GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,681
COMMITMENTS
       0        0        0    6,384    6,254    6,384    6,254      297      427

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,713)
       0      -50        0   -1,813   -1,823   -1,813   -1,873      100      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     93.6     95.6     93.6      4.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       25       26       25       26
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,962
COMMITMENTS
       0      805        0    6,692    5,952    6,692    6,757      270      205

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -743)
       0      -25        0     -813     -728     -813     -753       70       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      0.0     96.1     85.5     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       21       21       21       23
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,499
COMMITMENTS
       0      163       77    2,856    2,649    2,933    2,889      566      610

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -454)
     -20       61       45     -366     -473     -341     -367     -113      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      2.2     81.6     75.7     83.8     82.6     16.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        3       24       28       27       31
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,020
COMMITMENTS
       0       55       40    2,453    2,412    2,493    2,507      527      513

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,034)
       0       25      -15     -948     -804     -963     -794      -71     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      1.3     81.2     79.9     82.5     83.0     17.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       29       29       30       31
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      215,338
COMMITMENTS
  28,728   14,979   31,684  124,129  146,784  184,541  193,447   30,797   21,891

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -3,682)
  -3,430     -726      285      760   -3,134   -2,385   -3,575   -1,297     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      7.0     14.7     57.6     68.2     85.7     89.8     14.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      33       20       36       65       67      118      108
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,600
COMMITMENTS
     298      200      400    6,778    6,876    7,476    7,476      124      124

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,251)
    -735      150     -250     -390     -220   -1,375     -320      124     -931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.6      5.3     89.2     90.5     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       25       29       29       32
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,515
COMMITMENTS
   1,116      516        0    5,074    5,999    6,190    6,515      325        0

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      -50       50      -50       50      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      7.9      0.0     77.9     92.1     95.0    100.0      5.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       16       13       18
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      971,678
COMMITMENTS
 215,328  310,174  320,577  360,778  306,373  896,683  937,124   74,995   34,554

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        -96)
   9,930    3,449   -1,968    1,985   -4,899    9,947   -3,418  -10,043    3,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     31.9     33.0     37.1     31.5     92.3     96.4      7.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     100       48       87       81       71      224      170
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       98,590
COMMITMENTS
     892    7,559    1,700   87,355   80,790   89,947   90,049    8,643    8,541

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        642)
    -122   -1,003      280     -492    1,487     -334      764      976     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      7.7      1.7     88.6     81.9     91.2     91.3      8.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       24       24       26       27
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,705
COMMITMENTS
   3,067   10,198    2,851   54,213   45,491   60,131   58,540    6,574    8,165

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,038)
       0     -124      125      645      895      770      896      268      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     15.3      4.3     81.3     68.2     90.1     87.8      9.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       24       31       28
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,918
COMMITMENTS
   3,388      567    3,434   87,779   91,194   94,601   95,195    9,317    8,723

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,521)
       0       64      428      515      967      943    1,459      578       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.5      3.3     84.5     87.8     91.0     91.6      9.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       29       25       31       26
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,472
COMMITMENTS
   5,704    2,708      214   73,638   79,667   79,556   82,589   14,916   11,883

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -8,967)
  -4,704     -124     -303   -4,875   -9,158   -9,882   -9,585      915      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.9      0.2     77.9     84.3     84.2     87.4     15.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       20       25       23       26
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,897
COMMITMENTS
   3,020    2,154    5,134   38,154   38,838   46,308   46,126    3,589    3,771

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,232)
       0      136     -775     -457     -593   -1,232   -1,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.3     10.3     76.5     77.8     92.8     92.4      7.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       18       20       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,982
COMMITMENTS
   4,764    5,733    2,866   53,111   53,476   60,741   62,075   10,241    8,907

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -463)
     161     -169       46       -7     -612      200     -735     -663      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      8.1      4.0     74.8     75.3     85.6     87.5     14.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       25       25       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,770
COMMITMENTS
   3,148    3,727    2,791   88,252   87,614   94,191   94,132    5,579    5,638

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -6,728)
    -713   -2,272      211   -5,696   -3,556   -6,198   -5,617     -530   -1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.7      2.8     88.5     87.8     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        3       29       38       32       42
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      115,391
COMMITMENTS
   1,427    1,789    6,962   97,323   93,349  105,712  102,100    9,679   13,291

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -9,112)
     947   -1,667   -1,096   -9,096   -5,063   -9,245   -7,826      133   -1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.6      6.0     84.3     80.9     91.6     88.5      8.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        3       23       26       26       30
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,902
COMMITMENTS
   1,208    2,484    6,093   45,092   37,651   52,393   46,228    4,509   10,674

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,813)
    -400       32      752    1,159      333    1,511    1,117      302      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.4     10.7     79.2     66.2     92.1     81.2      7.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       17       22       21
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      107,505
COMMITMENTS
   5,336    7,677   20,199   81,213   76,050  106,748  103,926      757    3,579

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      2,147)
     -48     -248      559    1,636    1,836    2,147    2,147        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.1     18.8     75.5     70.7     99.3     96.7      0.7      3.3

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 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,534
COMMITMENTS
     736      346    3,352   49,914   48,073   54,002   51,771    6,532    8,763

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        607)
       0     -788      306    2,278    1,545    2,584    1,063   -1,977     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.6      5.5     82.5     79.4     89.2     85.5     10.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       27       26       29       27
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,929
COMMITMENTS
   4,531      278    6,388   79,658   84,326   90,577   90,992    6,352    5,937

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:    -10,218)
      62     -778   -1,761   -8,752   -7,065  -10,451   -9,604      233     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.3      6.6     82.2     87.0     93.4     93.9      6.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        4       32       34       37       38
 
 
TRANSCO ZONE 3 SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365S
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,721
COMMITMENTS
       0    7,883        0   47,711   43,903   47,711   51,786    7,010    2,935

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,785)
       0    1,727        0    2,526      360    2,526    2,087     -741     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.4      0.0     87.2     80.2     87.2     94.6     12.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       14       17       16
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      118,388
COMMITMENTS
   5,297   26,844   16,015   81,963   64,407  103,275  107,266   15,113   11,122

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        499)
    -759      573      360      898     -496      499      437        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     22.7     13.5     69.2     54.4     87.2     90.6     12.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        5        5       30       25       35       32
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,644
COMMITMENTS
  12,141        0    8,361   80,925   85,427  101,427   93,788    7,217   14,856

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        999)
     397        0    1,138     -658     -567      877      571      122      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.0      7.7     74.5     78.6     93.4     86.3      6.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        4       20       18       25       22
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       49,058
COMMITMENTS
   3,680        0        0   44,398   47,494   48,078   47,494      980    1,564

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      0.0     90.5     96.8     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       14       15       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      228,328
COMMITMENTS
   9,278    4,392    6,743  194,537  204,364  210,558  215,499   17,770   12,829

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,451)
    -561      482      151    1,231      686      821    1,319      630      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.9      3.0     85.2     89.5     92.2     94.4      7.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        5        6       44       41       52       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      233,420
COMMITMENTS
   8,313   14,676   16,841  196,110  192,428  221,264  223,945   12,156    9,475

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      1,960)
     770      453     -198    1,510    1,621    2,082    1,876     -122       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.3      7.2     84.0     82.4     94.8     95.9      5.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        3       39       34       44       37
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,338
COMMITMENTS
   8,545    1,448   15,128  201,763  210,324  225,436  226,900    8,902    7,438

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      2,367)
  -2,401     -818    1,371    5,011    2,213    3,981    2,766   -1,614     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      6.5     86.1     89.8     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        2        4       56       53       61       57
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,972
COMMITMENTS
     263        0    2,849   36,538   35,477   39,650   38,326    7,322    8,646

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        327)
    -634        0      447      576     -120      389      327      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      6.1     77.8     75.5     84.4     81.6     15.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       14       20       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      200,433
COMMITMENTS
  18,700    6,372   15,217  160,913  169,926  194,830  191,515    5,603    8,918

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        779)
     278     -831      897      108    1,142    1,283    1,208     -504     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      3.2      7.6     80.3     84.8     97.2     95.6      2.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        5       43       44       48       49
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,823
COMMITMENTS
   2,117    4,484      570   46,130   40,254   48,817   45,308    9,006   12,515

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        267)
       0        0        0      116     -124      116     -124      151      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.8      1.0     79.8     69.6     84.4     78.4     15.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       22       19       24       21
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,534,469
COMMITMENTS
 1453119  332,974  781,710  1264746  2405839  3499575  3520523   34,894   13,946

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     24,700)
  13,809   23,397    8,013    2,545   -7,587   24,367   23,823      333      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      9.4     22.1     35.8     68.1     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      35       15       44      102       98      152      144
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,104,795
COMMITMENTS
 127,747  330,881  277,123  696,525  493,976  1101395  1101980    3,400    2,815

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     33,456)
 -13,287   31,249   10,300   36,155   -8,556   33,168   32,993      288      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     29.9     25.1     63.0     44.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      24       19       30       44       42       83       76
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,200
COMMITMENTS
   1,250      240      432   24,809   25,928   26,491   26,600      709      600

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        -75)
      78     -130      -50      -56      158      -28      -22      -47      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.9      1.6     91.2     95.3     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        3       29       30       34       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       11,207
COMMITMENTS
   1,280        0        0    9,607   10,951   10,887   10,951      320      256

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -714)
     -42        0        0     -672     -714     -714     -714        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       14       11       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       14,723
COMMITMENTS
   3,210        0      337   10,408   13,894   13,955   14,231      768      492

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:         32)
     -80        0        0      112       32       32       32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      0.0      2.3     70.7     94.4     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       19       19       21       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,432
COMMITMENTS
     280      480      480   21,244   21,726   22,004   22,686    2,428    1,746

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      204      204      204      204        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.0      2.0     87.0     88.9     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       18       21       19
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       30,162
COMMITMENTS
       0      240      480   29,646   28,328   30,126   29,048       36    1,114

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      1.6     98.3     93.9     99.9     96.3      0.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       20       24       21
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| 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:        9,606
COMMITMENTS
     120        0        0    8,090    8,458    8,210    8,458    1,396    1,148

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     84.2     88.0     85.5     88.0     14.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       14       15       14
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,316,278
COMMITMENTS
 216,841  202,695  360,267  672,082  679,465  1249190  1242427   67,088   73,851

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     21,798)
  -4,637    7,729    9,537   30,602   15,017   35,502   32,283  -13,704  -10,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     15.4     27.4     51.1     51.6     94.9     94.4      5.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      83      131      133       84      101      263      283
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,051
COMMITMENTS
     900      600       25   18,026   18,426   18,951   19,051      100        0

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      705      805      705      805      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      3.1      0.1     94.6     96.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        1       29       27       31       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      189,411
COMMITMENTS
  16,766   29,883   42,107  119,443  107,932  178,316  179,922   11,095    9,489

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:      3,103)
     290    2,945      458    2,038     -614    2,786    2,789      317      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     15.8     22.2     63.1     57.0     94.1     95.0      5.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       11       23       24       24       48       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       26,064
COMMITMENTS
   1,710    1,986    3,000   18,486   18,793   23,196   23,779    2,868    2,285

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0        0        0        0        0      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      7.6     11.5     70.9     72.1     89.0     91.2     11.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       16       18       19
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,792
COMMITMENTS
       0      600        0    5,792    5,192    5,792    5,792        0        0

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      0.0    100.0     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       16       15       16       17
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,575
COMMITMENTS
  10,794    3,397      126    3,350   12,686   14,270   16,209    2,305      366

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -677)
    -331       94       29     -127     -853     -429     -730     -248       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.1     20.5      0.8     20.2     76.5     86.1     97.8     13.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      47       11        5       14       27       63       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       14,647
COMMITMENTS
   9,052    2,543       30    2,372   10,938   11,454   13,511    3,193    1,136

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -494)
    -794      436      -92      589   -1,063     -297     -719     -197      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.8     17.4      0.2     16.2     74.7     78.2     92.2     21.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      37        6        3       12       19       49       28
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      246,370
COMMITMENTS
  64,486   16,955   21,061  138,119  197,197  223,666  235,213   22,704   11,157

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,309)
  -5,593    6,600   -3,140    6,417   -4,770   -2,316   -1,310    1,007        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      6.9      8.5     56.1     80.0     90.8     95.5      9.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      61       18       37       72       84      146      129
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        3,752
COMMITMENTS
     200        0        0    3,310    3,642    3,510    3,642      242      110

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -850)
     100      -50     -200     -950     -600   -1,050     -850      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.0     88.2     97.1     93.6     97.1      6.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       20       19       20
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       15,439
COMMITMENTS
   1,170      254      489   13,532   14,646   15,191   15,389      248       50

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:     -1,722)
     -50     -556      -25   -1,812   -1,130   -1,887   -1,711      165      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.6      3.2     87.6     94.9     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       24       23       26       24
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        4,345
COMMITMENTS
     125        0        0    4,220    4,295    4,345    4,295        0       50

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:       -935)
     125     -250      -75     -985     -560     -935     -885        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     97.1     98.8    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       18       19       18
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,643
COMMITMENTS
     380        0        0    1,831    2,439    2,211    2,439      432      204

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        384)
     188        0        0       52      372      240      372      144       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      0.0      0.0     69.3     92.3     83.7     92.3     16.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       10       13       12       13
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 07/08/08                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       13,604
COMMITMENTS
   1,486    2,286      331    8,297    8,235   10,114   10,852    3,490    2,752

CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST:        174)
      54      192      -70      -81      -90      -97       32      271      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     16.8      2.4     61.0     60.5     74.3     79.8     25.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       15       21       20       26
 

Updated July 29, 2008