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