GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 49,068 COMMITMENTS 4,439 0 14 43,960 48,036 48,413 48,050 655 1,018 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 506) 11 -64 14 411 475 436 425 70 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.0 0.0 89.6 97.9 98.7 97.9 1.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 1 34 40 37 41 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,846 COMMITMENTS 860 120 100 24,560 25,210 25,520 25,430 326 416 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,002) 0 0 0 1,027 1,062 1,027 1,062 -25 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.5 0.4 95.0 97.5 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 28 30 30 32 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,662 COMMITMENTS 1,055 35 391 4,911 6,200 6,357 6,626 1,305 1,036 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 65) 37 0 0 -109 -5 -72 -5 137 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.5 5.1 64.1 80.9 83.0 86.5 17.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 20 21 22 23 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 13,250 COMMITMENTS 255 867 183 11,133 11,277 11,571 12,327 1,679 923 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 260) 2 -7 0 208 252 210 245 50 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.5 1.4 84.0 85.1 87.3 93.0 12.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 4 2 38 44 41 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,136 COMMITMENTS 90 132 60 9,482 9,062 9,632 9,254 504 882 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 148) 0 3 0 106 157 106 160 42 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.3 0.6 93.5 89.4 95.0 91.3 5.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 3 1 43 53 45 56 NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,330 COMMITMENTS 170 40 216 4,475 4,933 4,861 5,189 1,469 1,141 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 107) 0 0 0 204 175 204 175 -97 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.6 3.4 70.7 77.9 76.8 82.0 23.2 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 20 20 22 21 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,794 COMMITMENTS 380 105 0 2,121 2,855 2,501 2,960 1,293 834 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 83) 15 0 0 161 110 176 110 -93 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.8 0.0 55.9 75.3 65.9 78.0 34.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 13 17 15 18 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,816 COMMITMENTS 95 0 0 1,873 2,275 1,968 2,275 848 541 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 55) 0 0 0 -5 45 -5 45 60 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 66.5 80.8 69.9 80.8 30.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 15 20 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,532 COMMITMENTS 35,190 11,907 54,741 154,900 195,611 244,831 262,258 45,701 28,274 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 10,017) 2,084 358 3,011 3,903 6,706 8,998 10,075 1,019 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 4.1 18.8 53.3 67.3 84.3 90.3 15.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 28 23 43 66 62 119 111 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,167 COMMITMENTS 159 200 41 18,253 18,406 18,453 18,647 714 520 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,100 1,100 1,100 1,100 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.0 0.2 95.2 96.0 96.3 97.3 3.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 1 1 40 45 41 47 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,801 COMMITMENTS 165 0 0 17,562 18,931 17,727 18,931 2,074 870 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,187) 0 0 0 1,087 1,147 1,087 1,147 100 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 88.7 95.6 89.5 95.6 10.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 24 21 25 21 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 911,419 COMMITMENTS 137,816 173,341 348,312 336,452 349,049 822,581 870,702 88,838 40,717 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 31,720) -2,826 1,670 25,054 10,525 7,017 32,753 33,741 -1,034 -2,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 19.0 38.2 36.9 38.3 90.3 95.5 9.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 64 77 98 85 74 213 195 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,346 COMMITMENTS 2,497 0 3,122 76,221 79,546 81,840 82,668 9,506 8,678 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 155) -277 0 30 402 125 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 3.4 83.4 87.1 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 3 23 25 26 28 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,429 COMMITMENTS 2,392 11,338 1,963 46,333 31,358 50,688 44,659 10,741 16,770 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 3,924) 62 589 362 2,911 3,751 3,335 4,702 589 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 18.5 3.2 75.4 51.0 82.5 72.7 17.5 27.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 84,316 COMMITMENTS 4,159 3,482 1,322 69,625 67,457 75,106 72,261 9,210 12,055 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 34) 0 856 0 34 -822 34 34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 4.1 1.6 82.6 80.0 89.1 85.7 10.9 14.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,112 COMMITMENTS 0 0 0 85,355 87,560 85,355 87,560 14,757 12,552 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 4,701) 0 0 0 5,896 7,441 5,896 7,441 -1,195 -2,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.3 87.5 85.3 87.5 14.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 23 21 23 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 91,087 COMMITMENTS 1,051 5,082 2,865 80,208 75,325 84,124 83,272 6,963 7,815 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,649) 1,051 -2,065 443 493 3,269 1,987 1,647 -338 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.6 3.1 88.1 82.7 92.4 91.4 7.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 3 26 28 30 31 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 129,358 COMMITMENTS 0 5,293 9,749 107,831 106,978 117,580 122,020 11,778 7,338 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 848) -1,045 -497 1,203 690 80 848 786 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 7.5 83.4 82.7 90.9 94.3 9.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 3 20 29 23 32 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,978 COMMITMENTS 1,460 6,609 17,460 51,703 45,636 70,623 69,705 6,355 7,273 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,874) 470 86 -245 796 2,862 1,021 2,703 853 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.6 22.7 67.2 59.3 91.7 90.6 8.3 9.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,847 COMMITMENTS 886 0 310 46,475 43,827 47,671 44,137 9,176 12,710 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,008) 428 0 0 728 1,821 1,156 1,821 852 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.5 81.8 77.1 83.9 77.6 16.1 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 18 24 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,304 COMMITMENTS 4,424 8,588 5,699 81,773 73,327 91,896 87,614 8,408 12,690 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 5,616) -736 1,252 213 5,677 3,938 5,154 5,403 462 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 8.6 5.7 81.5 73.1 91.6 87.3 8.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 3 26 24 30 28 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 2,176,426 COMMITMENTS 27,963 155,081 760,900 1381827 1255053 2170689 2171034 5,737 5,392 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,544) -235 -7,365 3,317 -246 7,007 2,836 2,959 -292 -415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.1 35.0 63.5 57.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 38 34 64 58 57 125 126 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,084 COMMITMENTS 0 11,563 1,409 57,781 40,271 59,190 53,243 3,894 9,841 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -1,007) 0 -1,750 432 -1,047 248 -615 -1,070 -392 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.3 2.2 91.6 63.8 93.8 84.4 6.2 15.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 143,862 COMMITMENTS 0 8,172 0 142,522 132,514 142,522 140,686 1,340 3,176 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 7,970) 0 3,020 0 7,970 4,950 7,970 7,970 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 99.1 92.1 99.1 97.8 0.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 15 14 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 227,860 COMMITMENTS 8,817 9,476 7,474 200,324 200,234 216,615 217,184 11,245 10,676 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,551) -1,606 -1,072 2,078 895 669 1,367 1,675 184 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.2 3.3 87.9 87.9 95.1 95.3 4.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 6 37 31 45 37 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 167,172 COMMITMENTS 960 2,368 3,124 148,135 155,205 152,219 160,697 14,953 6,475 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 656) 0 -604 105 562 -199 667 -698 -11 1,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.4 1.9 88.6 92.8 91.1 96.1 8.9 3.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 278,442 COMMITMENTS 10,938 1,798 14,055 232,267 246,535 257,260 262,388 21,182 16,054 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,582) -3,368 -552 856 4,159 185 1,647 489 -65 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.6 5.0 83.4 88.5 92.4 94.2 7.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 4 39 37 43 41 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,263 COMMITMENTS 0 2,990 1,275 98,557 96,148 99,832 100,413 8,431 7,850 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -336) 0 -277 1 -368 -91 -367 -367 31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.8 1.2 91.0 88.8 92.2 92.7 7.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,765 COMMITMENTS 180 0 248 52,380 49,830 52,808 50,078 3,957 6,687 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 241) 0 0 0 241 392 241 392 0 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.4 92.3 87.8 93.0 88.2 7.0 11.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 3,026,545 COMMITMENTS 655,944 122,509 971,302 1362540 1917651 2989786 3011462 36,759 15,083 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 21,238) -10,692 -2,395 9,310 22,681 14,568 21,299 21,483 -61 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 4.0 32.1 45.0 63.4 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 34 21 50 104 98 159 150 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,221,951 COMMITMENTS 136,981 74,108 289,639 789,631 854,949 1216251 1218696 5,700 3,255 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 14,609) -6,943 -5,152 14,812 6,694 5,200 14,563 14,860 46 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 6.1 23.7 64.6 70.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 24 40 38 38 82 80 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 109,659 COMMITMENTS 3,615 1,996 7,960 96,777 99,271 108,353 109,227 1,306 432 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 951) -186 240 238 967 544 1,019 1,022 -68 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.8 7.3 88.3 90.5 98.8 99.6 1.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 6 7 33 32 41 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,970 COMMITMENTS 0 0 0 7,864 7,584 7,864 7,584 106 386 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 102) 0 0 0 102 102 102 102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,370 COMMITMENTS 2,940 0 40 27,773 30,690 30,753 30,730 1,617 1,640 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 478) 0 0 0 578 457 578 457 -100 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 0.1 85.8 94.8 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 19 17 20 18 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,568 COMMITMENTS 0 0 0 13,434 13,004 13,434 13,004 1,134 1,564 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 295) 0 0 0 199 135 199 135 96 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.2 89.3 92.2 89.3 7.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,442 COMMITMENTS 170 660 520 26,030 27,331 26,720 28,511 2,722 931 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 747) 0 0 0 747 747 747 747 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.2 1.8 88.4 92.8 90.8 96.8 9.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 24 23 27 25 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,263 COMMITMENTS 0 0 0 26,981 26,443 26,981 26,443 282 820 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 188) 0 0 0 188 188 188 188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 16 17 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,733 COMMITMENTS 900 0 0 9,342 10,001 10,242 10,001 1,491 1,732 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -21) -20 0 0 193 -389 173 -389 -194 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 0.0 79.6 85.2 87.3 85.2 12.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 14 18 14 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,315 COMMITMENTS 6 22 30 15,384 15,438 15,420 15,489 895 826 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 490) 1 0 0 479 472 480 472 10 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.2 94.3 94.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 18 21 19 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| 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 04/07/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 133,544 COMMITMENTS 2,642 8,132 2,570 128,332 121,562 133,544 132,264 0 1,280 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 4,487) 0 200 0 4,487 4,287 4,487 4,487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.1 1.9 96.1 91.0 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 17 28 20 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,089,586 COMMITMENTS 0 70,616 46,480 2043106 1972490 2089586 2089586 0 0 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 66,608) 0 0 0 66,608 66,608 66,608 66,608 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 2.2 97.8 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 15 20 16 23 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,517 COMMITMENTS 0 0 0 17,141 17,402 17,141 17,402 376 115 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 429) 0 0 0 189 338 189 338 240 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 99.3 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 23 22 23 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,536 COMMITMENTS 0 0 0 5,515 6,506 5,515 6,506 1,021 30 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 59) 0 0 0 119 59 119 59 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 84.4 99.5 84.4 99.5 15.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 21 20 21 20 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,267 COMMITMENTS 0 0 0 7,084 7,207 7,084 7,207 182 60 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 301) 0 0 0 257 301 257 301 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 99.2 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,801,427 COMMITMENTS 189,647 99,815 992,700 1531127 1627397 2713473 2719911 87,954 81,516 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 11,517) -4,960 -3,648 -6,601 10,898 14,066 -663 3,817 12,179 7,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 3.6 35.4 54.7 58.1 96.9 97.1 3.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 125 87 173 87 92 296 276 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 114,671 COMMITMENTS 6,646 15,648 36,339 70,097 60,189 113,081 112,175 1,590 2,496 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,896) 481 -333 703 980 1,547 2,165 1,917 -269 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 13.6 31.7 61.1 52.5 98.6 97.8 1.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 6 12 16 17 29 30 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 206,083 COMMITMENTS 19,612 28,026 12,597 130,553 109,225 162,762 149,848 43,321 56,235 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,261) -120 130 25 674 487 579 642 682 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 13.6 6.1 63.3 53.0 79.0 72.7 21.0 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 6 20 22 26 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 210,174 COMMITMENTS 23,043 19,273 64,676 118,944 123,136 206,664 207,085 3,510 3,089 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 538) 952 479 -808 263 743 407 414 131 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 9.2 30.8 56.6 58.6 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 29 19 41 27 28 72 72 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 530,259 COMMITMENTS 19,599 16,615 79,783 398,287 402,455 497,669 498,853 32,590 31,406 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,240) -224 440 -89 1,962 1,196 1,649 1,546 591 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.1 15.0 75.1 75.9 93.9 94.1 6.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 8 30 30 38 38 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 67,469 COMMITMENTS 2,323 3,441 2,050 60,619 58,383 64,992 63,874 2,477 3,595 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 328) -225 0 -50 328 528 53 478 275 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 5.1 3.0 89.8 86.5 96.3 94.7 3.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 3 2 38 42 44 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 196,083 COMMITMENTS 25,223 32,967 37,767 124,932 115,360 187,922 186,094 8,161 9,989 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -941) 574 -1,544 -372 -714 1,015 -512 -901 -429 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 16.8 19.3 63.7 58.8 95.8 94.9 4.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 18 23 23 22 51 50 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,291 COMMITMENTS 2,268 3,145 5,281 19,191 20,787 26,740 29,213 6,551 4,078 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: -182) 580 0 -520 -312 430 -252 -90 70 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 9.4 15.9 57.6 62.4 80.3 87.8 19.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 6 12 13 20 19 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,868 COMMITMENTS 0 1,770 1,260 48,167 43,589 49,427 46,619 12,441 15,249 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 500) 0 -180 180 140 -60 320 -60 180 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 2.0 77.9 70.5 79.9 75.4 20.1 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 17 17 18 18 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 109,204 COMMITMENTS 5,061 3,489 8,024 54,419 62,322 67,504 73,835 41,700 35,369 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 985) -52 -75 150 1,330 2,022 1,428 2,097 -443 -1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.2 7.3 49.8 57.1 61.8 67.6 38.2 32.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 39,603 COMMITMENTS 115 4,555 1,355 36,933 32,903 38,403 38,813 1,200 790 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 365) -200 0 200 150 200 150 400 215 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 11.5 3.4 93.3 83.1 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 5 1 22 31 23 37 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,759 COMMITMENTS 9,619 2,793 86 2,755 11,401 12,460 14,280 2,299 479 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 858) 605 -453 23 78 1,301 706 871 152 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 18.9 0.6 18.7 77.2 84.4 96.8 15.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 50 13 2 17 27 69 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 21,052 COMMITMENTS 10,446 3,012 32 6,222 17,024 16,700 20,068 4,352 984 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 83) 199 264 -121 129 96 207 239 -124 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 14.3 0.2 29.6 80.9 79.3 95.3 20.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 41 12 4 12 22 57 34 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,653 COMMITMENTS 53,219 5,610 34,514 131,774 184,658 219,507 224,782 24,146 18,871 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 6,417) -3,031 -70 2,812 7,410 3,187 7,191 5,929 -774 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 2.3 14.2 54.1 75.8 90.1 92.3 9.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 65 18 45 75 87 156 138 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,645 COMMITMENTS 900 0 0 6,521 6,725 7,421 6,725 224 920 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 582) 0 0 0 582 682 582 682 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.0 0.0 85.3 88.0 97.1 88.0 2.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 20 24 23 24 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,037 COMMITMENTS 1,325 0 101 29,405 31,918 30,831 32,019 1,206 18 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 897) 175 0 -26 613 923 762 897 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.3 91.8 99.6 96.2 99.9 3.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 1 33 30 36 31 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,155 COMMITMENTS 909 0 124 23,214 23,918 24,247 24,042 908 1,113 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 425) 63 -175 -25 390 625 428 425 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.5 92.3 95.1 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 18 13 20 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,699 COMMITMENTS 150 125 0 17,000 17,224 17,150 17,349 549 350 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 1,200) 100 50 0 875 1,200 975 1,250 225 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.7 0.0 96.1 97.3 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 24 19 26 20 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,432 COMMITMENTS 0 639 0 3,245 2,995 3,245 3,634 1,187 798 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 30) 0 0 0 20 10 20 10 10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.4 0.0 73.2 67.6 73.2 82.0 26.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 17 17 17 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,289 COMMITMENTS 924 960 141 22,149 24,335 23,214 25,436 3,075 853 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 119) 21 0 0 66 119 87 119 32 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.7 0.5 84.3 92.6 88.3 96.8 11.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,301 COMMITMENTS 135 2,160 0 10,648 8,844 10,783 11,004 518 297 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 153) 135 0 0 288 261 423 261 -270 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 19.1 0.0 94.2 78.3 95.4 97.4 4.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 21 21 22 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,289 COMMITMENTS 3,832 5,452 960 46,111 46,448 50,903 52,860 4,386 2,429 CHANGES FROM 04/07/09 (CHANGE IN OPEN INTEREST: 2,247) 150 -395 375 1,722 2,465 2,247 2,445 0 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 9.9 1.7 83.4 84.0 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 5 27 30 33 37
Updated April 17, 2009