GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,477
COMMITMENTS
       0       50        0    6,061    5,856    6,061    5,906      416      571

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -625)
       0        0        0     -716     -761     -716     -761       91      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     93.6     90.4     93.6     91.2      6.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       29       22       29       23
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,860
COMMITMENTS
       0      955        0    6,670    5,710    6,670    6,665      190      195

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -640)
     -50        0        0     -600     -610     -650     -610       10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.9      0.0     97.2     83.2     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        4        0       24       23       24       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,041
COMMITMENTS
       0       96        6    2,134    2,245    2,140    2,347      901      694

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -560)
       0       18      -21     -775     -721     -796     -724      236      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.2     70.2     73.8     70.4     77.2     29.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       22       20       23
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,494
COMMITMENTS
       0        0        0    2,948    2,726    2,948    2,726      546      768

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -608)
     -75        0      -45     -582     -563     -702     -608       94        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.4     78.0     84.4     78.0     15.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       29       28       29       28
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      252,906
COMMITMENTS
  29,770   19,527   55,528  131,490  152,292  216,788  227,348   36,117   25,558

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -3,245)
  -2,960   -1,209    3,358   -1,771     -554   -1,373    1,595   -1,872   -4,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      7.7     22.0     52.0     60.2     85.7     89.9     14.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      36       24       40       59       65      120      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        6,565
COMMITMENTS
   1,200       50      600    4,765    4,710    6,565    5,360        0    1,205

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -1,510)
    -500        0      150   -1,010   -1,935   -1,360   -1,785     -150      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.8      9.1     72.6     71.7    100.0     81.6      0.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       20       24       23       26
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,575
COMMITMENTS
     975      100       50    4,975    6,325    6,000    6,475      575      100

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -925)
    -350       50      -50     -475     -850     -875     -850      -50      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      1.5      0.8     75.7     96.2     91.3     98.5      8.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1        8       16       10       17
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,327,589
COMMITMENTS
 162,862  413,143  463,856  619,468  412,917  1246186  1289917   81,403   37,672

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     21,021)
      98   -4,745   25,954   -3,463   -3,949   22,588   17,260   -1,567    3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     31.1     34.9     46.7     31.1     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      96       53       86       78       75      224      172
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       10,881
COMMITMENTS
   3,874    2,620    2,640    4,159    5,312   10,673   10,572      208      309

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        905)
    -608     -537      888      633      558      912      909       -8       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     24.1     24.3     38.2     48.8     98.1     97.2      1.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4       10        6        6        8       13       21
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,844
COMMITMENTS
       0    8,811    1,707   89,074   76,548   90,781   87,066    5,063    8,778

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -2,318)
       0   -1,396     -692     -573    3,624   -1,265    1,536   -1,053   -3,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.2      1.8     92.9     79.9     94.7     90.8      5.3      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       24       23       26       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,382
COMMITMENTS
   3,439   10,211    1,497   57,162   50,043   62,098   61,751    8,284    8,631

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -5,069)
      60     -387     -541   -4,705   -4,450   -5,186   -5,378      117      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     14.5      2.1     81.2     71.1     88.2     87.7     11.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       26       24       29       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,118
COMMITMENTS
   5,207        0    1,860   89,508   95,534   96,575   97,394    9,543    8,724

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -8,764)
      56        0     -626   -9,848   -8,404  -10,418   -9,030    1,654      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      1.8     84.3     90.0     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       27       25       29       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       88,171
COMMITMENTS
   8,665    2,832    1,249   69,342   75,671   79,256   79,752    8,915    8,419

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -10,520)
  -1,860     -180      -30   -9,082  -10,464  -10,972  -10,674      452      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      3.2      1.4     78.6     85.8     89.9     90.5     10.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       21       27       25       29
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,182
COMMITMENTS
   4,499        0    5,460   38,212   45,237   48,171   50,697    7,011    4,485

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,377)
  -2,087        0       -8   -2,574   -3,799   -4,669   -3,807      292     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      9.9     69.2     82.0     87.3     91.9     12.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       14       15       16       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,928
COMMITMENTS
   5,502    6,558    1,785   56,309   51,973   63,596   60,316    8,332   11,612

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,263)
    -254    1,803   -1,197   -5,006   -8,835   -6,457   -8,229    2,194    3,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.1      2.5     78.3     72.3     88.4     83.9     11.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       20       22       22       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       95,937
COMMITMENTS
   5,168    3,984    2,815   82,833   81,211   90,816   88,010    5,121    7,927

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -6,477)
  -1,048      -89     -467   -5,141   -4,847   -6,656   -5,403      179   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      4.2      2.9     86.3     84.7     94.7     91.7      5.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        3       24       34       27       38
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,413
COMMITMENTS
   8,128    1,340    4,605   98,221  100,789  110,954  106,734    8,459   12,679

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -3,524)
   1,197     -672   -1,470   -1,992     -873   -2,265   -3,015   -1,259     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.1      3.9     82.3     84.4     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        3       23       25       27       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,319
COMMITMENTS
   3,855    5,971    5,848   50,932   42,226   60,635   54,045    4,684   11,274

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,011)
    -831      192      243   -1,252   -2,357   -1,840   -1,922   -2,171   -2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      9.1      9.0     78.0     64.6     92.8     82.7      7.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        4       19       17       23       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,080
COMMITMENTS
   4,017    7,200   19,153   85,838   77,811  109,008  104,164    3,072    7,916

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -2,688)
  -1,957    2,242   -4,278    2,134     -346   -4,101   -2,382    1,413     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.4     17.1     76.6     69.4     97.3     92.9      2.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       17       18       21       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,706
COMMITMENTS
     984      329    3,425   44,413   43,335   48,822   47,089    8,884   10,617

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -5,825)
    -240       46     -230   -5,237   -5,446   -5,707   -5,630     -118     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      5.9     77.0     75.1     84.6     81.6     15.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       21       24       22
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,435
COMMITMENTS
  12,600      458    3,442   86,364   97,058  102,406  100,958    5,029    6,477

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -10,201)
  -1,248     -300   -1,321   -7,636   -7,174  -10,205   -8,795        4   -1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.4      3.2     80.4     90.3     95.3     94.0      4.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       31       35       36       39
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,069,582
COMMITMENTS
 304,243   26,485  843,609  917,110  1194893  2064962  2064987    4,619    4,595

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     70,619)
  -1,466    1,930   35,621   36,849   34,063   71,003   71,613     -384     -994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      1.3     40.8     44.3     57.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      41       19       57       67       67      126      125
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,886
COMMITMENTS
   2,406   32,184   16,409   84,835   63,383  103,650  111,976   18,236    9,910

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -9,917)
    -274   -3,120     -140   -8,410   -7,708   -8,824  -10,968   -1,093    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     26.4     13.5     69.6     52.0     85.0     91.9     15.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        6        5       28       25       33       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,522
COMMITMENTS
   6,110       16   11,701   87,094   86,998  104,905   98,715    7,617   13,807

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,490)
  -2,213     -360    1,033   -1,479   -3,449   -2,659   -2,776   -1,831   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0     10.4     77.4     77.3     93.2     87.7      6.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       20       19       25       23
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,604
COMMITMENTS
  14,183    1,392    6,936  199,054  216,061  220,173  224,389   17,431   13,215

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,374)
    -385   -1,402    1,530   -5,340   -3,926   -4,195   -3,798     -179     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.6      2.9     83.8     90.9     92.7     94.4      7.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        7       41       41       48       49
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,889
COMMITMENTS
   9,327    9,703   16,783  195,939  198,750  222,049  225,236   12,840    9,653

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -9,578)
    -477    1,175      987   -9,545  -10,470   -9,035   -8,308     -543   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.1      7.1     83.4     84.6     94.5     95.9      5.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       40       34       46       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,072
COMMITMENTS
   9,289    6,742   14,758  204,348  207,649  228,395  229,149   10,677    9,923

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -14,809)
  -2,673    1,606     -325  -11,854  -14,409  -14,852  -13,128       43   -1,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.8      6.2     85.5     86.9     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        5       49       47       56       52
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,482
COMMITMENTS
   1,057      922    2,216   40,971   38,788   44,244   41,926    7,238    9,556

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,007)
     214        4     -307   -2,698   -3,823   -2,791   -4,126   -1,216      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.8      4.3     79.6     75.3     85.9     81.4     14.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       16       20       18
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      210,604
COMMITMENTS
  18,611    5,630   17,617  166,129  177,402  202,357  200,649    8,247    9,955

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -10,080)
     876     -299   -1,661   -8,069   -7,274   -8,854   -9,234   -1,226     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      2.7      8.4     78.9     84.2     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        5       41       42       47       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,673
COMMITMENTS
   2,985    3,388      780   46,478   42,514   50,243   46,682    9,430   12,991

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -4,786)
    -540      -92     -180   -5,570   -2,990   -6,290   -3,262    1,504   -1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.7      1.3     77.9     71.2     84.2     78.2     15.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       19       18       21       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,418,312
COMMITMENTS
 1319672  235,719  784,139  1286421  2388222  3390232  3408080   28,080   10,232

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:   -107,071)
  53,830    9,832  -83,526  -84,452  -18,999 -114,148  -92,693    7,077  -14,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      6.9     22.9     37.6     69.9     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      34       17       43      102       96      152      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,075,435
COMMITMENTS
 116,219  325,253  275,319  680,040  471,120  1071578  1071692    3,857    3,743

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:   -152,486)
  27,847  -86,781  -37,251 -116,055  -26,547 -125,459 -150,579  -27,027   -1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     30.2     25.6     63.2     43.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       18       26       45       42       78       72
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,285
COMMITMENTS
     340    1,264    5,535   94,257   93,262  100,132  100,061    1,154    1,224

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -2,868)
    -259      307     -212   -2,908   -3,473   -3,379   -3,377      511      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.2      5.5     93.1     92.1     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        7       32       31       39       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,753
COMMITMENTS
   1,322      280       21   10,090   11,196   11,433   11,497      320      256

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -672)
     -42       85      -85     -609     -672     -736     -672       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      2.4      0.2     85.9     95.3     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       10       13       12       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,225
COMMITMENTS
   3,645       10      398   24,521   28,170   28,565   28,578      659      647

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -998)
       2        4        0      786      614      788      619   -1,786   -1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      0.0      1.4     83.9     96.4     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        3       20       21       24       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,612
COMMITMENTS
     460    1,324      562   21,082   21,220   22,104   23,106    2,508    1,506

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -1,010)
     -80       -2        0     -714   -1,112     -794   -1,114     -216      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.4      2.3     85.7     86.2     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       14       19       16
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,176
COMMITMENTS
   4,190      240      560   25,388   28,230   30,138   29,030       38    1,146

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        152)
     950        0      -80     -718      124      152       44        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      0.8      1.9     84.1     93.6     99.9     96.2      0.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       21       21       24       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:        8,922
COMMITMENTS
     480        0       12    7,906    7,856    8,398    7,868      524    1,054

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        630)
     -50        0        0      692      496      642      496      -12      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.1     88.6     88.1     94.1     88.2      5.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       13       14       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,887,877
COMMITMENTS
 253,693  162,004  1216626  1333282  1418648  2803601  2797279   84,276   90,598

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     95,568)
  -8,458   -1,293   81,560   37,805   37,511  110,907  117,778  -15,339  -22,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      5.6     42.1     46.2     49.1     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     118      156      178       89      101      306      347
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      119,446
COMMITMENTS
  22,509   33,957   31,105   63,518   54,016  117,132  119,079    2,314      367

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:      4,504)
   3,032     -575    2,019       53    3,109    5,105    4,554     -601      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     28.4     26.0     53.2     45.2     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       17       17       15       12       32       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,434
COMMITMENTS
  21,592   14,674    4,513   58,616   58,194   84,721   77,381   41,713   49,053

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -5,580)
  -1,991     -280     -861   -4,536    1,961   -7,388      820    1,808   -6,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.6      3.6     46.4     46.0     67.0     61.2     33.0     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       14       15       18       19
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      355,556
COMMITMENTS
  41,144   22,618  142,443  168,161  187,296  351,748  352,357    3,808    3,199

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     10,981)
    -248      595    7,945    3,310    2,231   11,007   10,772      -27      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      6.4     40.1     47.3     52.7     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       26       36       34       34       75       74
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      305,614
COMMITMENTS
  19,898    9,755   89,108  185,550  197,333  294,556  296,197   11,058    9,417

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -31,399)
    -732     -105  -10,239  -18,710  -19,655  -29,682  -29,999   -1,718   -1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.2     29.2     60.7     64.6     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        8       29       28       37       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,784
COMMITMENTS
     900      650        0   17,884   18,134   18,784   18,784        0        0

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -2,235)
    -150     -215        0   -1,230   -2,020   -1,380   -2,235     -855        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      3.5      0.0     95.2     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       27       25       29
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      189,858
COMMITMENTS
  14,250   31,268   43,646  121,436  106,756  179,332  181,670   10,526    8,188

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -438)
    -464      156   -3,535    2,561    1,803   -1,438   -1,576    1,000    1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     16.5     23.0     64.0     56.2     94.5     95.7      5.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11       14       23       24       24       49       48
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,216
COMMITMENTS
   1,210    2,498    4,100   19,213   18,403   24,523   25,001    2,693    2,215

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0       38       50       38       50      262      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.2     15.1     70.6     67.6     90.1     91.9      9.9      8.1

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 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,855
COMMITMENTS
      50      650        0    5,805    5,205    5,855    5,855        0        0

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -560)
     -50      -50        0     -210     -510     -260     -560     -300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     11.1      0.0     99.1     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       14       15       15       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,052
COMMITMENTS
   9,686    2,183      560    4,749   14,017   14,995   16,760    2,057      292

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -1,300)
     145      472     -263     -798   -1,414     -916   -1,205     -384      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.8     12.8      3.3     27.9     82.2     87.9     98.3     12.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      43       13        6       16       23       63       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       15,395
COMMITMENTS
  10,045    2,713      471    1,878   11,321   12,394   14,505    3,001      890

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -1,900)
  -1,684      631       82      406   -2,314   -1,196   -1,601     -704     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.2     17.6      3.1     12.2     73.5     80.5     94.2     19.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      49       11        4       10       25       61       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      313,555
COMMITMENTS
  75,137    7,928   67,202  141,989  219,798  284,327  294,928   29,228   18,627

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:    -13,027)
   1,521   -1,043    1,842  -13,880  -10,903  -10,517  -10,104   -2,510   -2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      2.5     21.4     45.3     70.1     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      76       18       50       74       91      168      146
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,110
COMMITMENTS
       0       50      200    2,525    2,710    2,725    2,960      385      150

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -125)
       0        0      -50     -125       75     -175       25       50     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.6      6.4     81.2     87.1     87.6     95.2     12.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        2       17       17       19       19
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,144
COMMITMENTS
   1,220      760      275   13,557   14,053   15,052   15,088       92       56

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:        769)
   1,038       -6     -115      142      920    1,065      799     -296      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      5.0      1.8     89.5     92.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       27       21       29       23
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,915
COMMITMENTS
       0      250       75    3,840    3,490    3,915    3,815        0      100

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:     -1,305)
       0     -325        0   -1,305   -1,030   -1,305   -1,355        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      1.9     98.1     89.1    100.0     97.4      0.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       20       15       21       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,077
COMMITMENTS
     128        0        0    1,949    2,077    2,077    2,077        0        0

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:         23)
     -32        0        0       55       23       23       23        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.0     93.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       10       13       12       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       15,099
COMMITMENTS
   1,363      683    1,153   10,646    6,948   13,162    8,784    1,937    6,315

CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST:       -326)
    -643      -49       50      181     -756     -412     -755       86      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      4.5      7.6     70.5     46.0     87.2     58.2     12.8     41.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        3       24       20       30       26
 

Updated July 29, 2008