GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,473
COMMITMENTS
       0       50        0    6,473    6,333    6,473    6,383        0       90

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0      412      477      412      477     -416     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0    100.0     97.8    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       26       22       26       23
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,155
COMMITMENTS
       0      795        0    6,965    6,165    6,965    6,960      190      195

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        295)
       0     -160        0      295      455      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      0.0     97.3     86.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       25       25       25       27
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,333
COMMITMENTS
       0      101       11    2,471    2,450    2,482    2,562      851      771

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        292)
       0        5        5      337      205      342      215      -50       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.3     74.1     73.5     74.5     76.9     25.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       23       22       24
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,667
COMMITMENTS
       0        0        0    3,028    2,809    3,028    2,809      639      858

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        173)
       0        0        0       80       83       80       83       93       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.6     76.6     82.6     76.6     17.4     23.4

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      264,526
COMMITMENTS
  29,032   18,005   60,306  139,384  160,000  228,721  238,311   35,805   26,215

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     11,621)
    -738   -1,523    4,777    7,894    7,708   11,933   10,963     -312      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      6.8     22.8     52.7     60.5     86.5     90.1     13.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      35       20       42       63       69      120      117
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        6,840
COMMITMENTS
     800       50      500    5,540    5,085    6,840    5,635        0    1,205

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        275)
    -400        0     -100      775      375      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.7      7.3     81.0     74.3    100.0     82.4      0.0     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       20       25       23       27
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,649
COMMITMENTS
     825      100      125    5,474    6,399    6,424    6,624      225       25

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:         74)
    -150        0       75      499       74      424      149     -350      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      1.5      1.9     82.3     96.2     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       10       18       12       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,354,970
COMMITMENTS
 165,559  422,133  489,329  616,688  411,129  1271576  1322591   83,395   32,380

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     27,382)
   2,697    8,990   25,472   -2,780   -1,788   25,389   32,674    1,992   -5,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     31.2     36.1     45.5     30.3     93.8     97.6      6.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      96       54       92       80       77      225      182
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       12,928
COMMITMENTS
   4,124    4,110    3,032    5,565    5,477   12,721   12,619      207      309

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,047)
     250    1,490      392    1,406      165    2,048    2,047       -0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     31.8     23.5     43.0     42.4     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        9        6        6        8       13       21
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,766
COMMITMENTS
       0    8,875    1,756   91,885   76,495   93,641   87,126    5,125   11,640

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,922)
       0       64       49    2,811      -53    2,860       60       62    2,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      1.8     93.0     77.5     94.8     88.2      5.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       25       23       27       26
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,228
COMMITMENTS
   3,439    9,518    1,827   56,231   49,432   61,497   60,777    7,731    8,451

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     -1,154)
       0     -693      330     -931     -611     -601     -974     -553     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     13.7      2.6     81.2     71.4     88.8     87.8     11.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       24       31       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,739
COMMITMENTS
   3,512    1,677    2,668   90,622   92,311   96,802   96,656   10,937   11,083

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,621)
  -1,695    1,677      808    1,114   -3,223      227     -738    1,394    2,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.6      2.5     84.1     85.7     89.8     89.7     10.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       25       28       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,280
COMMITMENTS
   9,045    2,832    1,185   66,935   75,660   77,165   79,677   12,115    9,603

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,109)
     380        0      -64   -2,407      -11   -2,091      -75    3,200    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      3.2      1.3     75.0     84.7     86.4     89.2     13.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       20       26       24       28
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,248
COMMITMENTS
   2,718      597    6,278   38,253   43,734   47,249   50,609    7,999    4,639

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:         66)
  -1,781      597      818       41   -1,503     -922      -88      988      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      1.1     11.4     69.2     79.2     85.5     91.6     14.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       15       16       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,754
COMMITMENTS
   5,502   10,061    1,032   58,013   52,020   64,547   63,113   10,207   11,641

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,826)
       0    3,503     -753    1,704       47      951    2,797    1,875       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     13.5      1.4     77.6     69.6     86.3     84.4     13.7     15.6

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,781
COMMITMENTS
   7,059    4,820    1,711   85,606   86,183   94,376   92,714    4,405    6,067

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,844)
   1,891      836   -1,104    2,773    4,972    3,560    4,704     -716   -1,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      4.9      1.7     86.7     87.2     95.5     93.9      4.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       26       36       29       40
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      121,702
COMMITMENTS
   5,575    1,360    6,386  100,935   99,779  112,896  107,525    8,806   14,177

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,289)
  -2,553       20    1,781    2,714   -1,010    1,942      791      347    1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.1      5.2     82.9     82.0     92.8     88.4      7.2     11.6

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,096
COMMITMENTS
   4,664    5,971    5,790   51,896   44,232   62,350   55,993    4,746   11,103

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,777)
     809        0      -58      964    2,006    1,715    1,948       62     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      8.9      8.6     77.3     65.9     92.9     83.5      7.1     16.5

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      112,548
COMMITMENTS
   3,693    7,200   19,573   86,052   80,199  109,318  106,972    3,230    5,576

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        468)
    -324        0      420      214    2,388      310    2,808      158   -2,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      6.4     17.4     76.5     71.3     97.1     95.0      2.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       16       19       20       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,538
COMMITMENTS
   1,147        0    3,386   49,082   47,038   53,615   50,424    6,923   10,114

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,832)
     163     -329      -39    4,669    3,703    4,793    3,335   -1,961     -503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      5.6     81.1     77.7     88.6     83.3     11.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       24       22       26       23
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,274
COMMITMENTS
  11,741        0    4,686   84,453   94,988  100,880   99,674    5,394    6,600

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     -1,161)
    -859     -458    1,244   -1,911   -2,070   -1,526   -1,284      365      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      0.0      4.4     79.5     89.4     94.9     93.8      5.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        4       31       34       36       38
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,109,293
COMMITMENTS
 304,871   32,634  856,119  942,766  1215475  2103756  2104228    5,537    5,065

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     39,711)
     627    6,149   12,510   25,657   20,582   38,794   39,241      918      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      1.5     40.6     44.7     57.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      36       23       55       66       66      123      123
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,434
COMMITMENTS
   2,878   26,646   21,144   83,744   68,522  107,766  116,312   18,668   10,122

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      4,548)
     472   -5,538    4,735   -1,091    5,139    4,116    4,336      432      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     21.1     16.7     66.2     54.2     85.2     92.0     14.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        5        5       29       26       34       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,367
COMMITMENTS
   6,784       16   12,513   85,714   86,755  105,011   99,284    9,356   15,083

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,845)
     674        0      812   -1,380     -243      106      569    1,739    1,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.0     10.9     74.9     75.9     91.8     86.8      8.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       19       18       24       22
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      238,182
COMMITMENTS
  14,761    2,369    7,232  199,562  215,058  221,555  224,659   16,627   13,523

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        578)
     578      977      296      508   -1,003    1,382      270     -804      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.0      3.0     83.8     90.3     93.0     94.3      7.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        7       42       40       49       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      237,045
COMMITMENTS
   9,553   13,657   16,958  195,902  191,374  222,413  221,989   14,632   15,056

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,156)
     226    3,954      175      -37   -7,376      364   -3,247    1,792    5,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.8      7.2     82.6     80.7     93.8     93.6      6.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        3       39       32       45       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,291
COMMITMENTS
  11,721    5,982   14,697  204,326  211,823  230,744  232,502   10,547    8,789

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      2,219)
   2,432     -760      -61      -22    4,174    2,349    3,353     -130   -1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.5      6.1     84.7     87.8     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        3        5       52       52       59       57
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,759
COMMITMENTS
     968      922    2,429   41,246   40,074   44,643   43,425    7,116    8,334

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        277)
     -89        0      213      275    1,286      399    1,499     -122   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.8      4.7     79.7     77.4     86.3     83.9     13.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      214,527
COMMITMENTS
  22,956    7,604   15,620  167,429  180,893  206,005  204,117    8,522   10,410

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      3,923)
   4,345    1,974   -1,997    1,300    3,491    3,648    3,468      275      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      3.5      7.3     78.0     84.3     96.0     95.1      4.0      4.9

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,323
COMMITMENTS
   2,985    5,416      570   47,983   42,496   51,538   48,482    9,785   12,841

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,650)
       0    2,028     -210    1,505      -18    1,295    1,800      355     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      8.8      0.9     78.2     69.3     84.0     79.1     16.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       20       17       22       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,468,848
COMMITMENTS
 1338538  248,245  779,006  1323290  2431294  3440834  3458545   28,014   10,303

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     50,536)
  18,866   12,526   -5,133   36,869   43,072   50,602   50,465      -66       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.6      7.2     22.5     38.1     70.1     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      31       16       42      105       97      153      140
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,130,472
COMMITMENTS
 137,232  331,731  291,590  697,405  504,280  1126227  1127601    4,245    2,871

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     55,037)
  21,013    6,478   16,271   17,365   33,160   54,649   55,909      388     -872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     29.3     25.8     61.7     44.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       22       26       45       42       78       74
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:      101,822
COMMITMENTS
     348    1,249    5,687   94,645   93,678  100,680  100,614    1,142    1,208

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        537)
       8      -15      153      388      416      548      553      -11      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.2      5.6     93.0     92.0     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        5        7       32       31       39       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| 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 06/03/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,048
COMMITMENTS
   3,486        7      397   24,506   27,998   28,388   28,402      660      646

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:       -177)
    -160       -3       -2      -16     -172     -177     -176        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      0.0      1.4     84.4     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 06/10/08          |
--------------------------------------------------------------| 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    1,284      562   21,082   21,260   22,104   23,106    2,508    1,506

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:          0)
       0      -40        0        0       40        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.2      2.3     85.7     86.4     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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,540
COMMITMENTS
   1,070      240      560   29,872   29,594   31,502   30,394       38    1,146

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,364)
  -3,120        0        0    4,484    1,364    1,364    1,364        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.8      1.8     94.7     93.8     99.9     96.4      0.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       21       24       22
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| 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:        9,302
COMMITMENTS
     480        0       12    8,406    7,996    8,898    8,008      404    1,294

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      500      140      500      140     -120      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.0      0.1     90.4     86.0     95.7     86.1      4.3     13.9

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    3,036,973
COMMITMENTS
 252,050  151,743  1287577  1412996  1506049  2952623  2945370   84,350   91,603

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:    149,096)
  -1,642  -10,261   70,951   79,713   87,401  149,022  148,091       74    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      5.0     42.4     46.5     49.6     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     109      157      181       91       99      308      337
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,523
COMMITMENTS
  23,511   29,656   33,870   63,857   59,611  121,239  123,137    2,285      387

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      4,078)
   1,003   -4,301    2,765      339    5,594    4,107    4,058      -29       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     24.0     27.4     51.7     48.3     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       17       18       15       12       33       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,173
COMMITMENTS
  21,592   14,382    4,768   58,701   57,498   85,061   76,648   41,112   49,525

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:       -261)
       0     -292      255       85     -696      340     -733     -601      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     11.4      3.8     46.5     45.6     67.4     60.7     32.6     39.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        4       16       15       20       19
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      384,208
COMMITMENTS
  39,090   23,146  159,295  181,346  197,854  379,731  380,295    4,477    3,913

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     28,652)
  -2,054      529   16,852   13,185   10,558   27,983   27,938      670      714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      6.0     41.5     47.2     51.5     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19       26       38       34       34       76       75
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      321,113
COMMITMENTS
  20,077   10,404   94,510  194,288  206,168  308,874  311,081   12,238   10,031

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     15,499)
     179      648    5,401    8,738    8,835   14,318   14,884    1,181      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      3.2     29.4     60.5     64.2     96.2     96.9      3.8      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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,143
COMMITMENTS
     900      650        0   17,243   17,493   18,143   18,143        0        0

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:       -641)
       0        0        0     -641     -641     -641     -641        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      3.6      0.0     95.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       25       26       26       28
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      188,274
COMMITMENTS
  10,837   30,889   39,329  126,469  108,453  176,635  178,671   11,639    9,603

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     -1,584)
  -3,413     -379   -4,317    5,033    1,697   -2,697   -2,999    1,113    1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     16.4     20.9     67.2     57.6     93.8     94.9      6.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       14       23       24       24       49       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       28,179
COMMITMENTS
   1,210    2,151    3,600   19,856   19,493   24,666   25,244    3,513    2,935

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        963)
       0     -347     -500      643    1,090      143      243      820      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      7.6     12.8     70.5     69.2     87.5     89.6     12.5     10.4

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,945
COMMITMENTS
      50      650        0    5,895    5,295    5,945    5,945        0        0

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     10.9      0.0     99.2     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       14       16       15       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,007
COMMITMENTS
   9,805    2,611      529    4,758   13,370   15,092   16,510    1,915      497

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        -45)
     119      428      -31        9     -647       97     -250     -142      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.7     15.4      3.1     28.0     78.6     88.7     97.1     11.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      45       16        7       14       23       63       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,138
COMMITMENTS
  10,811    2,729      470    1,819   12,026   13,100   15,225    3,038      913

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        743)
     766       16       -1      -59      705      706      720       37       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.0     16.9      2.9     11.3     74.5     81.2     94.3     18.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      49       12        4       12       25       64       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      314,646
COMMITMENTS
  68,000   11,030   69,168  145,680  214,980  282,847  295,178   31,799   19,468

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,091)
  -7,137    3,102    1,966    3,691   -4,818   -1,480      250    2,571      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      3.5     22.0     46.3     68.3     89.9     93.8     10.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      71       21       51       74       90      160      151
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| 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 06/03/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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:       26)
       0        1        2       18       18       20       20
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,158
COMMITMENTS
   1,220      935      479   14,367   14,688   16,066   16,102       92       56

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:      1,014)
       0      175      204      810      635    1,014    1,014        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.8      3.0     88.9     90.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       28       22       30       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,965
COMMITMENTS
       0      250       75    3,890    3,540    3,965    3,865        0      100

CHANGES FROM 06/03/08 (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      6.3      1.9     98.1     89.3    100.0     97.5      0.0      2.5

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 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,269
COMMITMENTS
     128        0        0    2,141    2,269    2,269    2,269        0        0

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:        192)
       0        0        0      192      192      192      192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     94.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       11       13       13       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,374
COMMITMENTS
   1,488      919    1,106    8,466    9,162   11,060   11,187    2,314    2,187

CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST:     -1,725)
     125      236      -47   -2,180    2,214   -2,102    2,403      377   -4,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      6.9      8.3     63.3     68.5     82.7     83.6     17.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        4        3       22       21       28       27
 

Updated July 29, 2008