92,836   94,393  167,950  174,459   14,102    7,593

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -5,746)
  -1,497    2,389   -3,230     -619   -2,748   -5,346   -3,589     -400   -2,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     19.3     24.7     51.0     51.8     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       16       24       23       23       49       49
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,635
COMMITMENTS
     150      500        0    6,425    6,135    6,575    6,635       60        0

CHANGES FROM 03/18/08 (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      7.5      0.0     96.8     92.5     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 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,188
COMMITMENTS
  12,709    2,390      121    4,674   17,227   17,504   19,738    2,684      450

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        -28)
     643       58       38        8      101      689      197     -717     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0     11.8      0.6     23.2     85.3     86.7     97.8     13.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      54       15        5        9       30       66       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       11,413
COMMITMENTS
   6,363    1,566       19    1,815    8,820    8,197   10,405    3,216    1,008

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -1,162)
     -22     -367      -53     -260     -270     -335     -690     -827     -472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.8     13.7      0.2     15.9     77.3     71.8     91.2     28.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28       10        2       13       22       42       33
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      295,130
COMMITMENTS
  53,510   12,433   53,981  157,816  207,138  265,306  273,551   29,824   21,579

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:     -3,810)
  -4,826      706   -2,321    4,334   -2,356   -2,813   -3,970     -996      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      4.2     18.3     53.5     70.2     89.9     92.7     10.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      62       27       43       90       95      172      150
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,900
COMMITMENTS
   1,589        0    1,016   10,971   12,446   13,576   13,462      324      438

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        800)
      75        0        0      840      890      915      890     -115      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      7.3     78.9     89.5     97.7     96.8      2.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       18       24       20       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,420
COMMITMENTS
     125        0      850    4,445    4,520    5,420    5,370        0       50

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0     15.7     82.0     83.4    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       21       15       22       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,785
COMMITMENTS
     241        0        0    1,978    2,650    2,219    2,650      566      135

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:        117)
       0        0        0      117       27      117       27        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      0.0     71.0     95.2     79.7     95.2     20.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       11       16       11
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       11,558
COMMITMENTS
   2,439      450      150    6,914    6,753    9,503    7,353    2,055    4,205

CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST:      1,799)
     675        0        0      896      495    1,571      495      228    1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      3.9      1.3     59.8     58.4     82.2     63.6     17.8     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       17       17       20       19
 

Updated July 29, 2008