GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,153 COMMITMENTS 1,488 992 0 31,419 32,091 32,907 33,083 246 70 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,217) 45 117 0 2,166 2,101 2,211 2,218 6 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 3.0 0.0 94.8 96.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 5 0 34 37 35 42 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,127 COMMITMENTS 0 0 0 21,920 22,027 21,920 22,027 207 100 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 212) 0 0 0 212 212 212 212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 25 28 25 28 EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,775 COMMITMENTS 109 216 110 5,104 5,220 5,323 5,546 1,452 1,229 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 45) 0 0 0 61 101 61 101 -16 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.2 1.6 75.3 77.0 78.6 81.9 21.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 18 20 20 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,603 COMMITMENTS 322 63 50 7,632 8,499 8,004 8,612 1,599 991 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 523) 73 63 20 127 407 220 490 303 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.7 0.5 79.5 88.5 83.3 89.7 16.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 1 2 41 45 43 48 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,907 COMMITMENTS 368 262 154 6,648 6,830 7,170 7,246 737 661 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 560) 60 29 69 241 404 370 502 190 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 3.3 1.9 84.1 86.4 90.7 91.6 9.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 4 4 6 44 57 51 64 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,604 COMMITMENTS 0 25 0 1,159 1,154 1,159 1,179 445 425 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 72.3 71.9 72.3 73.5 27.7 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 13 16 14 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,444 COMMITMENTS 0 30 40 970 921 1,010 991 434 453 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -476) 0 30 40 -544 -652 -504 -582 28 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 2.8 67.2 63.8 69.9 68.6 30.1 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 15 14 16 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 17,178 COMMITMENTS 0 0 0 17,178 17,103 17,178 17,103 0 75 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 21 15 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 316,835 COMMITMENTS 50,036 25,746 32,728 192,618 232,419 275,382 290,893 41,453 25,942 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 3,318) -17,897 -3,638 45 23,656 3,984 5,804 391 -2,486 2,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 8.1 10.3 60.8 73.4 86.9 91.8 13.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 34 28 42 78 78 140 127 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,658 COMMITMENTS 550 1,825 250 13,740 12,483 14,540 14,558 118 100 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,012) 200 200 -200 1,062 1,062 1,062 1,062 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 12.5 1.7 93.7 85.2 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 5 2 41 49 45 55 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,665 COMMITMENTS 2,219 650 425 15,565 17,055 18,209 18,130 456 535 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -300) -50 0 0 -100 -150 -150 -150 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 3.5 2.3 83.4 91.4 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 2 26 27 31 30 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,430 COMMITMENTS 4,010 0 965 7,135 10,895 12,110 11,860 320 570 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -486) -675 0 0 189 -486 -486 -486 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 0.0 7.8 57.4 87.7 97.4 95.4 2.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 8 16 11 18 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,287 COMMITMENTS 422 112 251 2,658 2,423 3,331 2,786 956 1,501 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -43) -24 0 14 -23 -30 -33 -16 -10 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 2.6 5.9 62.0 56.5 77.7 65.0 22.3 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 3 16 16 19 20 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 868,994 COMMITMENTS 100,256 291,911 299,117 388,338 226,093 787,711 817,121 81,283 51,873 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 7,119) -4,776 -16,496 -1,777 11,370 25,314 4,817 7,041 2,302 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 33.6 34.4 44.7 26.0 90.6 94.0 9.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 83 94 121 93 78 256 228 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 60,327 COMMITMENTS 1,166 791 1,365 45,731 49,032 48,262 51,188 12,065 9,139 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 60) 0 20 -46 -4 -120 -50 -146 110 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.3 2.3 75.8 81.3 80.0 84.9 20.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 21 18 23 20 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 37,906 COMMITMENTS 134 1,156 3,079 30,240 27,360 33,453 31,595 4,453 6,311 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 124) 0 -124 124 0 124 124 124 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.0 8.1 79.8 72.2 88.3 83.4 11.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 11 15 13 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 63,213 COMMITMENTS 0 0 0 54,035 49,929 54,035 49,929 9,178 13,284 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,602) 0 0 0 4,220 1,300 4,220 1,300 -2,618 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.5 79.0 85.5 79.0 14.5 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 21 18 21 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,921 COMMITMENTS 0 0 0 62,266 70,896 62,266 70,896 12,655 4,025 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,460) 0 0 0 0 1,460 0 1,460 1,460 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.1 94.6 83.1 94.6 16.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 19 17 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,938 COMMITMENTS 2,459 3,416 5,244 70,238 72,165 77,941 80,825 7,997 5,113 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 585) 262 100 106 188 348 556 554 29 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.0 6.1 81.7 84.0 90.7 94.1 9.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 19 25 23 30 NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 82,139 COMMITMENTS 1,224 7,430 3,119 71,604 59,318 75,947 69,867 6,192 12,272 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -218) 0 -338 -218 0 1,244 -218 688 0 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.0 3.8 87.2 72.2 92.5 85.1 7.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 12 20 15 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,682 COMMITMENTS 6,028 1,866 3,756 54,843 67,314 64,627 72,936 16,055 7,746 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -124) 378 0 -162 -548 0 -332 -162 208 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 2.3 4.7 68.0 83.4 80.1 90.4 19.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 16 19 20 22 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,083 COMMITMENTS 0 0 0 74,027 72,849 74,027 72,849 2,056 3,234 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 95.7 97.3 95.7 2.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 16 16 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,845 COMMITMENTS 5,154 3,420 4,353 147,185 149,951 156,692 157,724 6,153 5,121 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 3,003) 334 0 60 2,729 2,363 3,123 2,423 -120 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.1 2.7 90.4 92.1 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 4 36 36 41 40 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,023 COMMITMENTS 1,850 2,907 1,768 116,239 119,518 119,857 124,193 11,166 6,830 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 4,993) 0 693 62 4,835 4,208 4,897 4,963 96 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.2 1.3 88.7 91.2 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 22 25 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,195 COMMITMENTS 6,461 824 11,047 180,313 197,298 197,821 209,169 18,374 7,026 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 50) -518 658 -614 2,088 -1,061 956 -1,017 -906 1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.4 5.1 83.4 91.3 91.5 96.8 8.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 2 32 35 34 37 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,849,065 COMMITMENTS 702,148 155,690 860,852 1259181 1815981 2822181 2832523 26,884 16,542 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 29,659) -3,701 -9,545 20,259 12,684 18,515 29,242 29,229 417 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 5.5 30.2 44.2 63.7 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 35 25 54 111 98 171 154 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 973,032 COMMITMENTS 111,925 219,445 160,768 696,181 588,606 968,874 968,819 4,158 4,213 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 7,771) -2,396 13,099 2,090 8,069 -7,838 7,763 7,351 8 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 22.6 16.5 71.5 60.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 21 28 39 44 42 86 88 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 3,889 COMMITMENTS 60 593 0 3,630 3,034 3,690 3,627 199 262 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 278) 0 80 0 205 90 205 170 73 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 15.2 0.0 93.3 78.0 94.9 93.3 5.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 15 12 16 14 JAPAN C&F NAPTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,605 COMMITMENTS 82 0 8 1,008 1,037 1,098 1,045 507 560 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 69) -10 0 0 43 105 33 105 36 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.5 62.8 64.6 68.4 65.1 31.6 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 19 20 20 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,744 COMMITMENTS 2,285 680 1,012 35,946 39,731 39,243 41,423 2,501 321 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -924) 80 0 -30 -768 -736 -718 -766 -206 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.6 2.4 86.1 95.2 94.0 99.2 6.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 3 3 33 24 37 29 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,322 COMMITMENTS 40 1,098 292 15,900 14,923 16,232 16,313 1,090 1,009 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -90) 0 0 -4 -110 -134 -114 -138 24 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.3 1.7 91.8 86.2 93.7 94.2 6.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 21 22 23 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,933 COMMITMENTS 0 2,280 200 27,601 26,551 27,801 29,031 2,132 902 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.7 92.2 88.7 92.9 97.0 7.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 25 21 27 23 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,403 COMMITMENTS 582 0 180 10,523 11,205 11,285 11,385 1,118 1,018 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 44) 4 0 0 16 44 20 44 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 1.5 84.8 90.3 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 19 16 21 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,668 COMMITMENTS 660 0 0 16,047 16,784 16,707 16,784 961 884 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 624) -120 0 0 744 616 624 616 0 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 90.8 95.0 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 20 25 20 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MW X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 10,726 COMMITMENTS 0 0 0 9,534 9,830 9,534 9,830 1,192 896 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -116) 0 0 0 -116 -140 -116 -140 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.9 91.6 88.9 91.6 11.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 18 21 18 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,788 COMMITMENTS 0 0 0 56,531 56,702 56,531 56,702 257 86 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 10 12 10 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 878,790 COMMITMENTS 0 0 0 878,790 878,790 878,790 878,790 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 10 14 10 PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 501,074 COMMITMENTS 0 848 0 501,074 500,226 501,074 501,074 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 10 10 10 12 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,466 COMMITMENTS 0 0 0 31,065 31,295 31,065 31,295 401 171 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 99.5 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 12 14 12 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 477,709 COMMITMENTS 0 0 0 477,709 477,709 477,709 477,709 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 7,200) 0 0 0 7,200 11,880 7,200 11,880 0 -4,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 11 13 11 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 84,795 COMMITMENTS 0 300 0 84,644 84,495 84,644 84,795 151 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -514) 0 0 0 -514 -514 -514 -514 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 99.8 99.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 13 16 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,415,113 COMMITMENTS 0 4,240 0 1415113 1410873 1415113 1415113 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 13,944) 0 0 0 13,944 13,944 13,944 13,944 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 15 13 15 14 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 165,809 COMMITMENTS 420 0 0 165,389 165,709 165,809 165,709 0 100 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 99.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 24 25 25 25 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,817,947 COMMITMENTS 4,664 8,480 0 2813283 2809467 2817947 2817947 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 11,110) 0 0 0 11,110 11,110 11,110 11,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 0.0 99.8 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 26 23 27 24 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 61,220 COMMITMENTS 0 2,665 0 61,220 58,555 61,220 61,220 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 100.0 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 24 18 24 19 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,057,465 COMMITMENTS 0 72,320 0 1057465 985,145 1057465 1057465 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 20 21 20 22 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,741 COMMITMENTS 3,855 110 0 52,886 56,631 56,741 56,741 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,825) 0 0 0 2,825 2,825 2,825 2,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.2 0.0 93.2 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 22 27 23 28 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 10,180 COMMITMENTS 342 0 0 9,601 9,625 9,943 9,625 237 555 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.0 94.3 94.5 97.7 94.5 2.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 13 16 13 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 610,006 COMMITMENTS 0 70,705 0 610,006 539,301 610,006 610,006 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 0.0 100.0 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 9 13 10 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,109,254 COMMITMENTS 70,705 28,552 0 1038549 1080702 1109254 1109254 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 132,638) 0 0 0 132,638 132,638 132,638 132,638 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.6 0.0 93.6 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 23 24 24 26 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 21,128 COMMITMENTS 70 115 249 20,230 20,522 20,549 20,886 579 242 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,402) 10 53 -64 -1,370 -1,488 -1,424 -1,499 22 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.5 1.2 95.7 97.1 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 2 36 33 39 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,476 COMMITMENTS 0 0 0 16,658 17,416 16,658 17,416 818 60 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 220) 0 0 0 190 350 190 350 30 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 99.7 95.3 99.7 4.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 20 13 20 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,056 COMMITMENTS 0 3 70 10,666 10,826 10,736 10,899 320 157 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 172) 0 0 0 172 172 172 172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 96.5 97.9 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 15 20 16 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,579 COMMITMENTS 740 0 0 9,502 10,314 10,242 10,314 337 265 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 399) 0 0 0 379 389 379 389 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 89.8 97.5 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 26 22 27 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,470,234 COMMITMENTS 285,507 192,612 344,534 731,149 849,828 1361190 1386974 109,044 83,260 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 24,908) 4,012 20,987 4,023 17,842 5,675 25,877 30,685 -969 -5,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 13.1 23.4 49.7 57.8 92.6 94.3 7.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 110 96 155 91 101 296 275 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 231,631 COMMITMENTS 39,349 34,696 5,381 163,968 137,738 208,698 177,815 22,933 53,816 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 5,531) -473 384 315 5,134 4,391 4,976 5,090 555 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 15.0 2.3 70.8 59.5 90.1 76.8 9.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 5 4 27 24 35 31 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,328 COMMITMENTS 253 285 112 47,612 47,580 47,977 47,977 351 351 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 107) 58 -65 32 -16 107 74 74 33 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.6 0.2 98.5 98.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 2 43 43 47 47 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 133,780 COMMITMENTS 16,275 40,107 8,848 102,746 79,414 127,869 128,369 5,911 5,411 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 951) 1,569 2,083 178 252 -144 1,999 2,117 -1,048 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 30.0 6.6 76.8 59.4 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 13 16 24 23 44 42 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,446 COMMITMENTS 846 4,274 7,236 26,119 24,423 34,201 35,933 4,245 2,513 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -522) 0 290 -908 -459 -440 -1,367 -1,058 845 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 11.1 18.8 67.9 63.5 89.0 93.5 11.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 4 15 15 20 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,085 COMMITMENTS 2,024 1,075 75 21,710 22,935 23,809 24,085 276 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -425) 0 -75 0 -425 -350 -425 -425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 4.5 0.3 90.1 95.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 1 28 31 32 34 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 24,964 COMMITMENTS 18,983 2,798 419 2,693 21,019 22,095 24,236 2,869 728 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,282) 1,379 -405 58 222 1,698 1,659 1,351 -377 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 11.2 1.7 10.8 84.2 88.5 97.1 11.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 76 25 8 21 31 103 60 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,673 COMMITMENTS 24,463 2,046 230 5,452 32,057 30,145 34,333 5,528 1,340 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -647) -836 216 0 -146 -1,092 -982 -876 335 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 5.7 0.6 15.3 89.9 84.5 96.2 15.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 80 15 2 19 35 100 52 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 282,428 COMMITMENTS 66,209 12,979 35,466 158,472 219,110 260,147 267,555 22,281 14,873 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -18,803) -25,506 1,793 265 8,745 -22,214 -16,496 -20,156 -2,307 1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 4.6 12.6 56.1 77.6 92.1 94.7 7.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 61 23 49 86 92 172 150 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,335 COMMITMENTS 8,369 91 1,724 13,659 20,315 23,752 22,130 4,583 6,205 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 659) 969 87 709 -44 587 1,634 1,383 -975 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 0.3 6.1 48.2 71.7 83.8 78.1 16.2 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 6 14 21 21 27 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,310 COMMITMENTS 250 1,750 300 17,990 16,875 18,540 18,925 770 385 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 9.1 1.6 93.2 87.4 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 12 18 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,074 COMMITMENTS 475 0 325 7,024 7,499 7,824 7,824 250 250 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 30) 25 0 -25 80 105 80 80 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 4.0 87.0 92.9 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 0 4 32 36 37 40 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 78,422 COMMITMENTS 3,385 1,204 1,671 72,184 74,991 77,240 77,866 1,182 556 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,457) -125 5 0 2,676 2,452 2,551 2,457 -94 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.5 2.1 92.0 95.6 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 2 2 35 36 40 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,071 COMMITMENTS 1,600 0 0 21,445 22,656 23,045 22,656 26 415 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 670) 0 0 0 670 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.0 93.0 98.2 99.9 98.2 0.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 21 16 22 16 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,087 COMMITMENTS 850 600 0 12,237 12,487 13,087 13,087 0 0 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.6 0.0 93.5 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 0 28 29 30 31 JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,063 COMMITMENTS 269 0 54 1,776 1,866 2,099 1,920 964 1,143 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 221) 0 0 9 136 181 145 190 76 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.0 1.8 58.0 60.9 68.5 62.7 31.5 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 15 14 16 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,602 COMMITMENTS 285 0 0 20,022 21,302 20,307 21,302 1,295 300 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -445) 75 0 0 -729 -745 -654 -745 209 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 92.7 98.6 94.0 98.6 6.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 22 21 24 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,560 COMMITMENTS 644 325 482 19,221 19,520 20,347 20,327 213 233 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -485) 194 -860 -150 -540 572 -496 -438 11 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.6 2.3 93.5 94.9 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 2 35 39 40 42 NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,497 COMMITMENTS 1,791 0 0 8,679 10,353 10,470 10,353 27 144 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 619) 315 0 0 304 619 619 619 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 0.0 0.0 82.7 98.6 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 23 22 26 22 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/11/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,339 COMMITMENTS 2,750 1,663 1,379 32,297 35,327 36,426 38,369 3,913 1,970 CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 319) 0 171 -276 0 -165 -276 -270 595 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 4.1 3.4 80.1 87.6 90.3 95.1 9.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 4 5 32 37 38 44
Updated May 14, 2010