GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,451
COMMITMENTS
       0       50        0    7,401    7,281    7,401    7,331       50      120

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        978)
       0        0        0      928      948      928      948       50       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     99.3     97.7     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       28       26       28       27
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,415
COMMITMENTS
       0      905        0    7,215    6,315    7,215    7,220      200      195

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        260)
       0      110        0      250      150      250      260       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.2      0.0     97.3     85.2     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       25       26       25       28
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,634
COMMITMENTS
      90      100       22    2,796    2,793    2,908    2,915      726      719

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        301)
      90       -1       11      325      343      426      353     -125      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.8      0.6     76.9     76.9     80.0     80.2     20.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       25       26       28       28
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,925
COMMITMENTS
      15        0       25    3,236    3,015    3,276    3,040      649      885

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        258)
      15        0       25      208      206      248      231       10       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.6     82.4     76.8     83.5     77.5     16.5     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       30       33       31       34
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      216,092
COMMITMENTS
  28,578   15,369   32,695  122,232  144,154  183,505  192,218   32,587   23,874

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,658)
  -1,122     -804     -767    2,096    2,675      207    1,104    1,451      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.1     15.1     56.6     66.7     84.9     89.0     15.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      27       25       39       62       66      116      111
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,515
COMMITMENTS
     800       50      500    5,915    5,560    7,215    6,110      300    1,405

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      375      475      375      475      300      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.7      6.7     78.7     74.0     96.0     81.3      4.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        1       21       28       24       30
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,674
COMMITMENTS
   1,100        0       75    5,274    6,574    6,449    6,649      225       25

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:         25)
     275     -100      -50     -200      175       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.0      1.1     79.0     98.5     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1        9       19       12       20
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      947,811
COMMITMENTS
 190,987  270,198  322,000  353,244  321,036  866,231  913,234   81,580   34,577

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      6,433)
  -4,996    4,705    1,108    4,864   -7,044      976   -1,231    5,457    7,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     28.5     34.0     37.3     33.9     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      97       42       81       78       66      217      156
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,025
COMMITMENTS
       0    9,338    1,964   94,936   82,358   96,900   93,660    5,125    8,365

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      3,259)
       0      463      208    3,051    5,863    3,259    6,534        0   -3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      1.9     93.1     80.7     95.0     91.8      5.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        2       26       24       28       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,965
COMMITMENTS
   3,439    9,635    1,920   56,965   49,777   62,324   61,332    7,641    8,633

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        737)
       0      117       93      734      345      827      555      -90      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     13.8      2.7     81.4     71.1     89.1     87.7     10.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       24       31       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,630
COMMITMENTS
   3,512    2,864    2,218   94,120   94,363   99,850   99,445    8,780    9,185

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        891)
       0    1,187     -450    3,498    2,052    3,048    2,789   -2,157   -1,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.6      2.0     86.6     86.9     91.9     91.5      8.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       28       26       30       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,776
COMMITMENTS
   9,471    2,832      883   67,327   78,033   77,681   81,748   13,095    9,028

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,496)
     426        0     -302      392    2,373      516    2,071      980     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      3.1      1.0     74.2     86.0     85.6     90.1     14.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       20       27       24       29
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,113
COMMITMENTS
   2,718    1,663    6,246   40,998   42,905   49,962   50,814    6,151    5,299

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        865)
       0    1,066      -32    2,745     -829    2,713      205   -1,848      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      3.0     11.1     73.1     76.5     89.0     90.6     11.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       16       19       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,933
COMMITMENTS
   5,502    8,237    1,588   58,749   55,739   65,839   65,564   10,094   10,369

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,179)
       0   -1,824      556      736    3,719    1,292    2,451     -113   -1,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     10.8      2.1     77.4     73.4     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       25       24       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,908
COMMITMENTS
   7,548    4,512    2,003   89,828   91,509   99,379   98,024    4,529    5,884

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      5,127)
     489     -308      292    4,222    5,326    5,003    5,310      124     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      4.3      1.9     86.4     88.1     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       27       37       30       41
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      120,262
COMMITMENTS
   2,521    1,767    6,536  101,659   97,142  110,716  105,445    9,546   14,817

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:     -1,440)
  -3,054      407      150      724   -2,637   -2,180   -2,080      740      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.5      5.4     84.5     80.8     92.1     87.7      7.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       22       25       26       29
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,495
COMMITMENTS
   3,104    6,399    5,424   52,221   42,631   60,749   54,454    4,746   11,041

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:     -1,601)
  -1,560      428     -366      325   -1,601   -1,601   -1,539        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      9.8      8.3     79.7     65.1     92.8     83.1      7.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        4       19       17       23       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      114,200
COMMITMENTS
   5,276    5,088   22,236   85,412   82,339  112,924  109,663    1,276    4,537

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,652)
   1,583   -2,112    2,663     -640    2,140    3,606    2,691   -1,954   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.5     19.5     74.8     72.1     98.9     96.0      1.1      4.0

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
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,791
COMMITMENTS
     984      511    3,547   51,634   49,521   56,165   53,579    7,626   10,212

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      3,253)
    -163      511      161    2,552    2,483    2,550    3,155      703       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.8      5.6     80.9     77.6     88.0     84.0     12.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       25       24       27       25
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,285
COMMITMENTS
   7,564        0    6,680   84,904   93,925   99,148  100,605    8,137    6,680

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,011)
  -4,177        0    1,994      451   -1,063   -1,732      931    2,743       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      6.2     79.1     87.5     92.4     93.8      7.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        4       31       34       36       38
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      128,217
COMMITMENTS
   3,515   24,973   20,746   88,454   73,149  112,715  118,868   15,502    9,349

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      1,783)
     637   -1,673     -398    4,710    4,627    4,949    2,556   -3,166     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     19.5     16.2     69.0     57.1     87.9     92.7     12.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        5       32       27       37       34
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      117,469
COMMITMENTS
   6,672       16   12,786   88,227   89,584  107,685  102,386    9,784   15,083

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      3,102)
    -112        0      273    2,513    2,829    2,674    3,102      428        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.0     10.9     75.1     76.3     91.7     87.2      8.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       19       18       24       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,867
COMMITMENTS
   4,920        0        0   40,489   45,890   45,409   45,890    2,458    1,977

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.0     84.6     95.9     94.9     95.9      5.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11       13       12       13
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      238,638
COMMITMENTS
  14,499    4,545    5,240  200,812  215,330  220,551  225,115   18,087   13,523

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        456)
    -262    2,176   -1,992    1,250      272   -1,004      456    1,460        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      1.9      2.2     84.1     90.2     92.4     94.3      7.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        7       43       40       50       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      239,098
COMMITMENTS
   9,843   13,797   17,997  196,942  195,677  224,782  227,471   14,316   11,627

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      2,053)
     290      140    1,039    1,040    4,303    2,369    5,482     -316   -3,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.8      7.5     82.4     81.8     94.0     95.1      6.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        3       40       33       46       36
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      244,284
COMMITMENTS
  13,379    2,772   15,106  204,401  218,583  232,886  236,461   11,398    7,823

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      2,993)
   1,658   -3,210      409       75    6,760    2,142    3,959      851     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.1      6.2     83.7     89.5     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        3        6       54       53       62       59
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,426
COMMITMENTS
     906      310    2,491   40,944   39,974   44,341   42,775    7,085    8,651

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:       -333)
     -62     -612       62     -302     -100     -302     -650      -31      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.6      4.8     79.6     77.7     86.2     83.2     13.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,021
COMMITMENTS
  21,903    8,115   16,268  168,144  180,017  206,315  204,400    8,706   10,621

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        494)
  -1,053      511      648      715     -876      310      283      184      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      3.8      7.6     78.2     83.7     96.0     95.1      4.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        5       41       42       46       47
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,221
COMMITMENTS
   2,985    5,662      570   49,306   43,647   52,861   49,879    9,360   12,342

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        898)
       0      246        0    1,323    1,151    1,323    1,397     -425     -499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      9.1      0.9     79.2     70.1     85.0     80.2     15.0     19.8

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 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,542,286
COMMITMENTS
 1353659  251,071  802,392  1348495  2475597  3504546  3529060   37,740   13,226

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:     73,438)
  15,121    2,826   23,386   25,205   44,303   63,712   70,515    9,726    2,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      7.1     22.7     38.1     69.9     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      33       14       44      106       98      156      143
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,126,837
COMMITMENTS
 139,211  328,966  280,658  703,342  514,296  1123211  1123920    3,626    2,917

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:     -3,635)
   1,979   -2,765  -10,932    5,937   10,016   -3,016   -3,681     -619       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     29.2     24.9     62.4     45.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       23       28       45       43       82       77
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       29,664
COMMITMENTS
     694      614      953   26,904   26,837   28,551   28,404    1,113    1,260

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        286)
       6       60        2      298      172      306      234      -20       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.1      3.2     90.7     90.5     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        5       30       29       35       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,753
COMMITMENTS
   1,322      258        0   10,111   11,239   11,433   11,497      320      256

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:          0)
       0      -22      -21       21       43        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.2      0.0     86.0     95.6     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,411
COMMITMENTS
   3,328        0      337   11,079   14,550   14,744   14,887      667      524

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:         18)
    -160        0        8       50       10     -102       18      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      0.0      2.2     71.9     94.4     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       18       18       20       20
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,650
COMMITMENTS
     380    1,164      602   21,172   21,360   22,154   23,126    2,496    1,524

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:         38)
     -80     -120       40       90      100       50       20      -12       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      4.7      2.4     85.9     86.7     89.9     93.8     10.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       14       19       16
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       32,070
COMMITMENTS
       0      550      590   31,442   29,784   32,032   30,924       38    1,146

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        530)
  -1,070      310       30    1,570      190      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      1.8     98.0     92.9     99.9     96.4      0.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       23       21       25       23
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| 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:        9,262
COMMITMENTS
     520        0       12    8,626    8,196    9,158    8,208      104    1,054

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        -40)
      40        0        0      220      200      260      200     -300     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      0.1     93.1     88.5     98.9     88.6      1.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       14       16       16       17
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,335,207
COMMITMENTS
 203,806  198,081  358,009  686,667  677,778  1248482  1233868   86,725  101,339

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:    -83,542)
 -14,678    1,874  -36,191  -47,499  -67,354  -98,368 -101,671   14,826   18,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     14.8     26.8     51.4     50.8     93.5     92.4      6.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      85      122      127       84       99      256      270
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      128,668
COMMITMENTS
  23,937   15,594    5,630   60,188   51,825   89,755   73,049   38,913   55,619

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      2,495)
   2,345    1,212      862    1,487   -5,673    4,694   -3,599   -2,199    6,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     12.1      4.4     46.8     40.3     69.8     56.8     30.2     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        5       15       14       20       19
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,032
COMMITMENTS
     900      650        0   18,132   18,382   19,032   19,032        0        0

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        889)
       0        0        0      889      889      889      889        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.4      0.0     95.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        0       26       28       27       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      193,649
COMMITMENTS
  13,548   28,920   43,166  124,569  112,094  181,283  184,180   12,366    9,469

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      5,375)
   2,711   -1,969    3,837   -1,900    3,641    4,648    5,509      727     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     14.9     22.3     64.3     57.9     93.6     95.1      6.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       13       24       24       24       49       48
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,977
COMMITMENTS
   1,710    1,986    3,000   18,221   18,271   22,931   23,257    3,046    2,720

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:     -2,202)
     500     -165     -600   -1,635   -1,222   -1,735   -1,987     -467     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      7.6     11.5     70.1     70.3     88.3     89.5     11.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       16       17       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,945
COMMITMENTS
      50      650        0    5,895    5,295    5,945    5,945        0        0

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       15       16       16       18
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,923
COMMITMENTS
  10,676    2,895      155    3,971   13,593   14,802   16,643    2,121      280

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        -84)
     871      284     -374     -787      223     -290      133      206     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1     17.1      0.9     23.5     80.3     87.5     98.3     12.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      50       14        7       13       29       67       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       16,146
COMMITMENTS
  10,767    2,450      302    1,815   12,171   12,884   14,923    3,262    1,223

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:          8)
     -44     -279     -168       -4      145     -216     -302      224      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.7     15.2      1.9     11.2     75.4     79.8     92.4     20.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      46       12        6       12       22       63       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      257,886
COMMITMENTS
  65,391   12,682   27,634  140,309  205,925  233,334  246,241   24,552   11,645

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:      9,400)
    -429   -1,016    1,278    6,886    8,409    7,735    8,671    1,665      729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      4.9     10.7     54.4     79.9     90.5     95.5      9.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      65       16       39       75       89      154      133
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,510
COMMITMENTS
       0       50      200    2,925    3,110    3,125    3,360      385      150

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      5.7     83.3     88.6     89.0     95.7     11.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        2       18       19       20       21
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       16,403
COMMITMENTS
   1,220      935      529   14,537   14,858   16,286   16,322      117       81

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        245)
       0        0       50      170      170      220      220       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.7      3.2     88.6     90.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       30       22       32       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,330
COMMITMENTS
       0      250       75    4,205    3,805    4,280    4,130       50      200

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      315      265      315      265       50      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      1.7     97.1     87.9     98.8     95.4      1.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       17       22       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,461
COMMITMENTS
     128        0       96    2,141    2,365    2,365    2,461       96        0

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        192)
       0        0       96        0       96       96      192       96        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      3.9     87.0     96.1     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       12       13       15       14
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 06/17/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,725
COMMITMENTS
   1,564    1,250      967    8,658    8,814   11,189   11,031    2,536    2,694

CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST:        351)
      76      331     -139      192     -348      129     -156      222      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      9.1      7.0     63.1     64.2     81.5     80.4     18.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        3        4       21       21       28       27
 

Updated July 29, 2008