GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,875 COMMITMENTS 3,552 55 839 41,127 44,736 45,518 45,630 357 245 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,247) -1,485 -34 314 -7,958 -9,520 -9,129 -9,240 -118 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.1 1.8 89.7 97.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 2 30 36 35 40 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,691 COMMITMENTS 600 145 50 22,785 23,100 23,435 23,295 256 396 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,950) -285 25 -25 -2,545 -2,930 -2,855 -2,930 -95 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.6 0.2 96.2 97.5 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 28 29 30 31 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,379 COMMITMENTS 858 0 371 4,898 5,860 6,127 6,231 1,252 1,148 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -499) -87 -52 -84 -188 -453 -359 -589 -140 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 5.0 66.4 79.4 83.0 84.4 17.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 19 18 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,575 COMMITMENTS 292 681 245 9,972 9,911 10,509 10,837 1,066 738 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,284) -54 -171 -14 -2,115 -1,993 -2,183 -2,178 -101 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.9 2.1 86.2 85.6 90.8 93.6 9.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 4 3 38 43 41 49 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,916 COMMITMENTS 140 0 0 8,213 8,115 8,353 8,115 563 801 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,163) -60 -114 -5 -1,899 -1,805 -1,964 -1,924 -199 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 92.1 91.0 93.7 91.0 6.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 0 0 40 45 43 45 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,651 COMMITMENTS 560 75 0 2,105 2,767 2,665 2,842 986 809 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -421) 0 -30 0 -279 -352 -279 -382 -142 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.1 0.0 57.7 75.8 73.0 77.8 27.0 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 14 17 16 18 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,446 COMMITMENTS 0 0 0 1,617 1,841 1,617 1,841 829 605 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -582) -95 0 0 -460 -543 -555 -543 -27 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 66.1 75.3 66.1 75.3 33.9 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 286,745 COMMITMENTS 33,801 15,436 51,893 157,169 186,454 242,862 253,783 43,882 32,962 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -8,299) 178 -1,019 297 -8,255 -8,089 -7,781 -8,811 -519 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 5.4 18.1 54.8 65.0 84.7 88.5 15.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 33 23 38 63 64 115 114 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,337 COMMITMENTS 448 0 150 16,453 16,774 17,051 16,924 286 413 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,528) 91 -200 109 -6,171 -6,280 -5,971 -6,371 -557 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.9 94.9 96.8 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 0 1 39 44 42 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,320 COMMITMENTS 305 0 0 17,881 19,110 18,186 19,110 2,134 1,210 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -960) 140 0 0 -950 -1,090 -810 -1,090 -150 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 88.0 94.0 89.5 94.0 10.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 24 24 26 24 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,112 COMMITMENTS 6,174 0 50 12,588 16,737 18,812 16,787 300 2,325 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -858) 3,135 -25 -1,455 -2,538 622 -858 -858 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.0 0.3 65.9 87.6 98.4 87.8 1.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 14 17 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 903,105 COMMITMENTS 145,547 178,368 339,561 333,251 341,058 818,359 858,988 84,746 44,117 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 13,171) 3,853 8,341 668 6,340 583 10,860 9,592 2,311 3,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 19.8 37.6 36.9 37.8 90.6 95.1 9.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 71 80 105 82 68 223 195 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,259 COMMITMENTS 3,732 0 3,237 79,405 82,574 86,374 85,811 7,885 8,448 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 1,979) 1,786 0 -317 178 2,314 1,647 1,997 332 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 3.4 84.2 87.6 91.6 91.0 8.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 3 22 26 25 29 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,301 COMMITMENTS 1,884 11,474 2,172 45,325 29,439 49,381 43,085 9,920 16,216 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,785) -206 -1,400 711 -4,277 -2,656 -3,772 -3,345 -13 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 19.3 3.7 76.4 49.6 83.3 72.7 16.7 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 4 16 15 20 19 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,630 COMMITMENTS 3,694 3,050 2,574 64,644 62,360 70,912 67,984 8,718 11,646 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,671) -465 -372 772 -6,517 -6,699 -6,210 -6,299 -461 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.8 3.2 81.2 78.3 89.1 85.4 10.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 24 25 28 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,764 COMMITMENTS 0 0 0 84,827 85,197 84,827 85,197 11,937 11,567 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,168) 0 0 0 -3,212 -3,121 -3,212 -3,121 -956 -1,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.7 88.0 87.7 88.0 12.3 12.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 87,384 COMMITMENTS 1,020 3,796 4,372 77,093 74,106 82,485 82,274 4,899 5,110 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -8,629) -340 -147 -254 -7,406 -6,528 -8,000 -6,929 -629 -1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 4.3 5.0 88.2 84.8 94.4 94.2 5.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 3 27 27 31 31 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,839 COMMITMENTS 0 7,814 7,317 108,776 102,350 116,093 117,481 7,746 6,358 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -7,581) -895 1,520 -1,750 -5,827 -6,340 -8,472 -6,570 891 -1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 5.9 87.8 82.6 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 3 22 31 25 34 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,618 COMMITMENTS 909 10,097 14,270 57,339 46,762 72,518 71,129 5,100 6,489 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -326) 292 2,721 -3,580 4,366 1,441 1,078 582 -1,404 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 13.0 18.4 73.9 60.2 93.4 91.6 6.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 13 13 16 16 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,309 COMMITMENTS 1,252 0 310 44,838 47,139 46,400 47,449 12,909 11,860 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,701) -124 0 0 -264 -3,248 -388 -3,248 -3,313 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.5 75.6 79.5 78.2 80.0 21.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 23 19 24 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 97,640 COMMITMENTS 1,824 6,044 7,316 81,226 74,016 90,366 87,376 7,274 10,264 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,254) -1,575 -1,952 1,417 -6,913 -5,641 -7,071 -6,176 817 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.2 7.5 83.2 75.8 92.6 89.5 7.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 5 26 25 31 30 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 2,080,089 COMMITMENTS 25,952 157,234 715,814 1333140 1203007 2074905 2076056 5,184 4,033 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 2,524) 2,235 -3,477 304 -1,709 5,372 830 2,199 1,694 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.6 34.4 64.1 57.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 38 34 64 60 59 128 127 CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,222 COMMITMENTS 0 9,507 1,817 54,791 39,587 56,608 50,911 3,614 9,311 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,719) 0 -2,155 32 -4,483 -2,082 -4,451 -4,205 -268 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.8 3.0 91.0 65.7 94.0 84.5 6.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 13 13 15 15 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 131,890 COMMITMENTS 0 7,552 0 130,612 121,410 130,612 128,962 1,278 2,928 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,531) 0 -620 0 -9,221 -8,663 -9,221 -9,283 -310 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 99.0 92.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 223,418 COMMITMENTS 9,200 11,088 6,967 196,224 195,230 212,391 213,285 11,027 10,133 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -9,378) -112 -1,553 -834 -8,184 -6,410 -9,130 -8,797 -248 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 5.0 3.1 87.8 87.4 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 6 36 31 43 37 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 161,681 COMMITMENTS 1,425 4,348 2,295 143,833 149,636 147,553 156,279 14,128 5,402 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,573) 465 798 -723 -5,069 -5,465 -5,327 -5,390 -1,246 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.7 1.4 89.0 92.6 91.3 96.7 8.7 3.3 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 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 272,107 COMMITMENTS 11,124 0 16,596 226,231 239,693 253,951 256,289 18,156 15,818 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -14,288) -1,178 -2,138 -1,896 -9,345 -11,211 -12,419 -15,245 -1,869 957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 6.1 83.1 88.1 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 0 5 41 41 46 46 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 100,706 COMMITMENTS 0 3,365 1,270 91,749 88,286 93,019 92,921 7,687 7,785 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,394) 0 -157 -9 -5,110 -4,573 -5,119 -4,739 -275 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 1.3 91.1 87.7 92.4 92.3 7.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 3 19 19 22 24 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,826 COMMITMENTS 668 0 0 51,207 49,631 51,875 49,631 3,951 6,195 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,683) 248 0 -248 -2,433 -1,943 -2,433 -2,191 -250 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 91.7 88.9 92.9 88.9 7.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 18 20 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,963,488 COMMITMENTS 661,435 122,572 925,031 1339130 1902679 2925596 2950282 37,892 13,206 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -176,022) 26,967 -9,593 -79,466 -111,997 -84,515 -164,496 -173,574 -11,526 -2,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 4.1 31.2 45.2 64.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 32 23 50 100 98 155 149 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,218,484 COMMITMENTS 169,783 85,994 269,162 773,546 859,676 1212491 1214832 5,993 3,652 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 33,377) -856 1,081 21,064 13,919 11,966 34,127 34,111 -750 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 7.1 22.1 63.5 70.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 20 24 38 39 39 79 81 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 114,376 COMMITMENTS 2,864 2,168 9,210 101,137 102,872 113,211 114,251 1,165 125 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,016) -638 131 -356 -4,199 -4,769 -5,193 -4,994 177 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.9 8.1 88.4 89.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 4 8 35 34 45 42 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,460 COMMITMENTS 0 0 0 7,332 7,096 7,332 7,096 128 364 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -572) 0 0 0 -572 -550 -572 -550 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.3 95.1 98.3 95.1 1.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 13 13 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,960 COMMITMENTS 2,924 0 334 26,792 29,915 30,050 30,249 1,909 1,711 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,982) -23 0 -6 -2,244 -1,978 -2,273 -1,984 290 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 1.0 83.8 93.6 94.0 94.6 6.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 16 19 17 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,844 COMMITMENTS 0 0 0 14,941 14,300 14,941 14,300 903 1,544 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 217) 0 0 0 259 237 259 237 -42 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.3 90.3 94.3 90.3 5.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 13 17 13 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,585 COMMITMENTS 70 640 480 24,931 26,347 25,481 27,467 3,104 1,118 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -911) -100 -20 -40 -987 -1,032 -1,127 -1,092 216 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.2 1.7 87.2 92.2 89.1 96.1 10.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 23 20 25 21 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,287 COMMITMENTS 0 0 0 25,785 25,499 25,785 25,499 502 788 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -798) 0 0 0 -992 -766 -992 -766 194 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 97.0 98.1 97.0 1.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,666 COMMITMENTS 880 0 0 10,166 11,188 11,046 11,188 1,620 1,478 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -337) -20 0 0 -350 -639 -370 -639 33 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.0 80.3 88.3 87.2 88.3 12.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 16 16 16 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,495 COMMITMENTS 5 0 0 18,249 18,613 18,254 18,613 1,241 882 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -224) 0 -18 -30 -482 -564 -512 -612 288 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 95.5 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 18 18 18 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 97,745 COMMITMENTS 6,167 8,645 0 91,578 89,100 97,745 97,745 0 0 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 8.8 0.0 93.7 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 11 8 12 10 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 MEGAWATT HOURS) OPEN INTEREST: 1,638,560 COMMITMENTS 79,488 93,120 0 1559072 1545440 1638560 1638560 0 0 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -3,936) -7,840 -3,680 0 3,904 -256 -3,936 -3,936 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.7 0.0 95.1 94.3 100.0 100.0 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 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (80 MEGAWATT HOURS) OPEN INTEREST: 148,948 COMMITMENTS 13,855 6,837 0 135,093 140,831 148,948 147,668 0 1,280 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,408) 378 -330 -880 -4,906 -4,198 -5,408 -5,408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 4.6 0.0 90.7 94.6 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 17 25 20 26 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 MEGAWATT HOURS) OPEN INTEREST: 2,425,108 COMMITMENTS 112,344 50,248 27,336 2285428 2347524 2425108 2425108 0 0 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -39,054) 18,432 -7,840 -10,672 -46,814 -20,542 -39,054 -39,054 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 2.1 1.1 94.2 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 17 22 19 25 MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,534 COMMITMENTS 0 0 0 17,694 18,425 17,694 18,425 840 109 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,418) 0 0 0 -1,917 -1,467 -1,917 -1,467 499 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 99.4 95.5 99.4 4.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 23 23 23 MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,328 COMMITMENTS 0 0 0 5,204 6,172 5,204 6,172 1,124 156 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -601) 0 0 0 -539 -635 -539 -635 -62 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 82.2 97.5 82.2 97.5 17.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 18 19 18 MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,156 COMMITMENTS 0 0 0 7,957 8,006 7,957 8,006 199 150 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -96) 0 0 0 -105 -186 -105 -186 10 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.6 98.2 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 18 17 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,703,379 COMMITMENTS 177,874 108,595 940,625 1481094 1554329 2599593 2603549 103,786 99,830 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 47,412) -2,838 4,777 22,718 9,832 12,807 29,712 40,302 17,700 7,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 4.0 34.8 54.8 57.5 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 114 101 173 85 97 299 283 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 98,802 COMMITMENTS 2,723 18,495 29,048 64,097 48,439 95,869 95,982 2,933 2,820 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 2,877) -1,636 687 1,886 2,279 -34 2,529 2,539 348 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 18.7 29.4 64.9 49.0 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 8 13 11 12 25 26 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,715 COMMITMENTS 19,311 26,910 11,214 138,105 119,448 168,630 157,572 37,085 48,143 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -5,294) 954 -596 -1,488 -2,271 1,057 -2,805 -1,027 -2,489 -4,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 13.1 5.5 67.1 58.1 82.0 76.6 18.0 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 5 24 24 30 30 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 209,066 COMMITMENTS 21,237 18,930 64,494 119,414 122,298 205,145 205,722 3,920 3,343 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 5,189) 343 -982 3,587 784 2,154 4,713 4,759 476 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 9.1 30.8 57.1 58.5 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 29 17 42 26 28 70 72 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 511,001 COMMITMENTS 20,502 17,265 72,917 384,271 388,743 477,690 478,925 33,310 32,076 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -12,903) -337 224 -4,739 -9,479 -10,501 -14,555 -15,015 1,652 2,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 3.4 14.3 75.2 76.1 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 5 8 28 28 36 36 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,805 COMMITMENTS 5,061 2,541 2,000 57,756 60,224 64,817 64,765 1,988 2,040 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -12,246) -99 25 100 -12,321 -11,601 -12,320 -11,476 74 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.8 3.0 86.5 90.1 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 2 38 43 45 48 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,345 COMMITMENTS 25,008 36,105 40,650 130,644 119,435 196,302 196,190 8,043 8,155 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 3,761) 308 1,186 636 2,683 1,872 3,627 3,694 134 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 17.7 19.9 63.9 58.4 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 18 27 21 21 51 52 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,726 COMMITMENTS 2,471 2,645 4,288 22,636 23,972 29,395 30,905 6,331 4,821 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -237) -793 0 0 513 -54 -280 -54 43 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 7.4 12.0 63.4 67.1 82.3 86.5 17.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 6 12 13 19 19 DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765M OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,673 COMMITMENTS 0 1,365 1,260 46,082 41,209 47,342 43,834 11,331 14,839 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -6,360) 0 -205 0 -6,200 -7,337 -6,200 -7,542 -160 1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 2.1 78.5 70.2 80.7 74.7 19.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 14 19 15 BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 110,398 COMMITMENTS 5,931 3,135 8,358 49,772 60,860 64,061 72,353 46,337 38,045 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,277) 332 -688 376 -5,391 -1,362 -4,683 -1,674 3,406 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.8 7.6 45.1 55.1 58.0 65.5 42.0 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 4 16 17 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,450 COMMITMENTS 1,185 3,808 750 35,595 32,965 37,530 37,523 920 927 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -4,284) 390 -1,423 -240 -4,069 -2,769 -3,919 -4,432 -365 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 9.9 2.0 92.6 85.7 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 6 1 27 34 28 41 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,342 COMMITMENTS 9,471 3,594 34 2,803 9,887 12,308 13,515 2,034 827 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 609) 565 547 -29 131 -133 667 385 -58 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 25.1 0.2 19.5 68.9 85.8 94.2 14.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 46 17 1 16 24 63 42 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 20,510 COMMITMENTS 9,913 3,096 6 6,967 15,821 16,886 18,923 3,624 1,587 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 743) 203 -243 4 577 821 784 582 -41 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 15.1 0.0 34.0 77.1 82.3 92.3 17.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 39 14 2 11 23 52 37 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,168 COMMITMENTS 59,129 7,759 35,188 131,787 188,595 226,104 231,542 25,064 19,626 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: 8,246) 6,858 -3,417 2,308 -4,756 8,161 4,410 7,052 3,836 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 3.1 14.0 52.5 75.1 90.0 92.2 10.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 64 21 43 72 86 151 138 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,195 COMMITMENTS 1,050 600 0 7,045 6,775 8,095 7,375 100 820 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,473) -100 0 0 -1,199 -1,323 -1,299 -1,323 -174 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 7.3 0.0 86.0 82.7 98.8 90.0 1.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 23 25 25 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 32,479 COMMITMENTS 1,411 0 1 29,353 32,164 30,765 32,165 1,714 314 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -914) -64 0 -100 -1,095 -1,049 -1,259 -1,149 345 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.0 90.4 99.0 94.7 99.0 5.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 1 34 26 37 27 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,048 COMMITMENTS 1,004 0 95 23,364 23,835 24,463 23,930 585 1,118 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,505) 20 0 -35 -2,460 -2,475 -2,475 -2,510 -30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.4 93.3 95.2 97.7 95.5 2.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 22 15 24 17 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,893 COMMITMENTS 200 50 0 16,094 16,593 16,294 16,643 599 250 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -2,385) -50 50 0 -2,335 -2,335 -2,385 -2,285 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.3 0.0 95.3 98.2 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 26 23 27 24 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,202 COMMITMENTS 0 531 0 3,012 2,880 3,012 3,411 1,190 791 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -521) 0 -104 0 -309 -348 -309 -452 -212 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.6 0.0 71.7 68.5 71.7 81.2 28.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 17 16 19 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,060 COMMITMENTS 75 0 0 17,100 17,870 17,175 17,870 885 190 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,961) 75 0 0 -1,904 -1,956 -1,829 -1,956 -132 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 94.7 98.9 95.1 98.9 4.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 21 10 22 10 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,114 COMMITMENTS 1,496 960 189 21,888 23,727 23,573 24,876 2,541 1,238 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,070) 817 0 48 -1,421 -1,502 -556 -1,454 -514 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.7 0.7 83.8 90.9 90.3 95.3 9.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 27 27 32 31 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,297 COMMITMENTS 885 0 0 8,735 9,885 9,620 9,885 677 412 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,343) 360 -720 0 -1,682 -624 -1,322 -1,344 -21 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 0.0 84.8 96.0 93.4 96.0 6.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 23 21 23 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,424 COMMITMENTS 4,347 4,399 489 45,076 47,267 49,912 52,155 4,512 2,269 CHANGES FROM 04/28/09 (CHANGE IN OPEN INTEREST: -1,714) 290 -661 -75 -1,758 -941 -1,543 -1,677 -171 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 8.1 0.9 82.8 86.8 91.7 95.8 8.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 4 27 33 33 38
Updated May 08, 2009