GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,948
COMMITMENTS
       0       75        0    5,862    5,715    5,862    5,790       86      158

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        145)
       0      -50        0      109      197      109      147       36       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     98.6     96.1     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       30       23       30       24
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,315
COMMITMENTS
      50      895        0    7,110    6,195    7,160    7,090      155      225

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      255      285      255      285       -5      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     12.2      0.0     97.2     84.7     97.9     96.9      2.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       24       26       25       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,354
COMMITMENTS
       0        0        0    2,554    2,672    2,554    2,672      800      682

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        269)
     -10        0      -55      337      299      272      244       -3       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     76.1     79.7     76.1     79.7     23.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       25       22       25
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,752
COMMITMENTS
      55        0       60    3,029    3,103    3,144    3,163      608      589

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        138)
       5        0        0      185      218      190      218      -52      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      1.6     80.7     82.7     83.8     84.3     16.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       27       29       29       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      288,233
COMMITMENTS
  37,283   21,651   60,419  153,509  176,172  251,211  258,242   37,022   29,991

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     14,765)
  -2,669   -3,742    8,529    5,904    8,210   11,764   12,997    3,001    1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      7.5     21.0     53.3     61.1     87.2     89.6     12.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      41       26       42       65       72      132      121
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       13,387
COMMITMENTS
   3,815    5,428    5,412    2,915    1,658   12,142   12,498    1,246      889

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,563)
     823    1,178       96      430      145    1,348    1,419      216      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     40.5     40.4     21.8     12.4     90.7     93.4      9.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        8       10       10       20       18
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,775
COMMITMENTS
   1,650       50      450    5,425    7,000    7,525    7,500      250      275

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        225)
       0       50      -50      425      325      375      325     -150     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      0.6      5.8     69.8     90.0     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        3       21       28       25       31
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,350
COMMITMENTS
   1,325       50      100    5,300    7,025    6,725    7,175      625      175

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      650    1,050      650    1,050        0     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.7      1.4     72.1     95.6     91.5     97.6      8.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1        9       17       11       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,296,493
COMMITMENTS
 149,459  393,875  437,378  623,934  426,802  1210772  1258055   85,722   38,438

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     16,943)
   6,944   12,762      -28    5,139      808   12,054   13,541    4,888    3,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     30.4     33.7     48.1     32.9     93.4     97.0      6.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      92       48       86       79       74      217      172
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:        9,517
COMMITMENTS
   4,399    3,255    1,363    3,514    4,559    9,276    9,177      241      339

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        -66)
     -17      -27      -10      -37      -27      -64      -63       -2       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2     34.2     14.3     36.9     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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,086
COMMITMENTS
       0   11,057    1,645   88,023   71,637   89,668   84,339    6,418   11,747

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:       -602)
       0     -194     -131     -471     -401     -602     -726        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.5      1.7     91.6     74.6     93.3     87.8      6.7     12.2

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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,783
COMMITMENTS
   3,379    5,824    3,868   60,570   58,020   67,817   67,712    7,966    8,071

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        853)
  -5,421   -1,610      769    5,538    2,225      886    1,384      -33     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.7      5.1     79.9     76.6     89.5     89.3     10.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        3       26       26       29       30
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,782
COMMITMENTS
   5,489        0    2,545   94,183  101,499  102,217  104,044   12,565   10,738

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      3,616)
   1,584        0     -666    1,229    3,455    2,147    2,789    1,469      827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      2.2     82.1     88.4     89.1     90.6     10.9      9.4

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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,013
COMMITMENTS
  10,856    3,012    1,099   77,961   86,136   89,916   90,247    9,097    8,766

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,889)
   1,370     -404     -359      298    3,017    1,309    2,254    1,580      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      3.0      1.1     78.7     87.0     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       22       30       26       32
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,906
COMMITMENTS
   7,512        0    5,018   38,183   47,017   50,713   52,035    6,193    4,871

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:       -391)
  -1,585        0       90    1,164     -421     -331     -331      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.0      8.8     67.1     82.6     89.1     91.4     10.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       19       18       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,586
COMMITMENTS
   4,968    1,897    4,635   60,583   60,978   70,186   67,510    6,400    9,076

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        580)
     708    1,270   -1,178       96    1,012     -374    1,104      954     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.5      6.1     79.1     79.6     91.6     88.1      8.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       23       26       25       28
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,662
COMMITMENTS
   5,197    4,412    2,465   87,651   83,332   95,313   90,209    5,349   10,453

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,726)
     112      219      304    1,210      900    1,626    1,423      100      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.4      2.4     87.1     82.8     94.7     89.6      5.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       26       33       29       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,925
COMMITMENTS
   7,373    1,390    4,294   88,643   93,710  100,310   99,394   11,615   12,531

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:         -5)
    -815     -132      241      713      224      139      333     -144     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.2      3.8     79.2     83.7     89.6     88.8     10.4     11.2

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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,331
COMMITMENTS
   2,238    5,574    6,066   56,117   47,226   64,421   58,866    6,910   12,465

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,306)
  -4,472    3,039     -946    5,489     -202       71    1,891    1,235     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      7.8      8.5     78.7     66.2     90.3     82.5      9.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       19       18       23       22
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,048
COMMITMENTS
   5,737    5,326   24,459   83,427   75,506  113,623  105,291    2,425   10,757

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      5,958)
     142   -5,190    3,987    1,585    5,600    5,714    4,397      244    1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      4.6     21.1     71.9     65.1     97.9     90.7      2.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       14       15       19       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,966
COMMITMENTS
   1,325        0    3,704   48,554   48,142   53,583   51,846    8,383   10,120

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,782)
     -66        0      178    5,921    2,310    6,033    2,488   -4,251     -706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      6.0     78.4     77.7     86.5     83.7     13.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       23       24       25       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,872
COMMITMENTS
  11,898      428    4,198   89,367   99,470  105,463  104,096    5,409    6,776

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     -1,319)
  -4,739     -240    1,086    2,024   -1,837   -1,629     -991      310     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.4      3.8     80.6     89.7     95.1     93.9      4.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       33       34       38       38
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,041,402
COMMITMENTS
 311,529   26,497  831,685  892,697  1176957  2035911  2035140    5,490    6,262

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     42,005)
  21,814      713    7,118   13,856   34,600   42,788   42,431     -783     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      1.3     40.7     43.7     57.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      37       22       57       62       64      121      121
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,309
COMMITMENTS
   2,620   31,919   16,671   90,928   70,602  110,219  119,192   19,090   10,117

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,688)
       0      703     -214    1,525    2,559    1,311    3,048    1,377     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     24.7     12.9     70.3     54.6     85.2     92.2     14.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        6        5       29       27       34       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,666
COMMITMENTS
   5,521    2,832    9,547   88,689   87,170  103,757   99,549   10,909   15,117

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      3,171)
     406   -1,712    1,712    1,097    2,468    3,215    2,468      -44      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.5      8.3     77.3     76.0     90.5     86.8      9.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       18       23       21
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      235,988
COMMITMENTS
  14,135    4,822    5,403  200,619  211,829  220,157  222,054   15,831   13,934

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,368)
   2,586   -9,653       49   -1,155   12,236    1,480    2,632      888     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.0      2.3     85.0     89.8     93.3     94.1      6.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        6       40       39       46       46
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      240,575
COMMITMENTS
  11,217    9,065   15,281  199,924  205,644  226,422  229,990   14,153   10,585

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      6,206)
  -5,136    5,140   -2,456   12,821    3,367    5,229    6,051      977      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.8      6.4     83.1     85.5     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       39       34       46       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      251,587
COMMITMENTS
  11,683    9,226   14,299  214,549  214,671  240,531  238,196   11,056   13,391

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,318)
       0   -5,688    1,082    1,216    6,252    2,298    1,646       20      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      3.7      5.7     85.3     85.3     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       47       44       54       49
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,378
COMMITMENTS
       0      834    2,804   42,610   39,662   45,414   43,300    7,964   10,078

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        209)
  -5,422       66      -29    5,660      172      209      209        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      5.3     79.8     74.3     85.1     81.1     14.9     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       17       21       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,905
COMMITMENTS
  18,694    7,159   16,950  171,261  180,054  206,905  204,163    9,000   11,742

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      4,032)
    -717      749     -196    5,948    4,243    5,035    4,796   -1,003     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.3      7.9     79.3     83.4     95.8     94.6      4.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        6       42       42       49       48
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,040
COMMITMENTS
   3,525    4,195      780   51,962   44,952   56,267   49,927    7,773   14,113

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        756)
       0        0        0    1,999      957    1,999      957   -1,243     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.6      1.2     81.1     70.2     87.9     78.0     12.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       22       18       24       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,263,301
COMMITMENTS
 1127716  120,737  836,387  1259527  2285121  3223630  3242245   39,671   21,056

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      4,690)
   6,241  -17,982   -7,691      763   22,296     -687   -3,377    5,377    8,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.7     25.6     38.6     70.0     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      34       17       41      100       95      151      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,164,658
COMMITMENTS
 106,665  388,006  287,347  767,582  485,654  1161594  1161007    3,064    3,651

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     49,704)
 -18,327   24,192   20,837   48,055    3,518   50,565   48,547     -861    1,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     33.3     24.7     65.9     41.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22       20       29       43       42       78       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       98,109
COMMITMENTS
     633      932    5,361   91,477   91,084   97,471   97,378      638      731

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,368)
     -42      121      428    1,976    1,813    2,362    2,363        6        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.0      5.5     93.2     92.8     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        7       31       33       39       41
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,177
COMMITMENTS
   3,622        1      392   24,722   28,536   28,737   28,929      440      248

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:       -157)
       1        0        1     -158     -158     -157     -157       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.0      1.3     84.7     97.8     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        3       21       23       25       26
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,022
COMMITMENTS
     540    1,316      572   21,186   21,732   22,298   23,620    2,724    1,402

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        420)
     -20        0        0      420      420      400      420       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      5.3      2.3     84.7     86.9     89.1     94.4     10.9      5.6

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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,088
COMMITMENTS
   2,520      240      640   25,602   26,882   28,762   27,762      326    1,326

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        888)
    -240        0        0    1,156      902      916      902      -28      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.8      2.2     88.0     92.4     98.9     95.4      1.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       22       26       23
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,149,667
COMMITMENTS
 292,375  154,288  1308806  1452067  1563658  3053247  3026753   96,419  122,914

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:    113,671)
  -8,162  -14,532   56,155   68,005   74,091  115,998  115,715   -2,327   -2,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      4.9     41.6     46.1     49.6     96.9     96.1      3.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     119      145      183       91      108      316      340
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      103,236
COMMITMENTS
  10,459   28,755   28,459   62,177   45,512  101,095  102,725    2,141      510

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      6,800)
     871    3,524      814    4,240    2,662    5,925    7,000      875     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     27.9     27.6     60.2     44.1     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       15       16       16       15       32       32
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      124,949
COMMITMENTS
  23,863   15,676    4,593   61,508   51,807   89,964   72,076   34,985   52,873

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      2,067)
    -565     -693      333   -2,993   -7,064   -3,225   -7,424    5,292    9,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     12.5      3.7     49.2     41.5     72.0     57.7     28.0     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        4       14       14       18       19
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      399,836
COMMITMENTS
  49,535   19,257  164,410  182,187  211,841  396,132  395,508    3,705    4,329

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     32,051)
   1,542    5,988   14,251   16,849   12,249   32,642   32,488     -591     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.8     41.1     45.6     53.0     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       23       38       36       36       79       77
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      308,634
COMMITMENTS
  22,455    8,729   88,318  183,941  200,814  294,714  297,862   13,920   10,772

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:     18,462)
   1,612     -431    4,849   10,891   13,106   17,352   17,524    1,110      937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      2.8     28.6     59.6     65.1     95.5     96.5      4.5      3.5

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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,619
COMMITMENTS
     150      865        0   18,469   17,754   18,619   18,619        0        0

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      4.6      0.0     99.2     95.4    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 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      190,548
COMMITMENTS
  29,902   36,163   42,890  107,982  104,065  180,774  183,118    9,774    7,430

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      5,983)
  -2,487    1,051    1,762    6,505    3,212    5,780    6,025      203      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     19.0     22.5     56.7     54.6     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      11       16       23       27       26       53       50
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,789
COMMITMENTS
   1,310    2,518    3,000   19,602   18,304   23,912   23,822    1,877    1,967

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,281)
     675     -580   -1,513    1,474    3,003      636      910      645      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      9.8     11.6     76.0     71.0     92.7     92.4      7.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       16       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,770
COMMITMENTS
     400      400        0    5,370    5,370    5,770    5,770        0        0

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      6.9      0.0     93.1     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13       15       15       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,268
COMMITMENTS
  11,211    2,677      390    5,868   16,225   17,469   19,292    2,799      976

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        678)
      15        6      200        4      125      219      331      459      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.3     13.2      1.9     29.0     80.1     86.2     95.2     13.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      43       14        7       14       30       63       47
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,783
COMMITMENTS
  10,432    1,557      124    1,566   12,515   12,122   14,196    3,661    1,587

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      1,822)
     706     -105       -1       39    1,771      744    1,665    1,078      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.1      9.9      0.8      9.9     79.3     76.8     89.9     23.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      43        8        2        8       21       52       30
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      327,590
COMMITMENTS
  79,950    8,714   68,424  145,223  226,563  293,597  303,702   33,993   23,889

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:      6,940)
   8,748      507    5,608   -5,611      -81    8,745    6,034   -1,805      906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      2.7     20.9     44.3     69.2     89.6     92.7     10.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      78       21       46       75       92      171      145
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,725
COMMITMENTS
       0       50      200    2,325    2,460    2,525    2,710      200       15

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:         65)
       0       50      -50      100      150       50      150       15      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      7.3     85.3     90.3     92.7     99.4      7.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       17       18       18       20
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,048
COMMITMENTS
       0      591      396   10,846   10,441   11,242   11,428      806      620

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        -62)
       0     -200      121     -458      -45     -337     -124      275       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      3.3     90.0     86.7     93.3     94.9      6.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       21       24       22
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,870
COMMITMENTS
       0      575       75    4,795    4,170    4,870    4,820        0       50

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100       50      100       50        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      1.5     98.5     85.6    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       14       20       15
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        1,670
COMMITMENTS
     160        0        0    1,510    1,670    1,670    1,670        0        0

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.0     90.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        8       12       10       12
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,530
COMMITMENTS
   2,793      658      679    8,426    8,071   11,898    9,408    1,632    4,122

CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST:        366)
    -153     -240       75      333      906      255      741      111     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.9      5.0     62.3     59.7     87.9     69.5     12.1     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        3        3       21       19       27       24
 

Updated July 29, 2008