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