GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 51,163 COMMITMENTS 4,797 25 14 45,883 50,674 50,694 50,713 469 450 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,095) 358 25 0 1,923 2,638 2,281 2,663 -186 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 0.0 89.7 99.0 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 1 35 39 39 41 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,284 COMMITMENTS 885 120 75 24,973 25,673 25,933 25,868 351 416 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 438) 25 0 -25 413 463 413 438 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.5 0.3 95.0 97.7 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 1 27 30 29 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,734 COMMITMENTS 1,060 52 391 4,898 6,230 6,349 6,673 1,385 1,061 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 72) 5 17 0 -13 30 -8 47 80 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.7 5.1 63.3 80.6 82.1 86.3 17.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 19 20 21 22 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,436 COMMITMENTS 255 834 192 11,369 11,424 11,816 12,450 1,620 986 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 186) 0 -33 9 236 147 245 123 -59 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 6.2 1.4 84.6 85.0 87.9 92.7 12.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 3 37 44 41 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,596 COMMITMENTS 170 124 0 9,646 9,399 9,816 9,523 780 1,073 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 460) 80 -8 -60 164 337 184 269 276 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.2 0.0 91.0 88.7 92.6 89.9 7.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 2 0 42 51 44 53 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,357 COMMITMENTS 199 79 177 4,277 4,948 4,653 5,204 1,704 1,153 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 27) 29 39 -39 -198 15 -208 15 235 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.2 2.8 67.3 77.8 73.2 81.9 26.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 19 19 21 20 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,811 COMMITMENTS 350 105 0 2,297 2,886 2,647 2,991 1,164 820 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 17) -30 0 0 176 31 146 31 -129 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.8 0.0 60.3 75.7 69.5 78.5 30.5 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 15 18 17 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,963 COMMITMENTS 95 0 0 1,982 2,379 2,077 2,379 886 584 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147) 0 0 0 109 104 109 104 38 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 66.9 80.3 70.1 80.3 29.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 16 22 16 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 266,608 COMMITMENTS 35,676 14,844 38,631 150,744 185,878 225,051 239,353 41,557 27,255 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 9,716) 546 3,005 1,465 7,857 3,132 9,868 7,602 -152 2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 5.6 14.5 56.5 69.7 84.4 89.8 15.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 30 22 42 65 61 117 110 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 20,626 COMMITMENTS 159 200 41 19,662 19,855 19,862 20,096 764 530 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,459) 0 0 0 1,409 1,449 1,409 1,449 50 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.0 0.2 95.3 96.3 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 1 42 50 43 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,446 COMMITMENTS 165 0 0 18,057 19,576 18,222 19,576 2,224 870 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 645) 0 0 0 495 645 495 645 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 88.3 95.7 89.1 95.7 10.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 24 21 25 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 659,500 COMMITMENTS 72,277 200,264 241,157 264,739 178,671 578,173 620,092 81,327 39,408 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -3,948) -3,496 -2,118 1,257 135 -4,879 -2,104 -5,740 -1,844 1,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 30.4 36.6 40.1 27.1 87.7 94.0 12.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 55 81 90 85 67 204 184 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,600 COMMITMENTS 2,450 0 3,312 77,247 79,520 83,009 82,832 8,591 8,768 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 254) -47 0 190 1,026 -26 1,169 164 -915 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 3.6 84.3 86.8 90.6 90.4 9.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 3 23 26 26 29 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,241 COMMITMENTS 2,392 12,378 1,654 47,090 30,932 51,136 44,964 11,105 17,277 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 812) 0 1,040 -309 757 -426 448 305 364 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 19.9 2.7 75.7 49.7 82.2 72.2 17.8 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 15 19 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,389 COMMITMENTS 4,159 4,026 1,198 69,822 67,846 75,179 73,070 9,210 11,319 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 73) 0 544 -124 197 389 73 809 0 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.8 1.4 82.7 80.4 89.1 86.6 10.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 24 24 27 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,266 COMMITMENTS 0 0 0 88,215 88,652 88,215 88,652 13,051 12,614 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,154) 0 0 0 2,860 1,092 2,860 1,092 -1,706 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.1 87.5 87.1 87.5 12.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 24 21 24 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,357 COMMITMENTS 2,027 5,981 3,507 83,934 79,155 89,468 88,643 5,889 6,714 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 4,270) 976 899 642 3,726 3,830 5,344 5,371 -1,074 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.3 3.7 88.0 83.0 93.8 93.0 6.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 3 27 27 31 31 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 129,162 COMMITMENTS 399 3,811 9,986 109,596 108,027 119,981 121,824 9,181 7,338 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -196) 399 -1,482 237 1,765 1,049 2,401 -196 -2,597 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.0 7.7 84.9 83.6 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 3 22 30 26 33 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,003 COMMITMENTS 754 6,785 17,653 52,123 45,168 70,530 69,606 6,473 7,397 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 25) -706 176 193 420 -468 -93 -99 118 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 8.8 22.9 67.7 58.7 91.6 90.4 8.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 13 12 16 15 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,647 COMMITMENTS 886 0 310 44,063 46,534 45,259 46,844 14,388 12,803 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,800) 0 0 0 -2,412 2,707 -2,412 2,707 5,212 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.5 73.9 78.0 75.9 78.5 24.1 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 22 18 23 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 102,639 COMMITMENTS 4,065 9,117 5,829 85,758 76,720 95,652 91,666 6,987 10,973 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 2,335) -359 529 130 3,985 3,393 3,756 4,052 -1,421 -1,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 8.9 5.7 83.6 74.7 93.2 89.3 6.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 4 28 25 32 30 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,731 COMMITMENTS 0 11,079 1,310 58,527 41,501 59,837 53,890 3,894 9,841 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 647) 0 -484 -99 746 1,230 647 647 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.4 2.1 91.8 65.1 93.9 84.6 6.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 13 14 15 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 141,173 COMMITMENTS 0 8,172 0 139,771 129,825 139,771 137,997 1,402 3,176 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -2,689) 0 0 0 -2,751 -2,689 -2,751 -2,689 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 99.0 92.0 99.0 97.8 1.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 16 14 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 227,415 COMMITMENTS 10,129 9,967 7,145 198,568 199,139 215,842 216,251 11,573 11,164 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -445) 1,312 491 -329 -1,756 -1,095 -773 -933 328 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 4.4 3.1 87.3 87.6 94.9 95.1 5.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 6 36 32 44 38 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 168,950 COMMITMENTS 960 3,321 3,078 149,568 154,736 153,606 161,135 15,344 7,815 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,778) 0 953 -46 1,433 -469 1,387 438 391 1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.0 1.8 88.5 91.6 90.9 95.4 9.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 2 31 28 33 30 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 280,361 COMMITMENTS 9,549 2,440 17,621 232,725 245,536 259,895 265,597 20,466 14,764 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,919) -1,389 642 3,566 458 -999 2,635 3,209 -716 -1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.9 6.3 83.0 87.6 92.7 94.7 7.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 5 41 39 46 44 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,355 COMMITMENTS 0 2,990 1,275 98,557 96,148 99,832 100,413 8,523 7,942 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 92) 0 0 0 0 0 0 0 92 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 1.2 91.0 88.7 92.1 92.7 7.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 3 20 20 23 24 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,005 COMMITMENTS 420 0 248 52,380 50,070 53,048 50,318 3,957 6,687 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 240) 240 0 0 0 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.4 91.9 87.8 93.1 88.3 6.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 18 20 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,088,651 COMMITMENTS 652,936 124,881 988,505 1413062 1963111 3054503 3076497 34,148 12,154 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 62,106) -3,008 2,372 17,203 50,522 45,460 64,717 65,035 -2,611 -2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 4.0 32.0 45.8 63.6 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 36 21 49 108 100 163 152 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,275,332 COMMITMENTS 166,251 74,205 296,644 806,333 899,609 1269228 1270458 6,104 4,874 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 53,381) 29,270 97 7,005 16,702 44,660 52,977 51,762 404 1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 5.8 23.3 63.2 70.5 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 20 38 39 40 82 82 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,056 COMMITMENTS 2,420 684 856 29,548 32,447 32,824 33,987 1,232 69 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 770) -120 0 60 948 1,035 888 1,095 -118 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.0 2.5 86.8 95.3 96.4 99.8 3.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 4 32 29 39 34 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,010 COMMITMENTS 0 0 0 7,904 7,624 7,904 7,624 106 386 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 95.2 98.7 95.2 1.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 15 13 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,825 COMMITMENTS 3,180 0 40 15,874 19,185 19,094 19,225 1,731 1,600 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 309) 240 0 0 -54 239 186 239 123 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.0 0.2 76.2 92.1 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 17 20 18 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,677 COMMITMENTS 0 0 0 13,543 13,113 13,543 13,113 1,134 1,564 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 688) 0 0 0 688 688 688 688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 89.3 92.3 89.3 7.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 14 17 14 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,672 COMMITMENTS 170 660 520 26,182 27,555 26,872 28,735 2,800 937 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 230) 0 0 0 152 224 152 224 78 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.2 1.8 88.2 92.9 90.6 96.8 9.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 25 22 28 24 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,081 COMMITMENTS 0 0 0 26,799 26,261 26,799 26,261 282 820 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -182) 0 0 0 -182 -182 -182 -182 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 97.0 99.0 97.0 1.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 15 17 15 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,621 COMMITMENTS 900 0 0 10,284 11,465 11,184 11,465 1,437 1,156 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 888) 0 0 0 942 1,464 942 1,464 -54 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.0 81.5 90.8 88.6 90.8 11.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 16 19 16 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,816 COMMITMENTS 0 18 30 7,873 8,274 7,903 8,322 913 494 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 86) 0 0 0 68 418 68 418 18 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.3 89.3 93.9 89.6 94.4 10.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 17 17 18 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,593,135 COMMITMENTS 87,328 50,160 0 1505807 1542975 1593135 1593135 0 0 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 3.1 0.0 94.5 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 11 7 12 9 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 145,771 COMMITMENTS 10,117 7,272 1,080 134,574 136,139 145,771 144,491 0 1,280 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 12,227) 7,475 -860 -1,490 6,242 14,577 12,227 12,227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 5.0 0.7 92.3 93.4 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 18 29 21 31 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,310,039 COMMITMENTS 54,400 65,216 30,880 2224759 2213943 2310039 2310039 0 0 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 220,453) 54,400 -5,400 -15,600 181,653 241,453 220,453 220,453 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.8 1.3 96.3 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 16 21 17 24 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,319 COMMITMENTS 0 0 0 17,978 18,279 17,978 18,279 341 40 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 920) 0 0 0 955 995 955 995 -35 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 99.8 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 25 24 25 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,749 COMMITMENTS 0 0 0 5,563 6,734 5,563 6,734 1,186 15 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 326) 0 0 0 161 341 161 341 165 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.4 99.8 82.4 99.8 17.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 19 20 19 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,602 COMMITMENTS 0 0 0 7,464 7,512 7,464 7,512 138 90 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 470) 0 0 0 470 440 470 440 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 98.8 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 18 14 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,230 COMMITMENTS 180,383 194,988 248,511 635,931 633,346 1064825 1076845 75,405 63,385 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -52,389) -599 18,968 -15,749 -35,541 -52,234 -51,889 -49,015 -500 -3,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 17.1 21.8 55.8 55.5 93.4 94.4 6.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 84 101 130 81 87 243 249 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 207,676 COMMITMENTS 19,497 27,458 12,558 131,552 110,467 163,607 150,483 44,069 57,193 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,593) -115 -568 -39 999 1,242 845 635 748 958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 13.2 6.0 63.3 53.2 78.8 72.5 21.2 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 6 21 22 27 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 72,834 COMMITMENTS 2,911 3,466 1,535 65,949 64,363 70,395 69,364 2,439 3,470 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 5,365) 588 25 -515 5,330 5,980 5,403 5,490 -38 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.8 2.1 90.5 88.4 96.7 95.2 3.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 4 3 38 42 44 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,128 COMMITMENTS 24,241 38,071 38,407 126,217 111,717 188,865 188,195 7,263 7,933 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 45) -982 5,104 640 1,285 -3,643 943 2,101 -898 -2,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 19.4 19.6 64.4 57.0 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 18 27 22 22 51 54 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 63,613 COMMITMENTS 0 1,670 1,260 49,912 45,434 51,172 48,364 12,441 15,249 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,745) 0 -100 0 1,745 1,845 1,745 1,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 2.0 78.5 71.4 80.4 76.0 19.6 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 17 19 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,305 COMMITMENTS 5,574 3,613 8,072 54,777 62,650 68,423 74,335 40,882 34,970 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 101) 513 124 48 358 328 919 500 -818 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 3.3 7.4 50.1 57.3 62.6 68.0 37.4 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 4 19 18 23 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,183 COMMITMENTS 265 5,005 1,235 37,598 33,118 39,098 39,358 1,085 825 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 580) 150 450 -120 665 215 695 545 -115 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 12.5 3.1 93.6 82.4 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 6 1 24 32 25 39 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,473 COMMITMENTS 9,164 2,999 71 2,890 10,918 12,125 13,988 2,348 485 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -286) -455 206 -15 135 -483 -335 -292 49 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 20.7 0.5 20.0 75.4 83.8 96.6 16.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 47 17 2 18 25 67 43 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 19,879 COMMITMENTS 9,692 3,197 14 6,622 15,656 16,328 18,867 3,551 1,012 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: -1,173) -754 185 -18 400 -1,368 -372 -1,201 -801 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 16.1 0.1 33.3 78.8 82.1 94.9 17.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 36 15 5 12 19 52 35 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,662 COMMITMENTS 56,399 8,202 14,711 122,874 173,161 193,984 196,074 16,678 14,588 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 5,104) 1,594 2,448 596 4,609 1,052 6,799 4,096 -1,695 1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 3.9 7.0 58.3 82.2 92.1 93.1 7.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 59 18 43 76 85 150 138 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,509 COMMITMENTS 0 906 639 16,205 14,109 16,844 15,654 4,665 5,855 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.0 75.3 65.6 78.3 72.8 21.7 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 15 19 16 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,346 COMMITMENTS 850 0 0 7,222 7,376 8,072 7,376 274 970 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 701) -50 0 0 701 651 651 651 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 86.5 88.4 96.7 88.4 3.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 20 23 23 23 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,449 COMMITMENTS 1,475 0 101 29,652 32,280 31,228 32,381 1,221 68 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 412) 150 0 0 247 362 397 362 15 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.3 91.4 99.5 96.2 99.8 3.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 0 1 34 29 37 30 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 26,678 COMMITMENTS 976 0 130 24,949 25,435 26,055 25,565 623 1,113 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 1,523) 67 0 6 1,735 1,517 1,808 1,523 -285 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.5 93.5 95.3 97.7 95.8 2.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 19 12 21 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,549 COMMITMENTS 250 150 0 17,750 18,049 18,000 18,199 549 350 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 850) 100 25 0 750 825 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 0.0 95.7 97.3 97.0 98.1 3.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 25 20 27 21 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,579 COMMITMENTS 0 639 0 3,393 3,122 3,393 3,761 1,186 818 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 147) 0 0 0 148 127 148 127 -1 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.0 0.0 74.1 68.2 74.1 82.1 25.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 18 18 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,135 COMMITMENTS 0 0 0 18,902 19,940 18,902 19,940 1,233 195 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.9 99.0 93.9 99.0 6.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 20 9 20 9 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,871 COMMITMENTS 885 960 141 22,769 24,916 23,795 26,017 3,076 854 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 582) -39 0 0 620 581 581 581 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.6 0.5 84.7 92.7 88.6 96.8 11.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 27 29 31 32 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,334 COMMITMENTS 210 2,160 0 10,472 8,743 10,682 10,903 652 431 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 33) 75 0 0 -176 -101 -101 -101 134 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 19.1 0.0 92.4 77.1 94.2 96.2 5.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 21 22 22 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,862 COMMITMENTS 4,057 5,432 678 46,444 47,257 51,179 53,367 4,683 2,495 CHANGES FROM 04/14/09 (CHANGE IN OPEN INTEREST: 573) 225 -20 -282 333 809 276 507 297 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 9.7 1.2 83.1 84.6 91.6 95.5 8.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 5 27 31 33 38
Updated April 23, 2009