GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,803 COMMITMENTS 0 125 0 5,753 5,518 5,753 5,643 50 160 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,220) 0 0 0 323 -642 323 -642 -1,543 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 99.1 95.1 99.1 97.2 0.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 31 23 31 24 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,065 COMMITMENTS 50 895 0 6,855 5,910 6,905 6,805 160 260 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -873) 0 25 -75 -788 -878 -863 -928 -10 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.7 0.0 97.0 83.7 97.7 96.3 2.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 24 24 25 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,085 COMMITMENTS 10 0 55 2,217 2,373 2,282 2,428 803 657 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -317) 10 0 55 -340 -145 -275 -90 -42 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 1.8 71.9 76.9 74.0 78.7 26.0 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 22 20 23 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,614 COMMITMENTS 50 0 60 2,844 2,885 2,954 2,945 660 669 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -610) -20 0 -25 -825 -805 -870 -830 260 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.7 78.7 79.8 81.7 81.5 18.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 29 27 30 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 273,468 COMMITMENTS 39,952 25,393 51,890 147,605 167,962 239,447 245,245 34,021 28,223 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 5,886) -1,977 3,660 1,359 6,826 2,259 6,207 7,278 -321 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 9.3 19.0 54.0 61.4 87.6 89.7 12.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 40 27 39 65 70 128 119 EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022654 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,824 COMMITMENTS 2,992 4,250 5,317 2,485 1,513 10,794 11,080 1,030 744 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 875) 742 848 -18 12 -19 736 811 139 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 35.9 45.0 21.0 12.8 91.3 93.7 8.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 8 10 10 20 18 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 7,550 COMMITMENTS 1,650 0 500 5,000 6,675 7,150 7,175 400 375 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -2,170) 0 0 -50 -1,770 -2,195 -1,820 -2,245 -350 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 0.0 6.6 66.2 88.4 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 3 17 26 21 29 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,700 COMMITMENTS 1,325 50 100 4,650 5,975 6,075 6,125 625 575 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -675) -250 0 0 -375 -725 -625 -725 -50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 0.7 1.5 69.4 89.2 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 9 16 11 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,279,551 COMMITMENTS 142,515 381,113 437,406 618,796 425,995 1198717 1244514 80,833 35,036 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -2,849) 1,610 17,173 -8,652 5,734 -11,076 -1,309 -2,555 -1,540 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 29.8 34.2 48.4 33.3 93.7 97.3 6.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 95 51 86 78 72 221 171 NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-023656 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 9,583 COMMITMENTS 4,416 3,282 1,373 3,551 4,586 9,340 9,241 243 342 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 34.2 14.3 37.1 47.9 97.5 96.4 2.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 10 5 7 8 13 19 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,688 COMMITMENTS 0 11,251 1,776 88,494 72,038 90,270 85,065 6,418 11,623 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -2,078) 0 -797 -66 -1,362 -799 -1,428 -1,662 -650 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.6 1.8 91.5 74.5 93.4 88.0 6.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 24 21 26 25 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,930 COMMITMENTS 8,800 7,434 3,099 55,032 55,795 66,931 66,328 7,999 8,602 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -7,536) 5,791 -2,879 370 -13,366 -4,968 -7,205 -7,477 -331 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 9.9 4.1 73.4 74.5 89.3 88.5 10.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 3 23 24 27 28 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,166 COMMITMENTS 3,905 0 3,211 92,954 98,044 100,070 101,255 11,096 9,911 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -8,017) -3,409 0 1,577 -6,297 -9,264 -8,129 -7,687 112 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 2.9 83.6 88.2 90.0 91.1 10.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 26 25 28 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,124 COMMITMENTS 9,486 3,416 1,458 77,663 83,119 88,607 87,993 7,517 8,131 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -7,833) -1,922 -1,151 -137 -2,571 -2,705 -4,630 -3,993 -3,203 -3,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.6 1.5 80.8 86.5 92.2 91.5 7.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 23 30 27 32 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,297 COMMITMENTS 9,097 0 4,928 37,019 47,438 51,044 52,366 6,253 4,931 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -2,969) -579 0 75 -2,030 -1,164 -2,534 -1,089 -435 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.0 8.6 64.6 82.8 89.1 91.4 10.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 15 20 17 21 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,006 COMMITMENTS 4,260 627 5,813 60,487 59,966 70,560 66,406 5,446 9,600 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -5,803) -31 -705 49 -4,777 -4,369 -4,759 -5,025 -1,044 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.8 7.6 79.6 78.9 92.8 87.4 7.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 23 25 25 27 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 98,936 COMMITMENTS 5,085 4,193 2,161 86,441 82,432 93,687 88,786 5,249 10,150 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -8,189) 2,591 2,265 -1,192 -9,397 -8,079 -7,998 -7,006 -191 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.2 2.2 87.4 83.3 94.7 89.7 5.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 25 32 28 36 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,930 COMMITMENTS 8,188 1,522 4,053 87,930 93,486 100,171 99,061 11,759 12,869 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -4,028) 3,064 123 -589 -4,497 -2,462 -2,022 -2,928 -2,006 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.4 3.6 78.6 83.5 89.5 88.5 10.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 2 21 23 25 25 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,025 COMMITMENTS 6,710 2,535 7,012 50,628 47,428 64,350 56,975 5,675 13,050 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -4,708) -1,306 -131 103 -2,758 -3,796 -3,961 -3,824 -747 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.6 10.0 72.3 67.7 91.9 81.4 8.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 17 17 21 21 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,090 COMMITMENTS 5,595 10,516 20,472 81,842 69,906 107,909 100,894 2,181 9,196 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -935) -1,637 7,596 -487 1,503 -8,459 -621 -1,350 -314 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 9.6 18.6 74.3 63.5 98.0 91.6 2.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 3 14 15 19 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,184 COMMITMENTS 1,391 0 3,526 42,633 45,832 47,550 49,358 12,634 10,826 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -4,147) -324 0 113 -6,804 -3,236 -7,015 -3,123 2,868 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 5.9 70.8 76.2 79.0 82.0 21.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 20 19 22 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,191 COMMITMENTS 16,637 668 3,112 87,343 101,307 107,092 105,087 5,099 7,104 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -11,125) -3,007 -126 103 -6,616 -11,023 -9,520 -11,046 -1,605 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.6 2.8 77.9 90.3 95.5 93.7 4.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 4 32 34 37 38 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,999,396 COMMITMENTS 289,715 25,785 824,567 878,841 1142358 1993123 1992709 6,273 6,687 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 49,337) 23,493 1,837 9,491 18,800 39,682 51,784 51,010 -2,447 -1,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.3 41.2 44.0 57.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 39 20 56 58 60 117 116 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 126,621 COMMITMENTS 2,620 31,216 16,885 89,403 68,043 108,908 116,144 17,713 10,477 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -5,982) -93 -2,099 530 -5,701 -4,384 -5,264 -5,953 -718 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 24.7 13.3 70.6 53.7 86.0 91.7 14.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 6 5 28 26 33 33 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 111,495 COMMITMENTS 5,115 4,544 7,835 87,592 84,702 100,542 97,081 10,953 14,414 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -8,203) -524 31 -633 -5,313 -6,381 -6,470 -6,983 -1,733 -1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.1 7.0 78.6 76.0 90.2 87.1 9.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 19 18 23 21 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,179 COMMITMENTS 0 0 0 44,721 44,810 44,721 44,810 2,458 2,369 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -6,814) 0 0 0 -7,432 -7,753 -7,432 -7,753 618 939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.8 95.0 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 12 12 12 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 233,620 COMMITMENTS 11,549 14,475 5,354 201,774 199,593 218,677 219,422 14,943 14,198 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -10,857) -2,124 8,536 -277 -7,997 -18,212 -10,398 -9,953 -459 -904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 6.2 2.3 86.4 85.4 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 5 6 39 38 45 46 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 234,369 COMMITMENTS 16,353 3,925 17,737 187,103 202,277 221,193 223,939 13,176 10,430 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 882) 2,666 1,458 -1,159 2,482 4,596 3,989 4,895 -3,107 -4,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.7 7.6 79.8 86.3 94.4 95.5 5.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 3 38 34 45 37 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 249,269 COMMITMENTS 11,683 14,914 13,217 213,333 208,419 238,233 236,550 11,036 12,719 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -16,158) 2,356 5,924 -3,370 -14,743 -16,530 -15,757 -13,976 -401 -2,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 6.0 5.3 85.6 83.6 95.6 94.9 4.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 3 5 47 42 54 47 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,169 COMMITMENTS 5,422 768 2,833 36,950 39,490 45,205 43,091 7,964 10,078 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -2,708) 5,422 -1,581 127 -7,573 186 -2,024 -1,268 -684 -1,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 1.4 5.3 69.5 74.3 85.0 81.0 15.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 17 21 18 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 211,873 COMMITMENTS 19,411 6,410 17,146 165,313 175,811 201,870 199,367 10,003 12,506 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,816) -2,743 -605 -160 2,202 173 -701 -592 -1,115 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 3.0 8.1 78.0 83.0 95.3 94.1 4.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 3 6 41 41 48 47 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,284 COMMITMENTS 3,525 4,195 780 49,963 43,995 54,268 48,970 9,016 14,314 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -7,530) -930 -1,286 210 -6,845 -7,371 -7,565 -8,447 35 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 6.6 1.2 79.0 69.5 85.8 77.4 14.2 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 20 17 22 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,258,611 COMMITMENTS 1121475 138,719 844,078 1258764 2262825 3224317 3245622 34,294 12,989 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 68,038) 36,948 4,592 2,402 29,528 60,793 68,878 67,787 -840 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 4.3 25.9 38.6 69.4 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 36 17 43 96 91 150 135 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,114,954 COMMITMENTS 124,992 363,814 266,510 719,527 482,136 1111029 1112460 3,925 2,494 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 38,387) 7,768 2,368 9,440 20,705 26,443 37,913 38,251 474 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 32.6 23.9 64.5 43.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 21 29 44 43 78 78 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,741 COMMITMENTS 675 811 4,932 89,501 89,271 95,109 95,015 632 726 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 476) -152 27 -78 494 180 264 129 211 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.8 5.2 93.5 93.2 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 4 8 31 33 40 42 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,334 COMMITMENTS 3,622 1 392 24,880 28,693 28,894 29,086 440 248 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -222) -77 -3 -0 -132 -3 -209 -6 -13 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.0 1.3 84.8 97.8 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 20 23 24 26 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,602 COMMITMENTS 560 1,316 572 20,766 21,312 21,898 23,200 2,704 1,402 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,074) -40 -22 0 -828 -1,016 -868 -1,038 -206 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.3 2.3 84.4 86.6 89.0 94.3 11.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 16 21 18 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,200 COMMITMENTS 2,760 240 640 24,446 25,980 27,846 26,860 354 1,340 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -260) 230 0 -80 -410 -386 -260 -466 0 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.9 2.3 86.7 92.1 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 21 21 25 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,035,996 COMMITMENTS 300,536 168,820 1252651 1384062 1489567 2937249 2911038 98,746 124,958 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 135,101) 17,866 10,722 67,175 38,390 34,588 123,432 112,485 11,670 22,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.6 41.3 45.6 49.1 96.7 95.9 3.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 104 161 175 89 108 302 340 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,436 COMMITMENTS 9,588 25,231 27,645 57,937 42,850 95,170 95,726 1,266 710 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 5,794) 548 -2,486 3,214 1,778 4,909 5,540 5,637 254 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 26.2 28.7 60.1 44.4 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 13 15 16 14 31 29 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 122,882 COMMITMENTS 24,428 16,369 4,260 64,501 58,871 93,189 79,500 29,693 43,382 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -5,116) -104 -1,459 -612 -4,375 -2,469 -5,091 -4,540 -25 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 13.3 3.5 52.5 47.9 75.8 64.7 24.2 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 3 16 16 19 21 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 367,786 COMMITMENTS 47,993 13,269 150,159 165,337 199,592 363,490 363,019 4,296 4,766 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 32,883) 430 859 14,971 16,560 16,172 31,961 32,002 921 881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 3.6 40.8 45.0 54.3 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 24 19 36 35 35 75 74 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 290,172 COMMITMENTS 20,843 9,160 83,469 173,050 187,708 277,362 280,337 12,810 9,835 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -10,953) -2,134 150 -1,989 -6,361 -8,078 -10,484 -9,917 -469 -1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.2 28.8 59.6 64.7 95.6 96.6 4.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 8 28 27 36 35 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,344 COMMITMENTS 150 865 0 18,194 17,479 18,344 18,344 0 0 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -3,392) 0 50 -100 -3,292 -3,342 -3,392 -3,392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 4.7 0.0 99.2 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 0 24 25 25 29 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 184,565 COMMITMENTS 32,389 35,112 41,128 101,477 100,853 174,994 177,093 9,571 7,472 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 3,854) 1,539 -3,971 3,101 427 4,326 5,067 3,456 -1,213 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 19.0 22.3 55.0 54.6 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 16 23 26 26 53 51 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,508 COMMITMENTS 635 3,098 4,513 18,128 15,301 23,276 22,912 1,232 1,596 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 800) 495 360 40 550 400 1,085 800 -285 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 12.6 18.4 74.0 62.4 95.0 93.5 5.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 4 15 16 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,620 COMMITMENTS 400 400 0 5,220 5,220 5,620 5,620 0 0 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -875) -50 -50 0 -825 -825 -875 -875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 7.1 0.0 92.9 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 14 15 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,590 COMMITMENTS 11,196 2,671 190 5,864 16,100 17,250 18,961 2,340 629 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 180) 254 -343 83 130 377 467 117 -287 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 13.6 1.0 29.9 82.2 88.1 96.8 11.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 41 12 5 13 31 58 45 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,961 COMMITMENTS 9,726 1,662 125 1,527 10,744 11,378 12,531 2,583 1,430 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -7) 130 -342 107 150 -53 387 -288 -394 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.7 11.9 0.9 10.9 77.0 81.5 89.8 18.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 38 9 2 8 21 47 31 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 320,650 COMMITMENTS 71,202 8,208 62,816 150,834 226,643 284,852 297,668 35,798 22,982 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: 14,515) -1,149 -2,471 8,567 2,761 3,474 10,178 9,570 4,336 4,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 2.6 19.6 47.0 70.7 88.8 92.8 11.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 72 22 43 80 98 169 148 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,660 COMMITMENTS 0 0 250 2,225 2,310 2,475 2,560 185 100 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 9.4 83.6 86.8 93.0 96.2 7.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 2 15 16 17 18 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,110 COMMITMENTS 0 791 275 11,304 10,486 11,579 11,552 531 558 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,499) -675 19 -375 -735 -1,178 -1,785 -1,534 286 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 2.3 93.3 86.6 95.6 95.4 4.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 19 21 20 22 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,770 COMMITMENTS 0 575 75 4,695 4,120 4,770 4,770 0 0 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -1,250) 0 -825 0 -1,250 -425 -1,250 -1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.1 1.6 98.4 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 18 14 19 15 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,164 COMMITMENTS 2,946 898 604 8,093 7,165 11,643 8,667 1,521 4,497 CHANGES FROM 04/29/08 (CHANGE IN OPEN INTEREST: -629) 360 226 189 539 -323 1,088 92 -1,717 -721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 6.8 4.6 61.5 54.4 88.4 65.8 11.6 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 3 20 18 26 23
Updated July 29, 2008