GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,492
COMMITMENTS
       0       75        0    6,492    6,307    6,492    6,382        0      110

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        544)
       0        0        0      630      592      630      592      -86      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0    100.0     97.2    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       31       25       31       26
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,500
COMMITMENTS
      50      955        0    7,295    6,320    7,345    7,275      155      225

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        185)
       0       60        0      185      125      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     12.7      0.0     97.3     84.3     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        0       25       26       26       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,475
COMMITMENTS
       0        0        0    2,885    2,895    2,885    2,895      590      580

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        121)
       0        0        0      331      223      331      223     -210     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.0     83.3     83.0     83.3     17.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       28       25       28
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,865
COMMITMENTS
      55        0       60    3,307    3,231    3,422    3,291      443      574

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      278      128      278      128     -165      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      1.6     85.6     83.6     88.5     85.1     11.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       30       33       32       35
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      283,227
COMMITMENTS
  34,599   19,897   63,988  145,538  169,448  244,125  253,333   39,102   29,893

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -5,006)
  -2,684   -1,754    3,569   -7,971   -6,724   -7,085   -4,909    2,079      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      7.0     22.6     51.4     59.8     86.2     89.4     13.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      39       27       40       61       68      123      117
 
 
EUR STYLE HEATING OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-022654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       14,749
COMMITMENTS
   4,099    6,050    6,183    3,257    1,933   13,539   14,166    1,210      583

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,362)
     284      622      771      343      275    1,398    1,668      -36     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     41.0     41.9     22.1     13.1     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        9       10       10       21       19
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,975
COMMITMENTS
   1,650       50      450    5,525    7,200    7,625    7,700      350      275

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      100      200      100      200      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      0.6      5.6     69.3     90.3     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       22       28       26       31
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| 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 05/13/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,317,274
COMMITMENTS
 159,818  422,786  433,799  638,497  425,952  1232114  1282537   85,160   34,736

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     20,780)
  10,358   28,911   -3,579   14,563     -850   21,342   24,482     -562   -3,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     32.1     32.9     48.5     32.3     93.5     97.4      6.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      99       50       89       83       79      233      176
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:        9,944
COMMITMENTS
   4,461    3,255    1,672    3,547    4,671    9,680    9,597      263      346

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        427)
      62       -0      309       33      111      405      420       22        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9     32.7     16.8     35.7     47.0     97.4     96.5      2.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2       10        5        6        8       12       19
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,643
COMMITMENTS
       0   10,141    2,460   90,067   73,470   92,527   86,071    6,116   12,572

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      2,557)
       0     -916      815    2,044    1,833    2,859    1,732     -302      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.3      2.5     91.3     74.5     93.8     87.3      6.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       24       22       26       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,157
COMMITMENTS
   3,379    8,781    2,956   60,748   55,361   67,083   67,098    8,074    8,059

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -626)
       0    2,957     -912      178   -2,659     -734     -614      108      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     11.7      3.9     80.8     73.7     89.3     89.3     10.7     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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,974
COMMITMENTS
   3,785        0    3,120   98,343  102,278  105,248  105,398    9,726    9,576

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        192)
  -1,704        0      575    4,160      779    3,031    1,354   -2,839   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      2.7     85.5     89.0     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       28       26       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,691
COMMITMENTS
  10,765    3,012    1,039   78,394   86,435   90,198   90,486    8,493    8,205

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -322)
     -91        0      -60      433      299      282      239     -604     -561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      3.1      1.1     79.4     87.6     91.4     91.7      8.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        2       24       30       28       32
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,854
COMMITMENTS
   7,856        0    4,890   38,789   48,093   51,535   52,983    6,319    4,871

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        948)
     344        0     -128      606    1,076      822      948      126        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.0      8.5     67.0     83.1     89.1     91.6     10.9      8.4

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,368
COMMITMENTS
   5,572    4,594    3,316   62,020   60,322   70,908   68,232    6,460    9,136

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        782)
     604    2,697   -1,319    1,437     -656      722      722       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      5.9      4.3     80.2     78.0     91.7     88.2      8.3     11.8

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,912
COMMITMENTS
   5,838    5,173    2,199   87,355   83,611   95,392   90,983    4,520    8,929

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -750)
     641      761     -266     -296      279       79      774     -829   -1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      5.2      2.2     87.4     83.7     95.5     91.1      4.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       27       36       30       40
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      122,575
COMMITMENTS
   7,443      240    5,947   99,700  103,470  113,090  109,657    9,485   12,918

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     10,650)
      70   -1,150    1,653   11,057    9,760   12,780   10,263   -2,130      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.2      4.9     81.3     84.4     92.3     89.5      7.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        3       22       24       26       28
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,439
COMMITMENTS
   4,395    6,207    5,404   53,929   44,995   63,728   56,606    6,711   13,833

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:       -892)
   2,157      633     -662   -2,188   -2,231     -693   -2,260     -199    1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      8.8      7.7     76.6     63.9     90.5     80.4      9.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       18       17       22       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,979
COMMITMENTS
   7,466    4,530   23,170   82,836   79,057  113,472  106,757    1,507    8,222

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,069)
   1,729     -796   -1,289     -591    3,551     -151    1,466     -918   -2,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.9     20.2     72.0     68.8     98.7     92.8      1.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       14       16       19       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,788
COMMITMENTS
   1,224      903    3,598   50,024   48,715   54,846   53,216    8,942   10,572

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,822)
    -101      903     -106    1,470      573    1,263    1,370      559      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.4      5.6     78.4     76.4     86.0     83.4     14.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       24       25       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,092
COMMITMENTS
  13,880      518    4,388   92,273  103,576  110,541  108,482    5,551    7,610

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      5,220)
   1,982       90      190    2,906    4,106    5,078    4,386      142      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      0.4      3.8     79.5     89.2     95.2     93.4      4.8      6.6

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,094,957
COMMITMENTS
 335,812   24,712  844,389  909,525  1220026  2089726  2089127    5,231    5,829

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     53,555)
  24,283   -1,785   12,704   16,828   43,069   53,815   53,988     -259     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      1.2     40.3     43.4     58.2     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      37       23       58       66       67      126      125
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,443
COMMITMENTS
   2,680   33,599   16,549   92,066   70,832  111,295  120,980   19,148    9,463

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,134)
      60    1,680     -122    1,138      230    1,076    1,788       58     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     25.8     12.7     70.6     54.3     85.3     92.7     14.7      7.3

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,416
COMMITMENTS
   7,438    2,832    9,468   90,313   88,619  107,219  100,919    8,197   14,497

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        750)
   1,917        0      -79    1,624    1,449    3,462    1,370   -2,712     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.5      8.2     78.2     76.8     92.9     87.4      7.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        4       20       19       25       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,925
COMMITMENTS
  14,054    4,251    5,216  205,108  216,829  224,378  226,296   15,547   13,629

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      3,937)
     -81     -571     -187    4,489    5,000    4,221    4,242     -284     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.8      2.2     85.5     90.4     93.5     94.3      6.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        6       42       40       48       47
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      242,187
COMMITMENTS
  12,608    9,669   15,281  201,189  207,292  229,078  232,242   13,109    9,945

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,612)
   1,391      604        0    1,265    1,648    2,656    2,252   -1,044     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.0      6.3     83.1     85.6     94.6     95.9      5.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        4       39       34       47       38
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      253,825
COMMITMENTS
  11,038    5,152   14,623  217,599  222,441  243,260  242,216   10,565   11,609

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      2,238)
    -645   -4,074      324    3,050    7,770    2,729    4,020     -491   -1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.0      5.8     85.7     87.6     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        2        4       49       47       55       51
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,917
COMMITMENTS
     502      918    2,861   44,988   42,794   48,351   46,573    7,566    9,344

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      2,539)
     502       84       57    2,378    3,132    2,937    3,273     -398     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.6      5.1     80.5     76.5     86.5     83.3     13.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       21       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      220,161
COMMITMENTS
  18,962    5,791   18,162  173,671  185,650  210,795  209,603    9,366   10,558

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      4,256)
     268   -1,368    1,212    2,410    5,596    3,890    5,440      366   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.6      8.2     78.9     84.3     95.7     95.2      4.3      4.8

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,280
COMMITMENTS
   3,525    4,406      720   52,109   45,132   56,354   50,258    7,926   14,022

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        240)
       0      211      -60      147      180       87      331      153      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.9      1.1     81.1     70.2     87.7     78.2     12.3     21.8

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,296,129
COMMITMENTS
 1125431  122,299  832,477  1311308  2331405  3269216  3286181   26,913    9,948

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     32,828)
  -2,285    1,562   -3,910   51,781   46,284   45,586   43,936  -12,758  -11,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1      3.7     25.3     39.8     70.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       16       43      103       97      154      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,173,307
COMMITMENTS
  88,505  381,998  302,215  779,068  486,693  1169788  1170906    3,519    2,401

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      8,649)
 -18,160   -6,008   14,868   11,486    1,039    8,194    9,899      455   -1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     32.6     25.8     66.4     41.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       22       31       44       43       81       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,358
COMMITMENTS
     689      869    5,573   94,431   94,182  100,694  100,624      664      734

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      3,249)
      56      -64      213    2,954    3,097    3,223    3,246       26        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.9      5.5     93.2     92.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        5        7       33       33       41       42
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,658
COMMITMENTS
   3,643        3      395   23,295   27,087   27,333   27,484    2,326    2,174

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        482)
      20        2        3   -1,427   -1,449   -1,404   -1,444    1,886    1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      0.0      1.3     78.5     91.3     92.2     92.7      7.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        3       20       22       24       25
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,142
COMMITMENTS
     540    1,326      562   21,316   21,852   22,418   23,740    2,724    1,402

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        120)
       0       10      -10      130      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      5.3      2.2     84.8     86.9     89.2     94.4     10.8      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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,040
COMMITMENTS
   2,760      240      640   25,602   27,122   29,002   28,002       38    1,038

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        -48)
     240        0        0        0      240      240      240     -288     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.8      2.2     88.2     93.4     99.9     96.4      0.1      3.6

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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,773,140
COMMITMENTS
 290,513  166,537  1111219  1276434  1374531  2678166  2652286   94,975  120,854

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:   -376,526)
  -1,861   12,249 -197,588 -175,633 -189,128 -375,082 -374,467   -1,444   -2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      6.0     40.1     46.0     49.6     96.6     95.6      3.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     111      151      169       84       98      298      322
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      105,684
COMMITMENTS
  18,055   31,519   21,923   63,286   48,460  103,265  101,902    2,419    3,781

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      2,448)
   7,597    2,765   -6,535    1,109    2,948    2,171     -823      278    3,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     29.8     20.7     59.9     45.9     97.7     96.4      2.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       14       16       13       11       29       28
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      131,146
COMMITMENTS
  24,713   16,713    6,228   63,304   55,081   94,245   78,022   36,901   53,124

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      6,197)
     850    1,037    1,635    1,796    3,274    4,281    5,946    1,916      251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     12.7      4.7     48.3     42.0     71.9     59.5     28.1     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        6       14       14       20       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      339,842
COMMITMENTS
  44,172   20,359  130,452  160,855  185,442  335,479  336,253    4,363    3,589

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -59,995)
  -5,363    1,101  -33,957  -21,332  -26,399  -60,652  -59,255      658     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      6.0     38.4     47.3     54.6     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      18       23       34       35       35       74       72
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      325,483
COMMITMENTS
  22,513    8,448   95,078  193,497  210,872  311,088  314,397   14,395   11,085

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     16,849)
      57     -281    6,759    9,556   10,058   16,373   16,536      476      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.6     29.2     59.4     64.8     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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,339
COMMITMENTS
     150      865        0   19,189   18,474   19,339   19,339        0        0

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      720      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      4.5      0.0     99.2     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        0       25       26       26       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      179,262
COMMITMENTS
  30,936   31,392   38,785   98,793  100,774  168,514  170,951   10,748    8,311

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:    -11,286)
   1,034   -4,771   -4,105   -9,189   -3,291  -12,260  -12,167      974      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     17.5     21.6     55.1     56.2     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       13       23       25       25       51       49
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,501
COMMITMENTS
   1,210    2,198    4,100   19,360   17,687   24,670   23,985    1,831    2,516

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        712)
    -100     -320    1,100     -242     -617      758      163      -46      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      8.3     15.5     73.1     66.7     93.1     90.5      6.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        4       14       16       18       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,815
COMMITMENTS
     400      400        0    5,415    5,415    5,815    5,815        0        0

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,708
COMMITMENTS
   9,917    1,840      828    5,439   15,481   16,184   18,149    2,524      559

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     -1,560)
  -1,294     -837      438     -429     -744   -1,285   -1,143     -275     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.0      9.8      4.4     29.1     82.8     86.5     97.0     13.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      46       12        6       15       29       66       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       17,225
COMMITMENTS
  11,671    1,925      389    1,336   13,456   13,396   15,770    3,829    1,455

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,442)
   1,239      368      265     -230      941    1,274    1,574      168     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.8     11.2      2.3      7.8     78.1     77.8     91.6     22.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      50       10        2        6       21       57       32
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      350,323
COMMITMENTS
  81,650    7,703   78,068  154,642  238,065  314,360  323,837   35,963   26,486

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:     22,732)
   1,701   -1,011    9,643    9,419   11,503   20,763   20,135    1,970    2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      2.2     22.3     44.1     68.0     89.7     92.4     10.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      77       22       48       77       92      175      147
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,775
COMMITMENTS
       0       50      200    2,375    2,510    2,575    2,760      200       15

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      7.2     85.6     90.5     92.8     99.5      7.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       17       19       18       21
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       12,533
COMMITMENTS
     400      916      300   11,552   10,813   12,252   12,029      281      504

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        485)
     400      325      -96      706      372    1,010      601     -525     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      7.3      2.4     92.2     86.3     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       24       21       26       23
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,920
COMMITMENTS
       0      575       75    4,845    4,220    4,920    4,870        0       50

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.7      1.5     98.5     85.8    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       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 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,054
COMMITMENTS
     160        0        0    1,894    2,054    2,054    2,054        0        0

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:        384)
       0        0        0      384      384      384      384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     92.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        8       13       10       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,380
COMMITMENTS
   2,832      658      790   10,201    7,846   13,823    9,294    1,557    6,086

CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST:      1,850)
      39        0      111    1,775     -225    1,925     -114      -75    1,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      4.3      5.1     66.3     51.0     89.9     60.4     10.1     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        3       22       19       28       24
 

Updated July 29, 2008