GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,708
COMMITMENTS
       0       50        0    4,715    5,470    4,715    5,520      993      188

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        110)
       0       50        0      110       60      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     82.6     95.8     82.6     96.7     17.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       25       20       25       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,913
COMMITMENTS
      50      870       75    7,618    6,763    7,743    7,708      170      205

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        100)
       0      -50        0      100      150      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     11.0      0.9     96.3     85.5     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        1       26       26       28       29
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,269
COMMITMENTS
       0        0        0    2,434    2,322    2,434    2,322      835      947

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        104)
       0        0        0      -22       52      -22       52      126       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     74.5     71.0     74.5     71.0     25.5     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       21       19       21
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,032
COMMITMENTS
      65        0      120    3,519    3,545    3,704    3,665      328      367

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        195)
       0        0       75      158      133      233      208      -38      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      3.0     87.3     87.9     91.9     90.9      8.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       31       36       33       37
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      233,804
COMMITMENTS
  42,587   15,198   29,638  129,604  162,323  201,829  207,159   31,975   26,645

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      5,688)
  -1,437      119    4,333    2,726    3,217    5,622    7,669       66   -1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      6.5     12.7     55.4     69.4     86.3     88.6     13.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      44       22       39       66       74      133      119
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        9,120
COMMITMENTS
   1,650        0      550    6,520    8,470    8,720    9,020      400      100

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        500)
     250      -50       50      200      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      0.0      6.0     71.5     92.9     95.6     98.9      4.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       21       29       25       32
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,275
COMMITMENTS
   1,475       50      100    5,025    6,600    6,600    6,750      675      525

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      0.7      1.4     69.1     90.7     90.7     92.8      9.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1        7       17        9       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      890,378
COMMITMENTS
 150,411  208,093  303,259  363,404  348,477  817,074  859,829   73,304   30,549

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      9,754)
   6,737   -1,650    9,791   -8,842   -1,122    7,686    7,019    2,068    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     23.4     34.1     40.8     39.1     91.8     96.6      8.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      90       44       71       78       69      206      154
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,092
COMMITMENTS
       0   12,178    1,695   85,782   71,874   87,477   85,747   10,615   12,345

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     -1,291)
       0      217     -217   -1,438   -1,229   -1,655   -1,229      364      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.4      1.7     87.5     73.3     89.2     87.4     10.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        2       21       19       23       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       83,147
COMMITMENTS
   3,223   12,612    1,994   68,483   59,294   73,700   73,900    9,447    9,247

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:       -515)
    -302      161     -306     -279       58     -887      -87      372     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     15.2      2.4     82.4     71.3     88.6     88.9     11.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        4       27       25       31       29
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,345
COMMITMENTS
   6,640        0    1,726   97,415  104,642  105,781  106,368   11,564   10,977

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:         30)
   1,038        0     -784   -1,709     -766   -1,455   -1,550    1,485    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0      1.5     83.0     89.2     90.1     90.6      9.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       24       26       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,645
COMMITMENTS
  13,968    2,520    2,970   76,865   85,735   93,803   91,225    9,842   12,420

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     -1,288)
     817   -1,269   -1,905   -1,222    1,062   -2,310   -2,112    1,022      824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.4      2.9     74.2     82.7     90.5     88.0      9.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       22       28       27       30
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,818
COMMITMENTS
  10,195        0    4,698   39,205   50,559   54,098   55,257    6,720    5,561

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      2,081)
   1,353        0     -220      914    2,481    2,047    2,261       34     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      0.0      7.7     64.5     83.1     89.0     90.9     11.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       19       18       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,813
COMMITMENTS
   5,677        0    4,860   61,130   64,248   71,667   69,108    7,146    9,705

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,441)
     872        0     -381      512    2,067    1,003    1,686      438     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      6.2     77.6     81.5     90.9     87.7      9.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       25       23       27
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,646
COMMITMENTS
   2,264    1,497    2,683   90,991   85,625   95,938   89,805    4,708   10,841

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      5,553)
     129     -116     -254    5,312    5,706    5,187    5,336      366      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.5      2.7     90.4     85.1     95.3     89.2      4.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       25       34       28       37
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,887
COMMITMENTS
   4,695    2,838    3,729   93,604   95,325  102,028  101,892   12,859   12,995

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      4,015)
    -472    2,838     -835    6,944      991    5,637    2,994   -1,622    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.5      3.2     81.5     83.0     88.8     88.7     11.2     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       21       23       24       25
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,421
COMMITMENTS
   6,721    2,850    7,367   53,973   50,484   68,061   60,701    6,360   13,720

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      2,287)
    -285        0    1,001      709    1,216    1,425    2,217      862       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      3.8      9.9     72.5     67.8     91.5     81.6      8.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        3       17       15       21       18
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      111,045
COMMITMENTS
   5,672    2,736   21,040   81,962   78,704  108,674  102,480    2,371    8,565

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      4,395)
   1,189   -2,091    2,058    1,148    5,156    4,395    5,123        0     -728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.5     18.9     73.8     70.9     97.9     92.3      2.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       14       17       18       20
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,231
COMMITMENTS
   1,847        0    3,326   50,724   49,393   55,897   52,719    9,334   12,512

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:       -654)
  -1,225        0      264      -58   -1,069   -1,019     -805      365      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      5.1     77.8     75.7     85.7     80.8     14.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       22       20       24       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,442
COMMITMENTS
  21,829      733    2,437   92,472  113,346  116,738  116,516    6,704    6,926

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     -1,174)
  -8,065      -62     -154    7,019     -772   -1,200     -988       26     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.6      2.0     74.9     91.8     94.6     94.4      5.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        4       33       34       38       38
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,742
COMMITMENTS
       0    9,698    1,510   50,520   45,331   52,030   56,539    6,712    2,203

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      4,170)
       0    4,784        0    4,170     -916    4,170    3,868        0      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.5      2.6     86.0     77.2     88.6     96.2     11.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       11       17       13
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,968
COMMITMENTS
   2,713   28,564   17,181   90,403   72,809  110,297  118,554   18,671   10,414

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,111)
       0    1,150      235      544     -527      779      858      332      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     22.1     13.3     70.1     56.5     85.5     91.9     14.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        7        5       28       26       33       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,538
COMMITMENTS
   6,030      477   12,219   89,178   91,002  107,427  103,698   12,111   15,840

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,805)
  -2,326        0      430    3,184    1,028    1,288    1,458      517      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.4     10.2     74.6     76.1     89.9     86.7     10.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       20       19       24       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,032
COMMITMENTS
       0        0        0   51,316   50,442   51,316   50,442    1,716    2,590

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        310)
       0        0        0       62        0       62        0      248      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     95.1     96.8     95.1      3.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       13       13       13
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      241,550
COMMITMENTS
  13,238    6,346    5,528  207,444  214,654  226,210  226,528   15,340   15,022

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      3,901)
  -1,253      624      477    4,011    2,650    3,235    3,751      666      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.6      2.3     85.9     88.9     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        7       43       40       50       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      231,503
COMMITMENTS
  14,437    1,866   18,255  185,968  197,821  218,660  217,942   12,843   13,561

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      4,051)
  -3,734        0    1,507    8,179    2,259    5,952    3,766   -1,901      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.8      7.9     80.3     85.5     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        3       38       34       44       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      263,000
COMMITMENTS
  11,317    9,271   14,735  225,593  223,947  251,645  247,953   11,355   15,047

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     11,936)
  -2,937   -1,916    3,344   13,616    9,332   14,023   10,760   -2,087    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.5      5.6     85.8     85.2     95.7     94.3      4.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       46       40       53       45
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,718
COMMITMENTS
       0    3,049    1,944   44,157   39,184   46,101   44,177    8,617   10,541

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,406)
       0     -814       62    1,282    2,066    1,344    1,314       62       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      3.6     80.7     71.6     84.3     80.7     15.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       19       15       20       16
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      210,059
COMMITMENTS
  22,472    6,052   16,699  160,349  174,979  199,520  197,730   10,539   12,329

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      4,677)
  -3,225    2,058      479    8,683    2,085    5,937    4,622   -1,260       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.9      7.9     76.3     83.3     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        6       42       41       49       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,477
COMMITMENTS
   4,455    5,626      570   54,005   49,884   59,030   56,080   10,447   13,397

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:       -696)
       0   -1,483     -342   -2,977   -1,271   -3,319   -3,096    2,623    2,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      8.1      0.8     77.7     71.8     85.0     80.7     15.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       22       18       24       20
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,322,116
COMMITMENTS
 1095489  116,135  901,812  1292620  2293803  3289921  3311750   32,195   10,366

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:    142,573)
  97,841   -5,464  -15,701   62,370  165,387  144,510  144,222   -1,937   -1,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      3.5     27.1     38.9     69.0     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      35       18       46      101       92      156      138
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,171,997
COMMITMENTS
 140,274  408,029  255,857  771,434  505,413  1167565  1169299    4,432    2,698

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     50,722)
   2,799   20,491   14,926   32,258   15,364   49,983   50,781      739      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     34.8     21.8     65.8     43.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       20       32       44       43       79       79
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       30,436
COMMITMENTS
   1,562      575      246   28,323   29,243   30,131   30,064      305      372

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:       -300)
     -27       43        2     -395     -275     -420     -230      120      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.9      0.8     93.1     96.1     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        3       30       28       34       33
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,300
COMMITMENTS
   4,064        0      319   11,584   15,697   15,967   16,016      333      284

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      0.0      2.0     71.1     96.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       16       18       19       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       25,256
COMMITMENTS
     740    1,338      572   21,034   21,908   22,346   23,818    2,910    1,438

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        118)
       0        0        0        0      120        0      120      118       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.3      2.3     83.3     86.7     88.5     94.3     11.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       16       21       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       28,080
COMMITMENTS
   2,290      240      720   24,716   26,006   27,726   26,966      354    1,114

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        816)
     720        0        0      576      816    1,296      816     -480        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.9      2.6     88.0     92.6     98.7     96.0      1.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       21       21       25       22
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,337,055
COMMITMENTS
 249,283  169,430  358,379  664,898  714,650  1272560  1242459   64,495   94,596

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:   -104,318)
   1,809  -14,512  -43,455  -57,506  -52,364  -99,152 -110,331   -5,166    6,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     12.7     26.8     49.7     53.4     95.2     92.9      4.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      92      116      120       89      102      261      264
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      126,375
COMMITMENTS
  24,383   17,867    4,827   69,050   60,881   98,260   83,575   28,115   42,800

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        977)
     113   -1,006     -108       -9    5,456       -4    4,342      981   -3,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     14.1      3.8     54.6     48.2     77.8     66.1     22.2     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       17       16       20       21
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,686
COMMITMENTS
     150      815      100   20,436   19,771   20,686   20,686        0        0

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.9      0.5     98.8     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        1       24       28       26       32
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      178,116
COMMITMENTS
  30,983   38,403   37,459   98,422   95,058  166,864  170,920   11,252    7,196

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     -3,386)
     493    2,120   -1,646   -1,143   -2,590   -2,296   -2,116   -1,090   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     21.6     21.0     55.3     53.4     93.7     96.0      6.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12       14       22       25       25       50       48
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,228
COMMITMENTS
     140    2,738    4,163   16,893   14,216   21,196   21,117    1,032    1,111

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,638)
       0        0      970      650      668    1,620    1,638       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     12.3     18.7     76.0     64.0     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        4       14       15       18       20
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,195
COMMITMENTS
     150      450        0    6,045    5,745    6,195    6,195        0        0

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0       45      -15       45      -15      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.3      0.0     97.6     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       13       14       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,686
COMMITMENTS
  11,579    2,721       99    5,450   16,396   17,128   19,216    2,558      470

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        -78)
     116     -113        5      118       80      239      -28     -317      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     13.8      0.5     27.7     83.3     87.0     97.6     13.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      54       13        4       12       29       68       44
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       13,881
COMMITMENTS
   9,592    1,905       35    1,213   11,060   10,840   13,000    3,041      881

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:      1,348)
   1,286       42        4      -11    1,160    1,279    1,206       69      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.1     13.7      0.3      8.7     79.7     78.1     93.7     21.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      37       12        3        8       24       47       37
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      274,657
COMMITMENTS
  73,155   11,201   22,239  152,407  227,798  247,801  261,238   26,856   13,419

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:     28,962)
   7,699      -10     -220   20,000   29,784   27,479   29,554    1,483     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      4.1      8.1     55.5     82.9     90.2     95.1      9.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      66       22       38       82       95      167      140
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,274
COMMITMENTS
     825      772      650   11,554   11,329   13,029   12,751      245      523

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        368)
       0      150        0      368      218      368      368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      5.8      4.9     87.0     85.3     98.2     96.1      1.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       18       22       20       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,870
COMMITMENTS
       0    1,400       75    5,795    4,395    5,870    5,870        0        0

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.9      1.3     98.7     74.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       13       23       14
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 04/22/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,083
COMMITMENTS
   2,586      450      415    7,378    7,222   10,379    8,087    2,704    4,996

CHANGES FROM 04/15/08 (CHANGE IN OPEN INTEREST:        306)
     -19        0        0      258      -12      239      -12       67      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      3.4      3.2     56.4     55.2     79.3     61.8     20.7     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        2       19       15       24       18
 

Updated July 29, 2008