GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,794
COMMITMENTS
       0        0        0    6,619    6,489    6,619    6,489      175      305

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        113)
       0        0        0      235      235      235      235     -122     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.4     95.5     97.4     95.5      2.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        0        0       27       27       27       27
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,179
COMMITMENTS
       0      805        0    6,914    6,209    6,914    7,014      265      165

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        217)
       0        0        0      222      257      222      257       -5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.2      0.0     96.3     86.5     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        0       24       23       24       25
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,620
COMMITMENTS
       0      179       68    3,045    2,891    3,113    3,138      507      482

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        121)
       0       16       -9      189      242      180      249      -59     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      1.9     84.1     79.9     86.0     86.7     14.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        3       27       31       30       34
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,297
COMMITMENTS
       0       60       25    2,682    2,642    2,707    2,727      590      570

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        277)
       0        5      -15      229      230      214      220       63       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      0.8     81.3     80.1     82.1     82.7     17.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        1       31       30       32       32
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      282,767
COMMITMENTS
  29,524   19,716   62,649  151,881  171,647  244,055  254,012   38,712   28,755

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     18,837)
   2,429    4,019    7,871    6,766    4,275   17,066   16,165    1,771    2,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      7.0     22.2     53.7     60.7     86.3     89.8     13.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      38       22       42       64       66      123      113
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,876
COMMITMENTS
     323      200      400    7,103    7,206    7,826    7,806       50       70

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        276)
      25        0        0      325      330      350      330      -74      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.5      5.1     90.2     91.5     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        3       29       31       33       34
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,490
COMMITMENTS
   1,116      516        0    5,149    5,974    6,265    6,490      225        0

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0       75      -25       75      -25     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.0      0.0     79.3     92.0     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       13       16       15       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,350,881
COMMITMENTS
 182,179  455,650  470,321  612,312  386,946  1264812  1312917   86,069   37,964

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     -8,505)
   3,910   12,062   -5,653  -11,214  -13,987  -12,958   -7,578    4,452     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     33.7     34.8     45.3     28.6     93.6     97.2      6.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
     100       54       98       79       73      229      186
 
 
NATURAL GAS CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE        Code-023656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:       20,148
COMMITMENTS
   5,406    9,145    4,699    9,899    6,009   20,004   19,854      144      294

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,060)
    -867    1,243    1,245      718   -1,388    1,097    1,100      -37      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     45.4     23.3     49.1     29.8     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        9       11        7       10       19       26
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,340
COMMITMENTS
   1,508    7,084    1,690   86,499   80,909   89,697   89,683    8,643    8,657

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -250)
     616     -475      -10     -856      119     -250     -366        0      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      7.2      1.7     88.0     82.3     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       24       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,910
COMMITMENTS
   3,067   10,021    3,238   57,031   48,058   63,336   61,317    6,574    8,593

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      3,205)
       0     -177      387    2,818    2,567    3,205    2,777        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     14.3      4.6     81.6     68.7     90.6     87.7      9.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       29       24       32       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,270
COMMITMENTS
   3,388      684    3,687   90,218   94,262   97,293   98,633    9,977    8,637

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      3,352)
   3,388      117      253     -949    3,068    2,692    3,438      660      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.6      3.4     84.1     87.9     90.7     91.9      9.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       30       27       32       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,860
COMMITMENTS
   5,704    2,708      214   74,961   80,126   80,879   83,048   13,981   11,812

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        388)
       0        0        0    1,323      459    1,323      459     -935      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      2.9      0.2     79.0     84.5     85.3     87.5     14.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       26       24       27
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,849
COMMITMENTS
   3,020    1,790    5,134   38,106   39,154   46,260   46,078    3,589    3,771

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        -48)
       0     -364        0      -48      316      -48      -48        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      3.6     10.3     76.4     78.5     92.8     92.4      7.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       18       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       72,162
COMMITMENTS
   4,702    3,999    4,086   53,856   54,225   62,644   62,310    9,518    9,852

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,180)
     -62   -1,734    1,220      745      749    1,903      235     -723      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.5      5.7     74.6     75.1     86.8     86.3     13.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       25       25       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,457
COMMITMENTS
   3,450    3,333    2,963   89,495   89,677   95,908   95,973    5,549    5,484

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,687)
     302     -394      172    1,243    2,063    1,717    1,841      -30     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.3      2.9     88.2     88.4     94.5     94.6      5.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        3       29       38       32       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      116,111
COMMITMENTS
   6,004    1,608    6,349   94,173   94,319  106,526  102,276    9,585   13,835

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        720)
   4,577     -181     -613   -3,150      970      814      176      -94      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.4      5.5     81.1     81.2     91.7     88.1      8.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       23       26       26       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,919
COMMITMENTS
     826    2,388    6,381   45,265   37,495   52,472   46,264    4,447   10,655

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:         17)
    -382      -96      288      173     -156       79       36      -62      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.2     11.2     79.5     65.9     92.2     81.3      7.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       17       22       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,445
COMMITMENTS
   6,321    7,863   19,607   79,790   75,306  105,718  102,776      727    3,669

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     -1,060)
     985      186     -592   -1,423     -744   -1,030   -1,150      -30       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      7.4     18.4     75.0     70.7     99.3     96.6      0.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       17       20       22       23
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,364
COMMITMENTS
     736       39    3,099   50,032   47,853   53,867   50,991    6,497    9,373

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -170)
     736     -307     -253     -618     -220     -135     -780      -35      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.1      5.1     82.9     79.3     89.2     84.5     10.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       27       26       29       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,466
COMMITMENTS
   1,620    3,045    6,960   82,431   82,392   91,011   92,397    5,455    4,069

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -463)
  -2,911    2,767      572    2,773   -1,934      434    1,405     -897   -1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.2      7.2     85.5     85.4     94.3     95.8      5.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        4       33       35       38       39
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,721
COMMITMENTS
       0    6,171        0   47,711   43,903   47,711   50,074    7,010    4,647

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:          0)
       0   -1,712        0        0        0        0   -1,712        0    1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.3      0.0     87.2     80.2     87.2     91.5     12.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       14       17       16
 
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE         Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    2,123,662
COMMITMENTS
 313,859   19,165  872,743  931,563  1228899  2118165  2120807    5,497    2,854

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     10,673)
  20,262   -3,389   22,505  -31,045   -7,036   11,722   12,080   -1,049   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.9     41.1     43.9     57.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       22       59       66       65      129      125
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,842
COMMITMENTS
   5,723   26,559   16,544   82,075   64,792  104,342  107,895   14,500   10,947

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        454)
     426     -285      529      112      385    1,067      629     -613     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     22.3     13.9     69.1     54.5     87.8     90.8     12.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        6       32       26       38       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,575
COMMITMENTS
  12,638      500    7,430   80,961   87,090  101,029   95,020    7,546   13,555

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        -69)
     497      500     -931       36    1,663     -398    1,232      329   -1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.5      6.8     74.6     80.2     93.0     87.5      7.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        4       21       19       26       23
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,771
COMMITMENTS
   3,680    2,108        0   45,111   46,559   48,791   48,667      980    1,104

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        713)
   3,680    2,108        0   -2,967     -935      713    1,173        0     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      4.2      0.0     90.6     93.5     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       16       15       17       17
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      228,576
COMMITMENTS
   9,675    2,788    7,013  194,180  205,922  210,868  215,723   17,708   12,853

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        248)
     397   -1,604      270     -357    1,558      310      224      -62       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.2      3.1     85.0     90.1     92.3     94.4      7.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        5       44       42       51       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      235,196
COMMITMENTS
   8,528   14,550   16,662  199,469  196,655  224,659  227,867   10,537    7,329

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,776)
     215     -126     -179    3,359    4,227    3,395    3,922   -1,619   -2,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.2      7.1     84.8     83.6     95.5     96.9      4.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       41       36       46       39
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,296
COMMITMENTS
   6,325    3,631   15,138  206,038  209,753  227,501  228,522    8,795    7,774

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,958)
  -2,220    2,183       10    4,275     -571    2,065    1,622     -107      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.5      6.4     87.2     88.8     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       3        3        5       56       53       62       58
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,797
COMMITMENTS
       0      209    3,191   37,498   35,661   40,689   39,061    7,108    8,736

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        825)
    -263      209      342      960      184    1,039      735     -214       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      6.7     78.5     74.6     85.1     81.7     14.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       14       20       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      203,811
COMMITMENTS
  19,451    7,462   15,932  162,704  171,717  198,087  195,111    5,724    8,700

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      3,378)
     751    1,090      715    1,791    1,791    3,257    3,596      121     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      3.7      7.8     79.8     84.3     97.2     95.7      2.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        1        6       42       43       48       49
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,925
COMMITMENTS
   2,117    4,111      630   46,337   41,469   49,084   46,210    9,841   12,715

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      1,102)
   2,117     -373       60   -1,910    1,215      267      902      835      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      7.0      1.1     78.6     70.4     83.3     78.4     16.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       22       20       24       22
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,617,587
COMMITMENTS
 1490572  359,248  803,654  1296623  2445636  3590849  3608538   26,738    9,049

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     83,118)
  37,453   33,249   21,944   31,877   32,822   91,274   88,015   -8,156   -4,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      9.9     22.2     35.8     67.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      33       16       45      105      101      155      147
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,117,523
COMMITMENTS
 119,526  373,639  247,482  746,599  493,894  1113607  1115015    3,916    2,508

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     12,728)
  -8,221   56,254  -29,641   50,074  -13,578   12,212   13,035      516     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     33.4     22.1     66.8     44.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       17       29       44       42       83       76
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       96,988
COMMITMENTS
     703      734    4,766   90,762   90,824   96,231   96,324      758      665

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -491)
     -30     -159      877   -1,381   -1,272     -534     -554       43       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.8      4.9     93.6     93.6     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        6       31       32       39       39
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,207
COMMITMENTS
   1,280        0        0    9,607   10,951   10,887   10,951      320      256

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      0.0     85.7     97.7     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       14       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,187
COMMITMENTS
   3,196        0      388   22,703   26,184   26,288   26,572      899      615

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        -35)
     -13       -0      -18      -40      -40      -71      -58       36       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      0.0      1.4     83.5     96.3     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       21       21       24       24
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,072
COMMITMENTS
     280      480      480   20,884   21,366   21,644   22,326    2,428    1,746

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -360)
       0        0        0     -360     -360     -360     -360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.0      2.0     86.8     88.8     89.9     92.7     10.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       18       21       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,090
COMMITMENTS
       0      240      480   29,574   28,040   30,054   28,760       36    1,330

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        -72)
       0        0        0      -72     -288      -72     -288        0      216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      1.6     98.3     93.2     99.9     95.6      0.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       20       24       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| 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:        9,486
COMMITMENTS
     120        0        0    7,970    8,338    8,090    8,338    1,396    1,148

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     84.0     87.9     85.3     87.9     14.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       14       15       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,974,130
COMMITMENTS
 238,974  150,870  1269679  1356837  1440782  2865489  2861330  108,641  112,800

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     53,950)
  -3,360     -847  336,202 -309,182 -310,645   23,660   24,711   30,290   29,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      5.1     42.7     45.6     48.4     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     122      145      180       88      103      304      343
 
 
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE          Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,466
COMMITMENTS
  31,062   29,786   30,788   63,534   66,519  125,384  127,093    2,082      373

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -383)
  30,705   -2,262   16,172  -47,238  -14,310     -362     -400      -22       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     23.4     24.2     49.8     52.2     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2       15       14       15       14       29       31
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      127,502
COMMITMENTS
  22,477   13,636    8,140   61,506   47,467   92,123   69,243   35,379   58,259

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     10.7      6.4     48.2     37.2     72.3     54.3     27.7     45.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        6       13       14       19       21
 
 
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      387,451
COMMITMENTS
  20,410   22,853  161,014  201,892  200,061  383,316  383,928    4,135    3,522

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      6,042)
  -3,543    4,137   13,510   -3,901  -11,649    6,066    5,998      -23       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      5.9     41.6     52.1     51.6     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       28       43       35       36       79       82
 
 
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE           Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      333,960
COMMITMENTS
  18,826    9,944   97,653  204,137  216,241  320,617  323,838   13,343   10,122

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      9,528)
      13      700    3,095    7,428    8,081   10,537   11,876   -1,008   -2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      3.0     29.2     61.1     64.8     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        7       30       29       37       36
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,136
COMMITMENTS
     900      600       25   18,011   18,311   18,936   18,936      200      200

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:         85)
       0        0        0      -15     -115      -15     -115      100      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.1      0.1     94.1     95.7     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       30       28       32       31
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      187,405
COMMITMENTS
  16,346   30,293   40,399  119,743  107,437  176,488  178,129   10,917    9,276

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:     -2,006)
    -420    7,794    5,695   -7,103  -15,282   -1,828   -1,793     -178     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     16.2     21.6     63.9     57.3     94.2     95.1      5.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      13       12       23       24       24       48       48
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       30,753
COMMITMENTS
   1,710    7,386    3,000   23,593   18,157   28,303   28,543    2,450    2,210

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:      4,689)
       0    5,400        0    5,107     -636    5,107    4,764     -418      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     24.0      9.8     76.7     59.0     92.0     92.8      8.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       15       16       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,882
COMMITMENTS
       0      600        0    5,882    5,090    5,882    5,690        0      192

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90     -102       90     -102        0      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      0.0    100.0     86.5    100.0     96.7      0.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       14       17       16
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,809
COMMITMENTS
  10,826    2,897      140    2,548   12,265   13,514   15,302    2,295      507

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -766)
      32     -500       14     -802     -421     -756     -907      -10      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.5     18.3      0.9     16.1     77.6     85.5     96.8     14.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      53       12        5       16       27       71       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,943
COMMITMENTS
   8,799    2,464       26    2,016   10,519   10,841   13,009    3,102      934

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:       -704)
    -253      -79       -4     -356     -419     -613     -502      -91     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1     17.7      0.2     14.5     75.4     77.8     93.3     22.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      35        7        2       10       19       45       28
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      302,716
COMMITMENTS
  64,753   15,559   56,562  152,602  213,249  273,918  285,370   28,798   17,345

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        688)
  -2,028      250    3,114      763   -1,985    1,849    1,379   -1,161     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      5.1     18.7     50.4     70.4     90.5     94.3      9.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      65       22       43       77       87      159      138
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,352
COMMITMENTS
     200        0        0    4,010    4,342    4,210    4,342      142       10

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      700      700      700      700     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.0     92.1     99.8     96.7     99.8      3.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       18       20       20       20
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,739
COMMITMENTS
   1,320      254      489   13,657   14,921   15,466   15,664      273       75

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        300)
     150        0        0      125      275      275      275       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      1.6      3.1     86.8     94.8     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       24       25       26       26
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,645
COMMITMENTS
     125        0        0    4,520    4,495    4,645    4,495        0      150

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      200      300      200        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3     96.8    100.0     96.8      0.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       16       19       16
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,692
COMMITMENTS
     412        0        0    1,824    2,449    2,236    2,449      456      243

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:         49)
      32        0        0       -7       10       25       10       24       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      0.0      0.0     67.8     91.0     83.1     91.0     16.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       14,395
COMMITMENTS
   1,486    2,253      418    8,783    8,499   10,687   11,170    3,708    3,225

CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST:        791)
       0      -33       87      486      264      573      318      218      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     15.7      2.9     61.0     59.0     74.2     77.6     25.8     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       16       22       20       28
 

Updated July 18, 2008