GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,261 COMMITMENTS 0 50 0 7,261 6,501 7,261 6,551 0 710 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -140 -780 -140 -780 -50 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 100.0 89.5 100.0 90.2 0.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 29 25 29 26 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,710 COMMITMENTS 0 805 0 7,510 6,660 7,510 7,465 200 245 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 295) 0 -100 0 295 345 295 245 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 0.0 97.4 86.4 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 0 25 25 25 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,646 COMMITMENTS 90 102 22 2,731 2,710 2,843 2,834 803 812 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 12) 0 2 0 -65 -83 -65 -81 77 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.8 0.6 74.9 74.3 78.0 77.7 22.0 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 25 25 28 27 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,946 COMMITMENTS 0 0 0 3,312 3,151 3,312 3,151 634 795 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 21) -15 0 -25 76 136 36 111 -15 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.9 79.9 83.9 79.9 16.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 32 35 32 35 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,793 COMMITMENTS 28,918 15,464 30,934 129,229 152,078 189,081 198,476 33,712 24,317 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 6,701) 340 95 -1,761 6,997 7,924 5,576 6,258 1,125 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 6.9 13.9 58.0 68.3 84.9 89.1 15.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 29 26 38 60 65 114 109 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 8,165 COMMITMENTS 800 0 500 6,665 6,310 7,965 6,810 200 1,355 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 650) 0 -50 0 750 750 750 700 -100 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 6.1 81.6 77.3 97.6 83.4 2.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 1 23 32 26 33 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,565 COMMITMENTS 1,791 441 75 5,474 7,024 7,340 7,540 225 25 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 891) 691 441 0 200 450 891 891 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 5.8 1.0 72.4 92.8 97.0 99.7 3.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 12 19 14 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 971,727 COMMITMENTS 213,616 295,917 324,087 357,583 319,248 895,286 939,252 76,441 32,475 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 23,916) 22,629 25,719 2,087 4,339 -1,788 29,055 26,018 -5,139 -2,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 30.5 33.4 36.8 32.9 92.1 96.7 7.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 103 43 84 76 65 219 159 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 102,024 COMMITMENTS 460 8,556 1,918 94,459 83,394 96,837 93,868 5,187 8,156 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1) 460 -782 -46 -477 1,036 -63 208 62 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.4 1.9 92.6 81.7 94.9 92.0 5.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 26 24 28 27 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,874 COMMITMENTS 3,439 10,146 2,703 57,704 50,219 63,846 63,068 8,028 8,806 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,909) 0 511 783 739 442 1,522 1,736 387 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 14.1 3.8 80.3 69.9 88.8 87.7 11.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 27 23 30 27 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,146 COMMITMENTS 3,512 3,110 2,466 98,461 97,166 104,439 102,742 7,707 9,404 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 3,516) 0 246 248 4,341 2,803 4,589 3,297 -1,073 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.8 2.2 87.8 86.6 93.1 91.6 6.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 30 27 32 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,430 COMMITMENTS 10,075 2,832 577 76,777 87,277 87,429 90,686 14,001 10,744 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 10,654) 604 0 -306 9,450 9,244 9,748 8,938 906 1,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.8 0.6 75.7 86.0 86.2 89.4 13.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 20 26 24 28 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,514 COMMITMENTS 3,020 2,376 5,894 41,263 43,221 50,177 51,491 6,337 5,023 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 401) 302 713 -352 265 316 215 677 186 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.2 10.4 73.0 76.5 88.8 91.1 11.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 17 19 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,480 COMMITMENTS 5,564 6,684 2,767 57,132 59,668 65,463 69,119 11,017 7,361 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 547) 62 -1,553 1,179 -1,617 3,929 -376 3,555 923 -3,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.7 3.6 74.7 78.0 85.6 90.4 14.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 26 25 27 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,896 COMMITMENTS 6,219 4,765 2,120 88,989 90,546 97,328 97,431 6,568 6,465 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12) -1,329 253 117 -839 -963 -2,051 -593 2,039 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 4.6 2.0 85.7 87.2 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 3 3 27 37 30 41 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 122,579 COMMITMENTS 909 2,830 7,781 104,343 97,542 113,033 108,153 9,546 14,426 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,317) -1,612 1,063 1,245 2,684 400 2,317 2,708 0 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.3 6.3 85.1 79.6 92.2 88.2 7.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 4 22 26 26 31 DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,821 COMMITMENTS 2,186 2,891 5,871 51,173 44,080 59,230 52,842 4,591 10,979 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,674) -918 -3,508 447 -1,048 1,449 -1,519 -1,612 -155 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.5 9.2 80.2 69.1 92.8 82.8 7.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 4 20 19 24 23 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 113,358 COMMITMENTS 6,137 5,792 21,866 84,269 81,377 112,272 109,035 1,086 4,323 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -842) 861 704 -370 -1,143 -962 -652 -628 -190 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 5.1 19.3 74.3 71.8 99.0 96.2 1.0 3.8 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,217 COMMITMENTS 984 1,367 2,935 54,591 51,438 58,510 55,740 6,707 9,477 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,426) 0 856 -612 2,957 1,917 2,345 2,161 -919 -735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.1 4.5 83.7 78.9 89.7 85.5 10.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 26 26 28 27 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,675 COMMITMENTS 6,187 0 6,855 83,583 92,118 96,625 98,973 9,050 6,702 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,610) -1,377 0 175 -1,321 -1,807 -2,523 -1,632 913 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 6.5 79.1 87.2 91.4 93.7 8.6 6.3 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,166 COMMITMENTS 2,895 25,684 20,998 90,496 73,475 114,389 120,157 15,777 10,009 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,949) -620 711 252 2,042 326 1,674 1,289 275 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 19.7 16.1 69.5 56.4 87.9 92.3 12.1 7.7 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 117,275 COMMITMENTS 8,007 16 13,366 86,024 89,517 107,397 102,899 9,878 14,376 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -194) 1,335 0 580 -2,203 -67 -288 513 94 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 11.4 73.4 76.3 91.6 87.7 8.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 19 19 24 23 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,423 COMMITMENTS 4,920 620 0 49,275 52,826 54,195 53,446 1,228 1,977 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 7,556) 0 620 0 8,786 6,936 8,786 7,556 -1,230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.1 0.0 88.9 95.3 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 14 17 15 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 237,448 COMMITMENTS 13,770 3,657 5,666 200,595 214,602 220,031 223,925 17,417 13,523 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,190) -729 -888 426 -217 -728 -520 -1,190 -670 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.5 2.4 84.5 90.4 92.7 94.3 7.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 5 6 43 40 50 47 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 241,730 COMMITMENTS 9,479 14,099 17,991 200,793 201,587 228,263 233,677 13,467 8,053 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,632) -364 302 -6 3,851 5,910 3,481 6,206 -849 -3,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.8 7.4 83.1 83.4 94.4 96.7 5.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 3 41 34 46 37 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 245,842 COMMITMENTS 13,595 1,349 16,347 205,177 220,714 235,119 238,410 10,723 7,432 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,558) 216 -1,423 1,241 776 2,131 2,233 1,949 -675 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.5 6.6 83.5 89.8 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 2 6 55 54 63 60 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 51,240 COMMITMENTS 1,390 0 2,305 40,398 40,098 44,093 42,403 7,147 8,837 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -186) 484 -310 -186 -546 124 -248 -372 62 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 4.5 78.8 78.3 86.1 82.8 13.9 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 17 20 18 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 214,350 COMMITMENTS 19,931 7,351 17,353 170,374 179,025 207,658 203,729 6,692 10,621 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -671) -1,972 -764 1,085 2,230 -992 1,343 -671 -2,014 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 3.4 8.1 79.5 83.5 96.9 95.0 3.1 5.0 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,927 COMMITMENTS 2,985 4,670 570 50,012 44,513 53,567 49,753 9,360 13,174 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 706) 0 -992 0 706 866 706 -126 0 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 7.4 0.9 79.5 70.7 85.1 79.1 14.9 20.9 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,636,187 COMMITMENTS 1426010 297,541 813,254 1366267 2511126 3605531 3621921 30,656 14,266 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 93,901) 72,351 46,470 10,862 17,772 35,529 100,985 92,861 -7,084 1,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 8.2 22.4 37.6 69.1 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 36 11 42 109 100 158 143 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,187,340 COMMITMENTS 129,255 353,076 305,854 749,446 526,429 1184555 1185359 2,785 1,981 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 60,503) -9,956 24,110 25,196 46,104 12,133 61,344 61,439 -841 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 29.7 25.8 63.1 44.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 23 31 46 45 85 83 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 29,680 COMMITMENTS 694 674 907 26,961 26,838 28,562 28,419 1,118 1,261 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 16) 0 60 -46 57 1 11 15 5 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.3 3.1 90.8 90.4 96.2 95.8 3.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 30 29 35 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,839 COMMITMENTS 1,322 0 0 10,197 11,583 11,519 11,583 320 256 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 86) 0 -258 0 86 344 86 86 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.0 0.0 86.1 97.8 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 14 11 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,439 COMMITMENTS 3,328 0 337 11,067 14,538 14,732 14,875 707 564 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 28) 0 0 0 -12 -12 -12 -12 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 0.0 2.2 71.7 94.2 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 20 19 22 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,544 COMMITMENTS 380 532 508 21,560 22,048 22,448 23,088 2,096 1,456 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -106) 0 -632 -94 388 688 294 -38 -400 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.2 2.1 87.8 89.8 91.5 94.1 8.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 18 17 21 19 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,900 COMMITMENTS 0 310 570 30,292 28,874 30,862 29,754 38 1,146 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,170) 0 -240 -20 -1,150 -910 -1,170 -1,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.8 98.0 93.4 99.9 96.3 0.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 23 20 25 22 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| 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: 9,588 COMMITMENTS 170 0 0 9,318 8,498 9,488 8,498 100 1,090 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 326) -350 0 -12 692 302 330 290 -4 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.2 88.6 99.0 88.6 1.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 15 16 17 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,306,075 COMMITMENTS 211,137 190,540 362,591 661,176 652,921 1234904 1206052 71,171 100,023 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -29,132) 7,331 -7,541 4,582 -25,491 -24,857 -13,578 -27,816 -15,554 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 14.6 27.8 50.6 50.0 94.6 92.3 5.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 84 126 129 78 97 256 266 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 130,567 COMMITMENTS 22,309 15,369 5,143 61,376 59,068 88,828 79,580 41,739 50,987 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,899) -1,628 -225 -487 1,188 7,243 -927 6,531 2,826 -4,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 11.8 3.9 47.0 45.2 68.0 60.9 32.0 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 16 15 20 19 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,292 COMMITMENTS 900 650 25 18,367 18,617 19,292 19,292 0 0 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 260) 0 0 25 235 235 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 3.4 0.1 95.2 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 29 27 31 30 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 186,137 COMMITMENTS 15,896 26,999 42,148 117,085 107,867 175,129 177,014 11,008 9,123 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -7,512) 2,348 -1,921 -1,018 -7,484 -4,227 -6,154 -7,166 -1,358 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 14.5 22.6 62.9 58.0 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 11 24 23 23 48 47 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,777 COMMITMENTS 1,710 1,986 3,000 18,256 18,506 22,966 23,492 2,811 2,285 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -200) 0 0 0 35 235 35 235 -235 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 7.7 11.6 70.8 71.8 89.1 91.1 10.9 8.9 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 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,245 COMMITMENTS 50 650 0 6,195 5,595 6,245 6,245 0 0 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 10.4 0.0 99.2 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 17 17 18 19 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,078 COMMITMENTS 10,716 3,315 115 3,954 13,414 14,785 16,844 2,293 234 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 155) 40 420 -40 -17 -179 -17 201 172 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 19.4 0.7 23.2 78.5 86.6 98.6 13.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 51 14 5 14 28 67 45 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,051 COMMITMENTS 10,179 1,900 290 1,640 12,160 12,109 14,350 2,942 701 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,095) -588 -550 -12 -175 -11 -775 -573 -320 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 12.6 1.9 10.9 80.8 80.5 95.3 19.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 45 10 6 10 22 60 34 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,171 COMMITMENTS 66,498 13,238 29,730 147,105 211,574 243,333 254,542 22,838 11,629 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 8,285) 1,107 556 2,096 6,796 5,649 9,999 8,301 -1,714 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 5.0 11.2 55.3 79.5 91.4 95.6 8.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 63 19 41 81 88 162 133 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,760 COMMITMENTS 0 50 200 3,203 3,360 3,403 3,610 357 150 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 250) 0 0 0 278 250 278 250 -28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 5.3 85.2 89.4 90.5 96.0 9.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 2 20 21 22 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,392 COMMITMENTS 1,220 1,085 443 14,612 14,783 16,275 16,311 117 81 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -11) 0 150 -86 75 -75 -11 -11 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.6 2.7 89.1 90.2 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 30 24 32 26 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,030 COMMITMENTS 0 250 75 4,905 4,505 4,980 4,830 50 200 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 1.5 97.5 89.6 99.0 96.0 1.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 21 18 22 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,578 COMMITMENTS 224 0 0 2,066 2,386 2,290 2,386 288 192 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 117) 96 0 -96 -75 21 -75 -75 192 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.0 80.1 92.6 88.8 92.6 11.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 12 14 15 14 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 06/24/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,973 COMMITMENTS 1,564 1,975 577 9,047 8,748 11,188 11,300 2,785 2,673 CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 248) 0 725 -390 389 -66 -1 269 249 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 14.1 4.1 64.7 62.6 80.1 80.9 19.9 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 3 4 22 21 29 27
Updated July 29, 2008