GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,938 COMMITMENTS 0 0 0 6,105 7,290 6,105 7,290 1,833 648 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 265) 0 0 0 -545 -135 -545 -135 810 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 76.9 91.8 76.9 91.8 23.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 21 21 21 21 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,546 COMMITMENTS 50 820 125 8,156 7,536 8,331 8,481 215 65 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -200 -95 -200 -95 125 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 9.6 1.5 95.4 88.2 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 27 29 29 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,413 COMMITMENTS 20 0 15 2,604 2,577 2,639 2,592 774 821 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 320) 0 -27 -30 207 268 177 211 143 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.4 76.3 75.5 77.3 75.9 22.7 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 21 22 22 23 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,367 COMMITMENTS 5 0 35 3,774 3,628 3,814 3,663 553 704 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 475) -120 0 0 465 440 345 440 130 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.8 86.4 83.1 87.3 83.9 12.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 1 29 34 30 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,728 COMMITMENTS 39,257 17,597 40,759 141,277 170,272 221,293 228,628 34,435 27,100 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -14,441) -814 97 -6,223 -6,887 -5,712 -13,923 -11,837 -518 -2,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 6.9 15.9 55.2 66.6 86.5 89.4 13.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 46 22 32 66 80 129 120 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 9,645 COMMITMENTS 2,000 100 500 6,915 8,995 9,415 9,595 230 50 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 700) 0 100 0 1,025 775 1,025 875 -325 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 1.0 5.2 71.7 93.3 97.6 99.5 2.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 26 28 28 30 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,272,577 COMMITMENTS 127,825 299,045 462,152 608,808 475,674 1198784 1236870 73,792 35,707 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -49,198) 8,256 427 -30,661 -23,778 -20,769 -46,183 -51,003 -3,015 1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 23.5 36.3 47.8 37.4 94.2 97.2 5.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 78 53 88 79 75 208 173 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,490 COMMITMENTS 0 12,191 1,829 84,954 69,877 86,783 83,897 8,707 11,593 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -2,310) -3 269 -584 -1,547 -1,362 -2,134 -1,677 -176 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.8 1.9 89.0 73.2 90.9 87.9 9.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 2 22 18 24 22 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,338 COMMITMENTS 3,587 10,308 2,339 69,284 59,941 75,210 72,588 8,128 10,750 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -8,078) -2,182 1,570 -737 -5,484 -9,995 -8,403 -9,162 325 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 12.4 2.8 83.1 71.9 90.2 87.1 9.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 4 24 22 28 26 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 120,429 COMMITMENTS 8,955 0 4,917 95,578 106,229 109,450 111,146 10,979 9,283 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -9,220) -2,391 0 -30 -8,953 -10,512 -11,374 -10,542 2,154 1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.0 4.1 79.4 88.2 90.9 92.3 9.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 23 24 24 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,647 COMMITMENTS 13,268 2,521 6,187 80,125 89,957 99,580 98,665 12,067 12,982 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 738) 0 306 -152 1,408 617 1,256 771 -518 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.3 5.5 71.8 80.6 89.2 88.4 10.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 20 28 24 30 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,378 COMMITMENTS 7,630 0 4,240 36,500 43,767 48,370 48,007 5,008 5,371 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -3,589) -2,157 0 554 -2,052 -1,816 -3,655 -1,262 66 -2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.0 7.9 68.4 82.0 90.6 89.9 9.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 17 17 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,448 COMMITMENTS 3,007 2,366 4,283 57,602 52,413 64,892 59,062 6,556 12,386 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -3,696) 185 2,060 -3,061 -1,629 -3,775 -4,505 -4,776 809 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 3.3 6.0 80.6 73.4 90.8 82.7 9.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 20 21 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,412 COMMITMENTS 2,874 980 2,782 87,410 81,399 93,066 85,161 4,346 12,251 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 1,616) -1,073 -275 609 1,439 1,567 975 1,901 641 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.0 2.9 89.7 83.6 95.5 87.4 4.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 27 34 30 37 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 113,117 COMMITMENTS 3,976 746 4,681 88,991 96,286 97,648 101,713 15,469 11,404 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,232) 1,200 608 233 2,558 2,056 3,991 2,897 -759 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.7 4.1 78.7 85.1 86.3 89.9 13.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 19 20 22 22 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 72,678 COMMITMENTS 6,873 0 10,591 49,236 50,165 66,700 60,756 5,978 11,922 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -5,000) -4,405 0 961 -2,700 -4,431 -6,144 -3,470 1,144 -1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 14.6 67.7 69.0 91.8 83.6 8.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 3 17 14 21 17 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,777 COMMITMENTS 7,627 5,405 16,057 63,936 63,102 87,620 84,564 7,157 10,213 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,419) 4,623 4,165 -998 -232 -330 3,393 2,837 26 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.7 16.9 67.5 66.6 92.4 89.2 7.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 3 11 15 15 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,696 COMMITMENTS 1,819 0 4,058 45,503 44,363 51,380 48,421 10,316 13,275 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -5,347) 107 -545 -347 -6,279 -4,384 -6,519 -5,276 1,172 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 6.6 73.8 71.9 83.3 78.5 16.7 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 20 18 22 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 131,180 COMMITMENTS 30,101 1,760 3,600 90,812 119,232 124,513 124,592 6,667 6,588 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,142) 3,095 -404 -629 610 3,838 3,076 2,805 66 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 1.3 2.7 69.2 90.9 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 4 29 32 34 36 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,715 COMMITMENTS 2,411 22,549 17,083 81,238 71,044 100,732 110,676 18,983 9,039 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -6,786) -178 1,457 -1,350 -4,382 -7,408 -5,910 -7,301 -876 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 18.8 14.3 67.9 59.3 84.1 92.4 15.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 6 5 26 25 31 32 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,551 COMMITMENTS 16,312 0 9,449 64,438 77,611 90,199 87,060 11,352 14,491 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -1,234) 1,744 0 1,078 -4,300 -3,077 -1,478 -1,999 244 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 0.0 9.3 63.5 76.4 88.8 85.7 11.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 3 18 16 22 19 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 236,867 COMMITMENTS 14,446 5,146 5,279 202,272 211,496 221,997 221,921 14,870 14,946 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -11,024) -2,319 -830 -542 -10,438 -10,617 -13,299 -11,989 2,275 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.2 2.2 85.4 89.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 7 41 38 48 46 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 225,770 COMMITMENTS 19,417 0 14,546 177,708 197,107 211,671 211,653 14,099 14,117 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -7,836) -2,437 0 -310 -1,000 -8,027 -3,747 -8,337 -4,089 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 6.4 78.7 87.3 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 0 2 36 33 41 35 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 232,954 COMMITMENTS 11,255 9,012 11,370 198,148 197,818 220,773 218,200 12,181 14,754 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -14,908) -3,343 247 -2,629 -8,700 -13,222 -14,672 -15,604 -236 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.9 4.9 85.1 84.9 94.8 93.7 5.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 4 43 36 49 41 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,053 COMMITMENTS 0 2,736 2,103 38,690 33,243 40,793 38,082 9,260 11,971 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -4,178) 0 -766 -93 -3,207 -5,179 -3,300 -6,038 -878 1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 4.2 77.3 66.4 81.5 76.1 18.5 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 17 13 18 14 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 202,985 COMMITMENTS 31,362 3,006 15,442 143,548 172,681 190,352 191,129 12,633 11,856 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -11,927) 1,930 632 -2,347 -7,621 -8,593 -8,038 -10,308 -3,889 -1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.5 7.6 70.7 85.1 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 5 37 36 43 42 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,450 COMMITMENTS 4,455 7,658 859 53,985 49,120 59,299 57,637 11,151 12,813 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -5,883) -540 -172 -62 -6,595 -7,196 -7,197 -7,430 1,314 1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.9 1.2 76.6 69.7 84.2 81.8 15.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 20 19 22 21 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,125,204 COMMITMENTS 955,407 119,221 949,648 1179278 2043739 3084333 3112608 40,871 12,596 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -186,559) -85,149 -113,826 -7,677 -101,839 -65,359 -194,665 -186,862 8,106 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 3.8 30.4 37.7 65.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 32 20 42 93 89 142 136 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,065,335 COMMITMENTS 131,503 338,154 215,308 712,082 509,067 1058893 1062529 6,442 2,806 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -98,603) -16,604 -76,320 -7,688 -76,320 -14,648 -100,612 -98,656 2,009 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 31.7 20.2 66.8 47.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 18 21 32 41 39 77 74 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,435 COMMITMENTS 1,213 560 4,453 82,542 82,957 88,208 87,971 227 464 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -4,983) -325 19 37 -4,878 -5,292 -5,166 -5,236 183 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.6 5.0 93.3 93.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 6 31 30 37 38 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,108 COMMITMENTS 4,053 0 348 21,463 25,476 25,865 25,824 243 284 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -1,492) -74 -40 -12 -1,303 -1,424 -1,389 -1,476 -103 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.0 1.3 82.2 97.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 21 23 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,408 COMMITMENTS 842 480 1,190 20,584 22,298 22,616 23,968 2,792 1,440 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -1,062) -38 0 -2 -806 -1,084 -846 -1,086 -216 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.9 4.7 81.0 87.8 89.0 94.3 11.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 16 21 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,488 COMMITMENTS 1,090 0 720 23,084 23,894 24,894 24,614 594 874 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -238) -10 0 -80 -128 -224 -218 -304 -20 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 2.8 90.6 93.7 97.7 96.6 2.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 21 22 23 23 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,874,785 COMMITMENTS 255,726 158,849 1160190 1381988 1471818 2797904 2790856 76,881 83,929 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 69,445) -1,946 8,123 44,711 26,191 11,029 68,956 63,863 489 5,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 5.5 40.4 48.1 51.2 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 114 118 159 89 105 286 308 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 120,106 COMMITMENTS 17,828 16,956 5,631 69,871 44,451 93,330 67,038 26,776 53,068 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -4,192) -1,634 -2,385 -172 -1,033 -7,714 -2,839 -10,271 -1,353 6,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 14.1 4.7 58.2 37.0 77.7 55.8 22.3 44.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 3 16 14 19 19 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,136 COMMITMENTS 150 815 100 18,886 18,221 19,136 19,136 0 0 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -961) 150 -644 0 -1,111 -317 -961 -961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 4.3 0.5 98.7 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 23 26 25 30 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 185,374 COMMITMENTS 31,223 33,952 45,743 95,505 97,703 172,471 177,398 12,903 7,976 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 3,322) 1,039 -1,184 813 2,669 3,310 4,521 2,939 -1,199 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 18.3 24.7 51.5 52.7 93.0 95.7 7.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 15 22 25 25 49 49 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,649 COMMITMENTS 12,001 2,462 123 5,030 16,660 17,154 19,245 2,495 404 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -539) -708 72 2 356 -567 -350 -493 -189 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 12.5 0.6 25.6 84.8 87.3 97.9 12.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 47 16 4 11 29 60 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,018 COMMITMENTS 7,281 1,678 175 1,912 9,140 9,368 10,993 2,650 1,025 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 605) 918 112 156 97 320 1,171 588 -566 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 14.0 1.5 15.9 76.1 77.9 91.5 22.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 10 3 16 24 46 35 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 270,390 COMMITMENTS 57,372 13,105 46,085 137,605 191,291 241,062 250,481 29,328 19,909 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: -24,740) 3,863 672 -7,896 -20,211 -15,847 -24,244 -23,070 -496 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 4.8 17.0 50.9 70.7 89.2 92.6 10.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 65 28 41 76 87 161 139 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,220 COMMITMENTS 100 0 200 2,835 2,835 3,135 3,035 85 185 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 6.2 88.0 88.0 97.4 94.3 2.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 14 15 15 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,527 COMMITMENTS 750 311 1,136 12,367 12,662 14,253 14,109 274 418 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 627) -839 311 120 1,396 216 677 647 -50 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.1 7.8 85.1 87.2 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 20 25 22 27 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,895 COMMITMENTS 0 375 950 4,945 4,520 5,895 5,845 0 50 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 475) -125 375 100 500 0 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 16.1 83.9 76.7 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 21 15 22 16 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,625 COMMITMENTS 2,682 450 150 6,717 6,551 9,549 7,151 2,076 4,474 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 67) 243 0 0 -197 -202 46 -202 21 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.9 1.3 57.8 56.4 82.1 61.5 17.9 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 1 17 15 22 17
Updated July 29, 2008