GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,518
COMMITMENTS
       0        0        0    5,495    6,280    5,495    6,280    1,023      238

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        612)
       0        0        0      602      602      602      602       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.3     96.3     84.3     96.3     15.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       20       21       20       21
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,457
COMMITMENTS
      50      820      125    8,182    7,462    8,357    8,407      100       50

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        665)
     -75      700       75      725     -110      725      665      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      9.7      1.5     96.7     88.2     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       26       28       28       30
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,992
COMMITMENTS
      25        0       10    2,209    2,165    2,244    2,175      748      817

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:         26)
       0        0        0       -4      -43       -4      -43       30       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.0      0.3     73.8     72.4     75.0     72.7     25.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       19       20       20
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,507
COMMITMENTS
      30        0       35    3,064    3,018    3,129    3,053      378      454

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        118)
      25      -60      -15       71      171       81       96       37       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      1.0     87.4     86.1     89.2     87.1     10.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       31       35       32       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      273,932
COMMITMENTS
  45,236   20,693   47,698  143,972  177,744  236,906  246,134   37,026   27,797

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      3,384)
  -3,496     -625      337    8,346    5,450    5,187    5,163   -1,803   -1,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      7.6     17.4     52.6     64.9     86.5     89.9     13.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      45       21       32       70       78      130      118
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        7,070
COMMITMENTS
   2,000        0      100    4,590    6,870    6,690    6,970      380      100

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        250)
    -150        0       50      400      200      300      250      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      0.0      1.4     64.9     97.2     94.6     98.6      5.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        2       17       24       19       26
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        7,875
COMMITMENTS
     750        0      525    5,400    6,775    6,675    7,300    1,200      575

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        200)
      50        0        0      350      700      400      700     -200     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      6.7     68.6     86.0     84.8     92.7     15.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:    1,339,114
COMMITMENTS
 123,235  295,056  508,411  628,703  500,152  1260349  1303620   78,765   35,494

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:    -29,494)
 -19,411  -45,280   19,511  -21,776     -575  -21,676  -26,344   -7,818   -3,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     22.0     38.0     46.9     37.3     94.1     97.3      5.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      94       55       99       81       72      231      178
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,704
COMMITMENTS
       0   12,095    2,292   86,477   71,091   88,769   85,478    8,935   12,226

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -1,123)
       0      152     -159   -1,230     -954   -1,389     -961      266     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.4      2.3     88.5     72.8     90.9     87.5      9.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        3       22       19       25       23
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,253
COMMITMENTS
   6,189   10,396    2,656   76,301   69,835   85,146   82,887    8,107   10,366

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -1,206)
       0      434   -1,655      682     -341     -973   -1,562     -233      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     11.1      2.8     81.8     74.9     91.3     88.9      8.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        4       26       22       30       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      129,001
COMMITMENTS
  11,286        0    4,947  104,245  115,831  120,478  120,778    8,523    8,223

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        910)
    -178        0      302      666     -876      790     -574      120    1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.0      3.8     80.8     89.8     93.4     93.6      6.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       24       24       26       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      110,643
COMMITMENTS
  13,268    1,735    6,215   80,197   89,158   99,680   97,108   10,963   13,535

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      3,014)
       0     -132    1,615    1,185       11    2,800    1,494      214    1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      1.6      5.6     72.5     80.6     90.1     87.8      9.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       20       27       24       29
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,347
COMMITMENTS
  11,611        0    2,344   36,576   45,459   50,531   47,803    4,816    7,544

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      0.0      4.2     66.1     82.1     91.3     86.4      8.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       15       14       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       75,142
COMMITMENTS
   3,709        0    7,461   58,227   55,549   69,397   63,010    5,745   12,132

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      3,352)
   1,947   -5,093    3,012     -857    5,189    4,102    3,108     -750      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      9.9     77.5     73.9     92.4     83.9      7.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       21       21       23       23
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       96,120
COMMITMENTS
     259    1,301    3,075   88,773   79,002   92,107   83,378    4,013   12,742

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      6,779)
  -2,128    1,301    1,471    7,315    4,303    6,658    7,075      121     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.4      3.2     92.4     82.2     95.8     86.7      4.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        2       25       33       27       35
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      109,651
COMMITMENTS
   3,467    1,413    4,059   87,421   93,412   94,947   98,884   14,704   10,767

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,199)
    -314      308      456      808     -182      950      582      249      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.3      3.7     79.7     85.2     86.6     90.2     13.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       18       19       20       21
 
 
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                     Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,936
COMMITMENTS
   8,288        0    9,973   53,126   51,866   71,387   61,839    3,549   13,097

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        755)
   2,923   -3,851     -165   -2,092    6,167      666    2,151       89   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0     13.3     70.9     69.2     95.3     82.5      4.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        3       18       14       22       17
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       91,658
COMMITMENTS
   3,020    1,348   17,387   63,522   62,828   83,929   81,563    7,729   10,095

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,215)
  -1,272    1,252     -349    2,246     -428      625      475      590      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.5     19.0     69.3     68.5     91.6     89.0      8.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       10       14       14       17
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,233
COMMITMENTS
   1,712    2,685    3,549   52,368   45,105   57,629   51,339    9,604   15,894

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -62    1,434      -62    1,434      -28   -1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      4.0      5.3     77.9     67.1     85.7     76.4     14.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       17       22       18
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      127,967
COMMITMENTS
  28,635    2,135    3,860   88,790  115,406  121,285  121,401    6,682    6,566

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      4,217)
   3,910      604     -434    1,270    5,436    4,746    5,606     -529   -1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      1.7      3.0     69.4     90.2     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        4       27       31       32       35
 
 
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,419
COMMITMENTS
   2,587   21,394   18,101   85,812   78,030  106,500  117,525   19,919    8,894

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -1,066)
     150      642     -578     -454   -1,432     -882   -1,368     -184      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     16.9     14.3     67.9     61.7     84.2     93.0     15.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        6       26       26       32       33
 
 
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       90,183
COMMITMENTS
  13,796        0    2,131   62,632   75,035   78,559   77,166   11,624   13,017

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,250)
    -416        0     -639      304     -395     -751   -1,034    2,001    2,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      0.0      2.4     69.4     83.2     87.1     85.6     12.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        3       15       17       20       20
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,114
COMMITMENTS
       0    1,440        0   53,698   52,730   53,698   54,170    3,416    2,944

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0     94.0     92.3     94.0     94.8      6.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       13       13       14
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      245,201
COMMITMENTS
  16,961    6,187    5,350  210,536  219,184  232,847  230,721   12,354   14,480

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      2,206)
    -543    2,258      745    5,526      -72    5,728    2,931   -3,522     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.5      2.2     85.9     89.4     95.0     94.1      5.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        4        6       42       41       48       48
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      234,298
COMMITMENTS
  22,323        0   14,979  181,087  205,230  218,389  220,209   15,909   14,089

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      6,189)
   6,133        0     -821      841    4,980    6,153    4,159       36    2,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      6.4     77.3     87.6     93.2     94.0      6.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        2       36       33       41       35
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      236,657
COMMITMENTS
  14,138      874   14,235  193,218  205,951  221,591  221,060   15,066   15,597

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -3,894)
  -1,114   -8,645    2,521   -4,833      358   -3,426   -5,766     -468    1,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.4      6.0     81.6     87.0     93.6     93.4      6.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        3       42       38       47       41
 
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,331
COMMITMENTS
       0    3,330    2,306   40,399   36,468   42,705   42,104   10,626   11,227

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        332)
       0   -2,175      905   -1,150      191     -245   -1,079      577    1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      4.3     75.8     68.4     80.1     78.9     19.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       14       18       15
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      215,408
COMMITMENTS
  27,844    4,026   17,452  153,899  178,808  199,195  200,286   16,213   15,122

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:       -132)
  -3,420      819    1,636    1,844   -2,951       60     -496     -192      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      1.9      8.1     71.4     83.0     92.5     93.0      7.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        6       35       35       42       41
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,331
COMMITMENTS
   4,995    7,830      921   59,294   56,284   65,210   65,035   11,121   11,296

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,200)
       0      856     -124      262      698      138    1,430    1,062     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     10.3      1.2     77.7     73.7     85.4     85.2     14.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       22       21       24       23
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,249,145
COMMITMENTS
 1018763  218,584  932,579  1262886  2087616  3214228  3238779   34,917   10,366

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     80,893)
     959   14,845   54,262   29,916   13,711   85,137   82,818   -4,244   -1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      6.7     28.7     38.9     64.3     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      35       20       46       97       92      151      142
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,128,214
COMMITMENTS
 159,222  459,205  218,128  746,523  446,735  1123873  1124068    4,341    4,146

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     91,273)
  61,736   89,689  -15,578   45,135   15,758   91,293   89,869      -20    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     40.7     19.3     66.2     39.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       26       37       42       39       83       78
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       90,426
COMMITMENTS
   1,556      495    4,427   84,183   84,908   90,166   89,830      260      596

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        972)
     278       95      230      505      609    1,012      933      -41       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.5      4.9     93.1     93.9     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        6       33       31       39       39
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       27,542
COMMITMENTS
   4,127       40      360   22,708   26,841   27,196   27,242      346      300

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:         30)
      -3        0       11       22       19       30       30        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.1      1.3     82.4     97.5     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       19       22       22
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,410
COMMITMENTS
     880      480    1,192   21,330   23,346   23,402   25,018    3,008    1,392

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0       -6        0       -6        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.8      4.5     80.8     88.4     88.6     94.7     11.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       16       22       18
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       24,186
COMMITMENTS
   1,020        0      800   21,752   22,138   23,572   22,938      614    1,248

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,456)
      60        0        0    1,396    1,456    1,456    1,456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      3.3     89.9     91.5     97.5     94.8      2.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       20       22       21
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    2,799,189
COMMITMENTS
 282,401  140,935  1070809  1364437  1492584  2717647  2704328   81,542   94,862

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:   -154,720)
 -11,530     -716  -79,898  -59,473  -72,794 -150,901 -153,408   -3,819   -1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      5.0     38.3     48.7     53.3     97.1     96.6      2.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     107      124      148       86      106      275      304
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      123,719
COMMITMENTS
  20,119   19,305    5,798   70,945   51,756   96,862   76,859   26,857   46,860

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      3,752)
     953      154      149      979      708    2,081    1,011    1,671    2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     15.6      4.7     57.3     41.8     78.3     62.1     21.7     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        4       17       15       21       21
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,586
COMMITMENTS
       0      865      100   18,486   17,621   18,586   18,586        0        0

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      2,010)
       0      300        0    2,010    1,710    2,010    2,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.5     99.5     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        1       23       26       24       30
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      187,798
COMMITMENTS
  31,681   32,747   48,160   93,455   97,141  173,296  178,048   14,502    9,750

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     12,189)
    -623   -3,613    6,019    5,725    8,291   11,121   10,697    1,068    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     17.4     25.6     49.8     51.7     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      13       15       24       23       23       49       49
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        6,635
COMMITMENTS
     150      500        0    6,425    6,135    6,575    6,635       60        0

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.5      0.0     96.8     92.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       14       13       15       14
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       20,216
COMMITMENTS
  12,066    2,332       83    4,666   17,126   16,815   19,541    3,401      675

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:       -390)
    -399     -151       25      197     -194     -177     -320     -213      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.7     11.5      0.4     23.1     84.7     83.2     96.7     16.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      62       12        6       13       27       79       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       12,575
COMMITMENTS
   6,385    1,933       72    2,075    9,090    8,532   11,095    4,043    1,480

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:     -1,094)
  -1,211      -56       63     -595   -1,564   -1,743   -1,557      649      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.8     15.4      0.6     16.5     72.3     67.8     88.2     32.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      33       12        3       15       23       50       36
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      298,940
COMMITMENTS
  58,336   11,727   56,302  153,482  209,493  268,120  277,521   30,820   21,418

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      4,166)
 -10,081   -6,027     -453   16,278   12,776    5,744    6,297   -1,578   -2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      3.9     18.8     51.3     70.1     89.7     92.8     10.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      63       23       48       88       97      173      153
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       13,100
COMMITMENTS
   1,514        0    1,016   10,131   11,556   12,661   12,572      439      528

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:      1,496)
     990        0     -294      650    1,640    1,346    1,346      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      7.8     77.3     88.2     96.6     96.0      3.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       18       23       20       25
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        5,170
COMMITMENTS
     125        0      850    4,195    4,270    5,170    5,120        0       50

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      325      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0     16.4     81.1     82.6    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       20       15       21       16
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        2,668
COMMITMENTS
     241        0        0    1,861    2,623    2,102    2,623      566       45

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.0     69.8     98.3     78.8     98.3     21.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       10       15       10
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,759
COMMITMENTS
   1,764      450      150    6,018    6,258    7,932    6,858    1,827    2,901

CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST:        465)
     -75        0      150       14      429       89      579      376     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      4.6      1.5     61.7     64.1     81.3     70.3     18.7     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       15       16       18       18
 

Updated July 29, 2008