GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 44,340: 919 429 216 43,079 43,245 44,214 43,890: 126 450 Old : 44,340: 919 429 216 43,079 43,245 44,214 43,890: 126 450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 1,579: 150 -20 0 1,429 1,599 1,579 1,579: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.0 0.5 97.2 97.5 99.7 99.0: 0.3 1.0 Old : 100.0: 2.1 1.0 0.5 97.2 97.5 99.7 99.0: 0.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 2 2 1 48 49 50 52: Old : 60: 2 2 1 48 49 50 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.9 30.4 46.8 49.8 15.6 21.4 25.7 30.0 Old : 28.9 30.4 46.8 49.8 15.6 21.4 25.7 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 16,278: 0 0 0 16,126 16,080 16,126 16,080: 152 198 Old : 16,278: 0 0 0 16,126 16,080 16,126 16,080: 152 198 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 848: 0 0 0 863 860 863 860: -15 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2 Old : 100.0: 0.0 0.0 0.0 99.1 98.8 99.1 98.8: 0.9 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 0 0 31 28 31 28: Old : 39: 0 0 0 31 28 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 53.2 69.3 74.8 42.0 45.3 61.2 58.7 Old : 44.7 53.2 69.3 74.8 42.0 45.3 61.2 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,648: 97 340 258 8,473 8,433 8,828 9,031: 1,820 1,617 Old : 10,648: 97 340 258 8,473 8,433 8,828 9,031: 1,820 1,617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 96: 2 -5 28 74 97 104 120: -8 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 3.2 2.4 79.6 79.2 82.9 84.8: 17.1 15.2 Old : 100.0: 0.9 3.2 2.4 79.6 79.2 82.9 84.8: 17.1 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 2 2 33 35 35 39: Old : 40: 2 2 2 33 35 35 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 25.9 51.2 39.2 15.7 9.1 20.5 15.4 Old : 32.4 25.9 51.2 39.2 15.7 9.1 20.5 15.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 7,646: 894 275 281 6,032 6,335 7,207 6,891: 439 755 Old : 7,646: 894 275 281 6,032 6,335 7,207 6,891: 439 755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 201: 17 15 -15 184 193 186 193: 15 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 3.6 3.7 78.9 82.9 94.3 90.1: 5.7 9.9 Old : 100.0: 11.7 3.6 3.7 78.9 82.9 94.3 90.1: 5.7 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 7 3 6 44 54 51 63: Old : 66: 7 3 6 44 54 51 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 21.0 47.7 32.6 25.2 19.7 39.6 29.8 Old : 31.0 21.0 47.7 32.6 25.2 19.7 39.6 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 4,157: 255 0 0 2,773 2,635 3,028 2,635: 1,129 1,522 Old : 4,157: 255 0 0 2,773 2,635 3,028 2,635: 1,129 1,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -42: 0 0 0 7 -38 7 -38: -49 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.0 0.0 66.7 63.4 72.8 63.4: 27.2 36.6 Old : 100.0: 6.1 0.0 0.0 66.7 63.4 72.8 63.4: 27.2 36.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 18 17 19 17: Old : 20: 1 0 0 18 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 29.3 50.2 49.9 26.1 18.1 37.9 26.6 Old : 31.8 29.3 50.2 49.9 26.1 18.1 37.9 26.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,986: 579 570 111 1,601 1,807 2,291 2,488: 695 498 Old : 2,986: 579 570 111 1,601 1,807 2,291 2,488: 695 498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 78: 0 -10 0 52 180 52 170: 26 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 19.1 3.7 53.6 60.5 76.7 83.3: 23.3 16.7 Old : 100.0: 19.4 19.1 3.7 53.6 60.5 76.7 83.3: 23.3 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 3 3 16 17 19 21: Old : 24: 1 3 3 16 17 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 40.7 60.2 61.0 37.7 35.2 48.6 49.6 Old : 44.8 40.7 60.2 61.0 37.7 35.2 48.6 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,030: 0 65 15 1,671 1,461 1,686 1,541: 344 489 Old : 2,030: 0 65 15 1,671 1,461 1,686 1,541: 344 489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 320: 0 -15 15 395 280 410 280: -90 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.7 82.3 72.0 83.1 75.9: 16.9 24.1 Old : 100.0: 0.0 3.2 0.7 82.3 72.0 83.1 75.9: 16.9 24.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 2 1 21 20 22 22: Old : 29: 0 2 1 21 20 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 32.0 50.9 50.2 18.5 22.2 31.5 31.8 Old : 30.9 32.0 50.9 50.2 18.5 22.2 31.5 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,916: 20 0 40 1,295 1,619 1,355 1,659: 561 257 Old : 1,916: 20 0 40 1,295 1,619 1,355 1,659: 561 257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 207: -321 0 19 414 124 112 143: 95 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 2.1 67.6 84.5 70.7 86.6: 29.3 13.4 Old : 100.0: 1.0 0.0 2.1 67.6 84.5 70.7 86.6: 29.3 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 1 18 17 19 18: Old : 23: 1 0 1 18 17 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 54.3 54.3 68.9 36.1 48.9 44.2 59.2 Old : 39.4 54.3 54.3 68.9 36.1 48.9 44.2 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 12,116: 0 0 0 11,798 11,556 11,798 11,556: 318 560 Old : 12,116: 0 0 0 11,798 11,556 11,798 11,556: 318 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 187: 0 0 0 187 187 187 187: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.4 95.4 97.4 95.4: 2.6 4.6 Old : 100.0: 0.0 0.0 0.0 97.4 95.4 97.4 95.4: 2.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 20 20 20: Old : 26: 0 0 0 20 20 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 62.8 80.0 79.8 59.6 50.1 68.2 63.2 Old : 62.8 62.8 80.0 79.8 59.6 50.1 68.2 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,936: 0 674 0 12,751 12,212 12,751 12,886: 185 50 Old : 12,936: 0 674 0 12,751 12,212 12,751 12,886: 185 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 708: 0 275 0 973 433 973 708: -265 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 98.6 94.4 98.6 99.6: 1.4 0.4 Old : 100.0: 0.0 5.2 0.0 98.6 94.4 98.6 99.6: 1.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 0 21 20 21 21: Old : 29: 0 1 0 21 20 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 48.9 71.9 75.7 35.3 26.7 45.2 43.5 Old : 45.0 48.9 71.9 75.7 35.3 26.7 45.2 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 311,873: 59,646 32,775 24,522 184,087 229,337 268,255 286,634: 43,618 25,239 Old : 311,873: 59,646 32,775 24,522 184,087 229,337 268,255 286,634: 43,618 25,239 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -4,163: -1,969 -3,129 417 -4,571 129 -6,123 -2,583: 1,960 -1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 10.5 7.9 59.0 73.5 86.0 91.9: 14.0 8.1 Old : 100.0: 19.1 10.5 7.9 59.0 73.5 86.0 91.9: 14.0 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 51 16 34 67 78 132 116: Old : 154: 51 16 34 67 78 132 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.0 30.6 29.9 42.1 12.1 17.2 19.6 23.8 Old : 19.0 30.6 29.9 42.1 12.1 17.2 19.6 23.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 17,289: 825 1,024 250 16,204 16,015 17,279 17,289: 10 0 Old : 17,289: 825 1,024 250 16,204 16,015 17,279 17,289: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 767: 0 130 0 757 667 757 797: 10 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 5.9 1.4 93.7 92.6 99.9 100.0: 0.1 0.0 Old : 100.0: 4.8 5.9 1.4 93.7 92.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 5 4 3 44 45 50 52: Old : 71: 5 4 3 44 45 50 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 30.9 50.5 51.7 29.5 27.5 40.6 43.0 Old : 35.4 30.9 50.5 51.7 29.5 27.5 40.6 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,571: 860 435 195 6,471 6,941 7,526 7,571: 45 0 Old : 7,571: 860 435 195 6,471 6,941 7,526 7,571: 45 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 45: 0 0 0 0 45 0 45: 45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 5.7 2.6 85.5 91.7 99.4 100.0: 0.6 0.0 Old : 100.0: 11.4 5.7 2.6 85.5 91.7 99.4 100.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 1 1 20 15 24 16: Old : 31: 3 1 1 20 15 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 55.9 63.9 85.1 38.6 47.5 61.9 69.5 Old : 38.6 55.9 63.9 85.1 38.6 47.5 61.9 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 METRIC TONS) : : : : All : 3,955: 197 618 212 2,245 1,831 2,654 2,661: 1,301 1,294 Old : 3,955: 197 618 212 2,245 1,831 2,654 2,661: 1,301 1,294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 15.6 5.4 56.8 46.3 67.1 67.3: 32.9 32.7 Old : 100.0: 5.0 15.6 5.4 56.8 46.3 67.1 67.3: 32.9 32.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 3 14 13 17 16: Old : 20: 1 2 3 14 13 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 39.1 55.3 54.7 35.1 33.1 45.4 44.4 Old : 37.8 39.1 55.3 54.7 35.1 33.1 45.4 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 1,461: 0 0 0 1,461 1,361 1,461 1,361: 0 100 Old : 1,461: 0 0 0 1,461 1,361 1,461 1,361: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 0: 0 0 0 38 38 38 38: -38 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 93.2 100.0 93.2: 0.0 6.8 Old : 100.0: 0.0 0.0 0.0 100.0 93.2 100.0 93.2: 0.0 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 16 14 16 14: Old : 24: 0 0 0 16 14 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 53.0 73.6 73.6 42.8 42.8 63.3 59.9 Old : 53.0 53.0 73.6 73.6 42.8 42.8 63.3 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 930,153: 121,021 323,198 332,403 392,554 235,241 845,978 890,842: 84,175 39,311 Old : 930,153: 121,021 323,198 332,403 392,554 235,241 845,978 890,842: 84,175 39,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -48,427: -13,109 -23,064 -22,508 -13,625 -1,089 -49,242 -46,661: 815 -1,766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 34.7 35.7 42.2 25.3 91.0 95.8: 9.0 4.2 Old : 100.0: 13.0 34.7 35.7 42.2 25.3 91.0 95.8: 9.0 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 303: 94 116 132 74 67 262 234: Old : 303: 94 116 132 74 67 262 234: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.0 24.8 33.0 36.3 16.4 15.1 25.1 22.6 Old : 19.0 24.8 33.0 36.3 16.4 15.1 25.1 22.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 51,555: 0 0 0 40,076 48,217 40,076 48,217: 11,479 3,338 Old : 51,555: 0 0 0 40,076 48,217 40,076 48,217: 11,479 3,338 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 77.7 93.5 77.7 93.5: 22.3 6.5 Old : 100.0: 0.0 0.0 0.0 77.7 93.5 77.7 93.5: 22.3 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 15 14 15 14: Old : 21: 0 0 0 15 14 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8 Old : 45.8 51.6 62.4 76.7 42.1 46.8 54.6 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 41,515: 3,632 2,494 1,778 32,963 32,179 38,373 36,451: 3,142 5,064 Old : 41,515: 3,632 2,494 1,778 32,963 32,179 38,373 36,451: 3,142 5,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 688: 372 0 -154 470 3,160 688 3,006: 0 -2,318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 6.0 4.3 79.4 77.5 92.4 87.8: 7.6 12.2 Old : 100.0: 8.7 6.0 4.3 79.4 77.5 92.4 87.8: 7.6 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 15 13 18 16: Old : 22: 2 1 3 15 13 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 54.7 70.9 73.0 47.4 52.6 65.0 67.3 Old : 48.0 54.7 70.9 73.0 47.4 52.6 65.0 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 93,768: 730 7,691 3,252 83,159 77,797 87,141 88,740: 6,627 5,028 Old : 93,768: 730 7,691 3,252 83,159 77,797 87,141 88,740: 6,627 5,028 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 931: 0 -983 984 -108 870 876 871: 55 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 8.2 3.5 88.7 83.0 92.9 94.6: 7.1 5.4 Old : 100.0: 0.8 8.2 3.5 88.7 83.0 92.9 94.6: 7.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 3 16 21 19 24: Old : 29: 1 2 3 16 21 19 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 38.2 69.3 61.3 43.6 36.5 57.4 54.6 Old : 46.2 38.2 69.3 61.3 43.6 36.5 57.4 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 76,147: 856 0 1,394 64,100 66,989 66,350 68,383: 9,797 7,764 Old : 76,147: 856 0 1,394 64,100 66,989 66,350 68,383: 9,797 7,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 113: -44 0 44 144 104 144 148: -31 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 1.8 84.2 88.0 87.1 89.8: 12.9 10.2 Old : 100.0: 1.1 0.0 1.8 84.2 88.0 87.1 89.8: 12.9 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 13 17 14 18: Old : 20: 1 0 1 13 17 14 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 52.8 74.9 72.1 48.2 51.8 60.4 64.9 Old : 59.5 52.8 74.9 72.1 48.2 51.8 60.4 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 136,928: 6,396 0 3,774 112,169 126,032 122,339 129,806: 14,589 7,122 Old : 136,928: 6,396 0 3,774 112,169 126,032 122,339 129,806: 14,589 7,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 185: -1,006 0 681 510 -496 185 185: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.0 2.8 81.9 92.0 89.3 94.8: 10.7 5.2 Old : 100.0: 4.7 0.0 2.8 81.9 92.0 89.3 94.8: 10.7 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 0 2 21 24 24 26: Old : 33: 3 0 2 21 24 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 40.2 55.5 61.9 29.5 34.8 42.9 51.0 Old : 32.4 40.2 55.5 61.9 29.5 34.8 42.9 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,667,272: 640,954 96,880 741,041 1,257,189 1,807,422 2,639,184 2,645,343: 28,088 21,929 Old : 2,667,272: 640,954 96,880 741,041 1,257,189 1,807,422 2,639,184 2,645,343: 28,088 21,929 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 34,116: 17,746 -12,905 2,732 15,297 52,027 35,775 41,854: -1,659 -7,738 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 3.6 27.8 47.1 67.8 98.9 99.2: 1.1 0.8 Old : 100.0: 24.0 3.6 27.8 47.1 67.8 98.9 99.2: 1.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 177: 48 17 54 108 92 171 148: Old : 177: 48 17 54 108 92 171 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 29.4 36.5 46.5 15.5 23.4 22.0 33.2 Old : 26.3 29.4 36.5 46.5 15.5 23.4 22.0 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 1,033,738: 203,535 67,191 187,983 638,101 773,624 1,029,619 1,028,798: 4,119 4,940 Old : 1,033,738: 203,535 67,191 187,983 638,101 773,624 1,029,619 1,028,798: 4,119 4,940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 15,807: 22,096 -4,917 2,973 -9,049 16,722 16,020 14,778: -213 1,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 6.5 18.2 61.7 74.8 99.6 99.5: 0.4 0.5 Old : 100.0: 19.7 6.5 18.2 61.7 74.8 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 101: 29 25 42 43 38 92 85: Old : 101: 29 25 42 43 38 92 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.4 36.5 44.7 57.1 14.6 26.0 24.3 37.3 Old : 26.4 36.5 44.7 57.1 14.6 26.0 24.3 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 7,785: 285 115 75 6,875 6,965 7,235 7,155: 550 630 Old : 7,785: 285 115 75 6,875 6,965 7,235 7,155: 550 630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 295: 0 25 60 150 60 210 145: 85 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 1.5 1.0 88.3 89.5 92.9 91.9: 7.1 8.1 Old : 100.0: 3.7 1.5 1.0 88.3 89.5 92.9 91.9: 7.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 2 1 15 16 17 18: Old : 22: 1 2 1 15 16 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 39.0 78.3 62.6 46.6 33.3 59.2 51.4 Old : 56.0 39.0 78.3 62.6 46.6 33.3 59.2 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 12,228: 157 780 162 11,829 11,079 12,148 12,021: 80 207 Old : 12,228: 157 780 162 11,829 11,079 12,148 12,021: 80 207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 516: 88 14 -3 643 503 728 514: -212 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 6.4 1.3 96.7 90.6 99.3 98.3: 0.7 1.7 Old : 100.0: 1.3 6.4 1.3 96.7 90.6 99.3 98.3: 0.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 3 3 4 29 33 35 37: Old : 47: 3 3 4 29 33 35 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 61.6 57.9 74.1 34.8 52.5 52.4 60.1 Old : 35.5 61.6 57.9 74.1 34.8 52.5 52.4 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,667: 48 0 47 1,075 1,042 1,170 1,089: 497 578 Old : 1,667: 48 0 47 1,075 1,042 1,170 1,089: 497 578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 47: 8 0 25 -64 -8 -31 17: 78 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 2.8 64.5 62.5 70.2 65.3: 29.8 34.7 Old : 100.0: 2.9 0.0 2.8 64.5 62.5 70.2 65.3: 29.8 34.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 0 3 19 16 22 19: Old : 24: 3 0 3 19 16 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.5 31.7 43.6 50.3 23.0 27.5 35.8 34.7 Old : 26.5 31.7 43.6 50.3 23.0 27.5 35.8 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 46,964: 13,112 882 1,185 30,769 43,873 45,066 45,940: 1,898 1,024 Old : 46,964: 13,112 882 1,185 30,769 43,873 45,066 45,940: 1,898 1,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -222: -396 0 0 174 -202 -222 -202: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 1.9 2.5 65.5 93.4 96.0 97.8: 4.0 2.2 Old : 100.0: 27.9 1.9 2.5 65.5 93.4 96.0 97.8: 4.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 5 3 3 32 25 38 30: Old : 44: 5 3 3 32 25 38 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 61.1 64.4 77.5 38.5 54.8 51.8 62.6 Old : 45.4 61.1 64.4 77.5 38.5 54.8 51.8 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 15,281: 94 1,212 216 13,823 12,691 14,133 14,119: 1,148 1,162 Old : 15,281: 94 1,212 216 13,823 12,691 14,133 14,119: 1,148 1,162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 34: 0 22 0 58 22 58 44: -24 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 7.9 1.4 90.5 83.1 92.5 92.4: 7.5 7.6 Old : 100.0: 0.6 7.9 1.4 90.5 83.1 92.5 92.4: 7.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 3 3 20 18 23 22: Old : 28: 1 3 3 20 18 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 50.8 67.3 67.4 46.4 41.8 60.0 55.2 Old : 47.9 50.8 67.3 67.4 46.4 41.8 60.0 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,953: 48 2,568 492 26,654 25,675 27,194 28,735: 2,759 1,218 Old : 29,953: 48 2,568 492 26,654 25,675 27,194 28,735: 2,759 1,218 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -98: 0 20 0 -140 -78 -140 -58: 42 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 8.6 1.6 89.0 85.7 90.8 95.9: 9.2 4.1 Old : 100.0: 0.2 8.6 1.6 89.0 85.7 90.8 95.9: 9.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 2 24 18 26 21: Old : 27: 1 2 2 24 18 26 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 54.2 58.7 77.1 23.7 47.4 38.6 54.3 Old : 37.6 54.2 58.7 77.1 23.7 47.4 38.6 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,627: 340 372 40 10,147 10,623 10,527 11,035: 1,100 592 Old : 11,627: 340 372 40 10,147 10,623 10,527 11,035: 1,100 592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 46: 0 18 0 42 0 42 18: 4 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.2 0.3 87.3 91.4 90.5 94.9: 9.5 5.1 Old : 100.0: 2.9 3.2 0.3 87.3 91.4 90.5 94.9: 9.5 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 1 19 14 20 16: Old : 24: 1 1 1 19 14 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 49.1 67.8 74.9 44.1 44.2 64.6 68.4 Old : 44.7 49.1 67.8 74.9 44.1 44.2 64.6 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 12,628: 4 680 76 10,462 10,812 10,542 11,568: 2,086 1,060 Old : 12,628: 4 680 76 10,462 10,812 10,542 11,568: 2,086 1,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 700: 0 0 0 700 700 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 0.6 82.8 85.6 83.5 91.6: 16.5 8.4 Old : 100.0: 0.0 5.4 0.6 82.8 85.6 83.5 91.6: 16.5 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 21 18 22 20: Old : 25: 1 1 1 21 18 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 57.1 62.8 77.7 40.2 44.6 49.8 59.8 Old : 41.6 57.1 62.8 77.7 40.2 44.6 49.8 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 49,421: 0 382 0 48,975 48,915 48,975 49,297: 446 124 Old : 49,421: 0 382 0 48,975 48,915 48,975 49,297: 446 124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 99.1 99.0 99.1 99.7: 0.9 0.3 Old : 100.0: 0.0 0.8 0.0 99.1 99.0 99.1 99.7: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 11 12 11 13: Old : 22: 0 1 0 11 12 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.7 78.7 96.7 97.1 88.7 78.7 96.7 97.1 Old : 88.7 78.7 96.7 97.1 88.7 78.7 96.7 97.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 763,101: 31,310 0 6,322 725,469 756,779 763,101 763,101: 0 0 Old : 763,101: 31,310 0 6,322 725,469 756,779 763,101 763,101: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.8 95.1 99.2 100.0 100.0: 0.0 0.0 Old : 100.0: 4.1 0.0 0.8 95.1 99.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 1 14 12 15 13: Old : 24: 1 0 1 14 12 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.9 76.7 95.2 97.0 85.1 75.6 94.3 95.9 Old : 85.9 76.7 95.2 97.0 85.1 75.6 94.3 95.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 56,651: 0 210 0 56,651 56,441 56,651 56,651: 0 0 Old : 56,651: 0 210 0 56,651 56,441 56,651 56,651: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 1,280: 0 0 0 1,280 1,280 1,280 1,280: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 18 14 18 15: Old : 27: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 79.8 84.5 91.9 65.0 79.4 81.3 87.5 Old : 65.0 79.8 84.5 91.9 65.0 79.4 81.3 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,011,322: 0 0 0 1,011,322 1,011,322 1,011,322 1,011,322: 0 0 Old : 1,011,322: 0 0 0 1,011,322 1,011,322 1,011,322 1,011,322: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 46,880: 0 0 0 46,880 46,880 46,880 46,880: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 18 12 18 12: Old : 23: 0 0 0 18 12 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 81.0 86.3 95.7 63.7 80.6 81.8 88.6 Old : 64.2 81.0 86.3 95.7 63.7 80.6 81.8 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 182,544: 210 973 1,489 180,845 180,082 182,544 182,544: 0 0 Old : 182,544: 210 973 1,489 180,845 180,082 182,544 182,544: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 1,590: 0 -1,275 1,275 315 1,590 1,590 1,590: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.5 0.8 99.1 98.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.5 0.8 99.1 98.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 1 1 22 28 24 29: Old : 40: 1 1 1 22 28 24 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 53.2 91.4 74.5 66.9 53.2 88.4 74.5 Old : 67.2 53.2 91.4 74.5 66.9 53.2 88.4 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 3,181,499: 0 47,724 3,870 3,177,629 3,129,905 3,181,499 3,181,499: 0 0 Old : 3,181,499: 0 47,724 3,870 3,177,629 3,129,905 3,181,499 3,181,499: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 46,880: 0 2,040 0 46,880 44,840 46,880 46,880: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 0.1 99.9 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.5 0.1 99.9 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 1 1 18 27 19 28: Old : 37: 0 1 1 18 27 19 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 56.0 94.5 77.8 69.9 56.0 92.2 77.8 Old : 70.5 56.0 94.5 77.8 69.9 56.0 92.2 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 52,558: 4,555 1,485 132 47,871 50,686 52,558 52,303: 0 255 Old : 52,558: 4,555 1,485 132 47,871 50,686 52,558 52,303: 0 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 2.8 0.3 91.1 96.4 100.0 99.5: 0.0 0.5 Old : 100.0: 8.7 2.8 0.3 91.1 96.4 100.0 99.5: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 2 1 24 19 28 21: Old : 33: 3 2 1 24 19 28 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1 Old : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,199,355: 23,400 47,965 0 1,175,955 1,151,390 1,199,355 1,199,355: 0 0 Old : 1,199,355: 23,400 47,965 0 1,175,955 1,151,390 1,199,355 1,199,355: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 29,376: 0 -2,040 0 29,376 31,416 29,376 29,376: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 4.0 0.0 98.0 96.0 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 4.0 0.0 98.0 96.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 2 0 25 25 26 27: Old : 37: 1 2 0 25 25 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 55.7 69.7 73.9 47.4 54.4 62.2 70.6 Old : 47.9 55.7 69.7 73.9 47.4 54.4 62.2 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,212: 105 0 0 51,064 50,659 51,169 50,659: 43 553 Old : 51,212: 105 0 0 51,064 50,659 51,169 50,659: 43 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 2,550: 0 0 0 2,550 2,550 2,550 2,550: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1 Old : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 20 18 21 18: Old : 27: 1 0 0 20 18 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 45.3 80.6 76.3 40.0 36.9 52.7 53.6 Old : 57.7 45.3 80.6 76.3 40.0 36.9 52.7 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 39,314: 0 4,249 170 38,869 34,704 39,039 39,123: 275 191 Old : 39,314: 0 4,249 170 38,869 34,704 39,039 39,123: 275 191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 510: 0 510 0 510 0 510 510: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.8 0.4 98.9 88.3 99.3 99.5: 0.7 0.5 Old : 100.0: 0.0 10.8 0.4 98.9 88.3 99.3 99.5: 0.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 1 13 13 14 15: Old : 21: 0 2 1 13 13 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 77.2 91.1 91.8 77.2 69.9 84.9 83.6 Old : 81.1 77.2 91.1 91.8 77.2 69.9 84.9 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 20,420: 510 841 0 19,018 19,260 19,528 20,101: 892 319 Old : 20,420: 510 841 0 19,018 19,260 19,528 20,101: 892 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 220: 0 440 0 220 -220 220 220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 4.1 0.0 93.1 94.3 95.6 98.4: 4.4 1.6 Old : 100.0: 2.5 4.1 0.0 93.1 94.3 95.6 98.4: 4.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 0 17 13 18 15: Old : 25: 1 2 0 17 13 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 51.4 71.7 77.4 49.1 44.8 65.0 63.9 Old : 50.3 51.4 71.7 77.4 49.1 44.8 65.0 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 987,369: 23,400 24,221 2,400 961,569 960,748 987,369 987,369: 0 0 Old : 987,369: 23,400 24,221 2,400 961,569 960,748 987,369 987,369: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 49,795: 0 0 0 49,795 49,795 49,795 49,795: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 2.5 0.2 97.4 97.3 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 2.5 0.2 97.4 97.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 1 20 21 22 23: Old : 32: 1 2 1 20 21 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 53.6 80.7 77.3 35.2 33.1 46.5 42.8 Old : 59.0 53.6 80.7 77.3 35.2 33.1 46.5 42.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 751,610: 50,505 0 51,495 649,610 700,115 751,610 751,610: 0 0 Old : 751,610: 50,505 0 51,495 649,610 700,115 751,610 751,610: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 6,005: 0 0 0 6,005 6,005 6,005 6,005: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 6.9 86.4 93.1 100.0 100.0: 0.0 0.0 Old : 100.0: 6.7 0.0 6.9 86.4 93.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 1 14 8 16 9: Old : 21: 2 0 1 14 8 16 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 83.3 92.3 98.4 58.7 65.1 68.3 72.2 Old : 70.0 83.3 92.3 98.4 58.7 65.1 68.3 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 24,762: 279 70 23 24,171 24,194 24,473 24,287: 289 475 Old : 24,762: 279 70 23 24,171 24,194 24,473 24,287: 289 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 281: -20 0 0 232 281 212 281: 69 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.3 0.1 97.6 97.7 98.8 98.1: 1.2 1.9 Old : 100.0: 1.1 0.3 0.1 97.6 97.7 98.8 98.1: 1.2 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 1 2 34 33 37 35: Old : 42: 2 1 2 34 33 37 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 41.1 69.9 67.7 40.2 33.7 48.9 49.8 Old : 49.7 41.1 69.9 67.7 40.2 33.7 48.9 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 17,167: 1,172 5 115 15,667 16,558 16,954 16,678: 213 489 Old : 17,167: 1,172 5 115 15,667 16,558 16,954 16,678: 213 489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 445: -20 5 95 445 305 520 405: -75 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.0 0.7 91.3 96.5 98.8 97.2: 1.2 2.8 Old : 100.0: 6.8 0.0 0.7 91.3 96.5 98.8 97.2: 1.2 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 2 19 21 23 23: Old : 29: 3 1 2 19 21 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 62.2 75.1 85.0 44.0 53.4 57.8 65.6 Old : 55.0 62.2 75.1 85.0 44.0 53.4 57.8 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 8,485: 0 45 75 7,950 7,758 8,025 7,878: 460 607 Old : 8,485: 0 45 75 7,950 7,758 8,025 7,878: 460 607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 205: 0 -75 45 160 217 205 187: 0 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.9 93.7 91.4 94.6 92.8: 5.4 7.2 Old : 100.0: 0.0 0.5 0.9 93.7 91.4 94.6 92.8: 5.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 20 18 21 19: Old : 25: 0 1 1 20 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 53.8 80.6 75.2 65.7 48.7 75.0 67.0 Old : 68.3 53.8 80.6 75.2 65.7 48.7 75.0 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 12,825: 0 0 0 12,225 12,502 12,225 12,502: 600 323 Old : 12,825: 0 0 0 12,225 12,502 12,225 12,502: 600 323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 195: -45 0 0 240 195 195 195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.3 97.5 95.3 97.5: 4.7 2.5 Old : 100.0: 0.0 0.0 0.0 95.3 97.5 95.3 97.5: 4.7 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 20 19 20 19: Old : 29: 0 0 0 20 19 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 58.2 77.2 77.2 59.4 55.6 75.1 71.9 Old : 60.9 58.2 77.2 77.2 59.4 55.6 75.1 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 1,553,704: 404,938 146,870 373,727 676,873 968,323 1,455,538 1,488,920: 98,166 64,784 Old : 1,553,704: 404,938 146,870 373,727 676,873 968,323 1,455,538 1,488,920: 98,166 64,784 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 13,809: -888 -4,925 5,990 10,793 7,079 15,895 8,144: -2,086 5,665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 9.5 24.1 43.6 62.3 93.7 95.8: 6.3 4.2 Old : 100.0: 26.1 9.5 24.1 43.6 62.3 93.7 95.8: 6.3 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 358: 157 84 156 78 98 313 274: Old : 358: 157 84 156 78 98 313 274: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.0 13.4 26.2 24.8 12.6 11.6 17.8 17.5 Old : 17.0 13.4 26.2 24.8 12.6 11.6 17.8 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 225,785: 49,747 17,391 7,513 134,441 143,661 191,701 168,565: 34,084 57,220 Old : 225,785: 49,747 17,391 7,513 134,441 143,661 191,701 168,565: 34,084 57,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 3,432: 89 -316 1,947 3,189 3,016 5,225 4,647: -1,793 -1,215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 7.7 3.3 59.5 63.6 84.9 74.7: 15.1 25.3 Old : 100.0: 22.0 7.7 3.3 59.5 63.6 84.9 74.7: 15.1 25.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 3 9 24 23 33 33: Old : 35: 7 3 9 24 23 33 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 26.8 60.4 45.3 43.0 23.1 55.9 39.6 Old : 44.4 26.8 60.4 45.3 43.0 23.1 55.9 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 36,719: 25 664 875 35,744 35,105 36,644 36,644: 75 75 Old : 36,719: 25 664 875 35,744 35,105 36,644 36,644: 75 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 9: 0 0 0 -16 84 -16 84: 25 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.8 2.4 97.3 95.6 99.8 99.8: 0.2 0.2 Old : 100.0: 0.1 1.8 2.4 97.3 95.6 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 1 3 4 36 42 40 48: Old : 52: 1 3 4 36 42 40 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 43.6 61.3 63.2 15.2 16.9 22.1 21.8 Old : 43.0 43.6 61.3 63.2 15.2 16.9 22.1 21.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 85,510: 5,712 27,429 4,501 70,963 48,343 81,176 80,273: 4,334 5,237 Old : 85,510: 5,712 27,429 4,501 70,963 48,343 81,176 80,273: 4,334 5,237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 8: 0 -1,150 0 -200 1,050 -200 -100: 208 108 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 32.1 5.3 83.0 56.5 94.9 93.9: 5.1 6.1 Old : 100.0: 6.7 32.1 5.3 83.0 56.5 94.9 93.9: 5.1 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 5 8 10 25 22 38 33: Old : 40: 5 8 10 25 22 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 44.1 65.2 63.7 35.7 35.2 46.3 45.6 Old : 50.8 44.1 65.2 63.7 35.7 35.2 46.3 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 34,035: 4,633 803 4,515 21,825 26,105 30,973 31,423: 3,062 2,612 Old : 34,035: 4,633 803 4,515 21,825 26,105 30,973 31,423: 3,062 2,612 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -69: -323 800 -200 414 -1,121 -109 -521: 40 452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 2.4 13.3 64.1 76.7 91.0 92.3: 9.0 7.7 Old : 100.0: 13.6 2.4 13.3 64.1 76.7 91.0 92.3: 9.0 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 7 2 5 14 15 22 21: Old : 25: 7 2 5 14 15 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 46.8 62.4 66.6 21.8 31.0 31.7 39.3 Old : 41.0 46.8 62.4 66.6 21.8 31.0 31.7 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,835: 825 369 0 12,010 12,385 12,835 12,754: 0 81 Old : 12,835: 825 369 0 12,010 12,385 12,835 12,754: 0 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 300: 300 0 0 0 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 2.9 0.0 93.6 96.5 100.0 99.4: 0.0 0.6 Old : 100.0: 6.4 2.9 0.0 93.6 96.5 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 1 0 18 16 21 17: Old : 28: 3 1 0 18 16 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 68.3 70.9 86.7 42.5 58.7 61.8 70.3 Old : 47.1 68.3 70.9 86.7 42.5 58.7 61.8 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 21,117: 14,356 3,003 249 3,955 16,935 18,560 20,187: 2,557 930 Old : 21,117: 14,356 3,003 249 3,955 16,935 18,560 20,187: 2,557 930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -12: 180 -246 -49 -144 325 -13 30: 1 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 14.2 1.2 18.7 80.2 87.9 95.6: 12.1 4.4 Old : 100.0: 68.0 14.2 1.2 18.7 80.2 87.9 95.6: 12.1 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 66 27 7 28 29 97 62: Old : 143: 66 27 7 28 29 97 62: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 38.8 46.4 55.1 36.8 37.8 46.4 53.5 Old : 36.8 38.8 46.4 55.1 36.8 37.8 46.4 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 37,110: 26,458 1,342 260 5,003 34,335 31,721 35,937: 5,389 1,173 Old : 37,110: 26,458 1,342 260 5,003 34,335 31,721 35,937: 5,389 1,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 1,758: 1,624 -182 16 -90 2,163 1,550 1,997: 208 -239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 3.6 0.7 13.5 92.5 85.5 96.8: 14.5 3.2 Old : 100.0: 71.3 3.6 0.7 13.5 92.5 85.5 96.8: 14.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 87 13 7 15 34 105 51: Old : 143: 87 13 7 15 34 105 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 39.0 34.4 56.6 21.3 38.4 34.4 56.0 Old : 21.3 39.0 34.4 56.6 21.3 38.4 34.4 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 295,262: 81,293 20,331 23,537 164,414 238,034 269,244 281,902: 26,018 13,360 Old : 295,262: 81,293 20,331 23,537 164,414 238,034 269,244 281,902: 26,018 13,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -3,126: 1,178 2,518 2,613 -7,546 -8,808 -3,755 -3,677: 629 551 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 6.9 8.0 55.7 80.6 91.2 95.5: 8.8 4.5 Old : 100.0: 27.5 6.9 8.0 55.7 80.6 91.2 95.5: 8.8 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 198: 72 19 43 79 88 174 135: Old : 198: 72 19 43 79 88 174 135: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 24.5 31.7 39.4 10.9 13.0 18.6 19.6 Old : 21.6 24.5 31.7 39.4 10.9 13.0 18.6 19.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 35,386: 11,578 57 606 18,930 28,672 31,114 29,335: 4,272 6,051 Old : 35,386: 11,578 57 606 18,930 28,672 31,114 29,335: 4,272 6,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -19: -197 0 0 20 75 -177 75: 158 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 0.2 1.7 53.5 81.0 87.9 82.9: 12.1 17.1 Old : 100.0: 32.7 0.2 1.7 53.5 81.0 87.9 82.9: 12.1 17.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 1 2 21 25 27 27: Old : 38: 5 1 2 21 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 38.9 60.9 59.3 46.5 36.8 59.5 56.4 Old : 47.6 38.9 60.9 59.3 46.5 36.8 59.5 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (1000 U.S. Barrels) : : : : All : 11,226: 0 0 0 10,221 9,417 10,221 9,417: 1,005 1,809 Old : 11,226: 0 0 0 10,221 9,417 10,221 9,417: 1,005 1,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 50: 0 0 0 -13 -275 -13 -275: 63 325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 91.0 83.9 91.0 83.9: 9.0 16.1 Old : 100.0: 0.0 0.0 0.0 91.0 83.9 91.0 83.9: 9.0 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 17 17 17 17: Old : 22: 0 0 0 17 17 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 46.0 76.3 66.3 47.6 27.5 54.5 40.5 Old : 61.0 46.0 76.3 66.3 47.6 27.5 54.5 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 4,041: 100 25 400 3,541 3,508 4,041 3,933: 0 108 Old : 4,041: 100 25 400 3,541 3,508 4,041 3,933: 0 108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.6 9.9 87.6 86.8 100.0 97.3: 0.0 2.7 Old : 100.0: 2.5 0.6 9.9 87.6 86.8 100.0 97.3: 0.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 1 2 23 24 26 26: Old : 34: 1 1 2 23 24 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 46.4 60.8 64.0 24.6 20.8 33.4 26.4 Old : 32.3 46.4 60.8 64.0 24.6 20.8 33.4 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 56,970: 1,218 942 240 54,691 55,713 56,149 56,895: 821 75 Old : 56,970: 1,218 942 240 54,691 55,713 56,149 56,895: 821 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 2,836: 85 -50 46 2,705 2,890 2,836 2,886: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 1.7 0.4 96.0 97.8 98.6 99.9: 1.4 0.1 Old : 100.0: 2.1 1.7 0.4 96.0 97.8 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 3 1 1 46 35 50 36: Old : 55: 3 1 1 46 35 50 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.1 62.6 72.5 30.6 33.0 40.5 42.2 Old : 41.7 51.1 62.6 72.5 30.6 33.0 40.5 42.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 14,290: 0 0 0 14,065 14,290 14,065 14,290: 225 0 Old : 14,290: 0 0 0 14,065 14,290 14,065 14,290: 225 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -25: 0 0 0 -25 -25 -25 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 0.0 Old : 100.0: 0.0 0.0 0.0 98.4 100.0 98.4 100.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 20 7 20 7: Old : 21: 0 0 0 20 7 20 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 97.3 78.7 100.0 53.7 91.7 74.4 91.7 Old : 57.5 97.3 78.7 100.0 53.7 91.7 74.4 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 18,932: 0 0 0 18,767 18,932 18,767 18,932: 165 0 Old : 18,932: 0 0 0 18,767 18,932 18,767 18,932: 165 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.1 100.0 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 0.0 0.0 99.1 100.0 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 17 10 17 10: Old : 20: 0 0 0 17 10 17 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.7 79.4 94.1 99.5 76.1 68.1 81.0 82.6 Old : 83.7 79.4 94.1 99.5 76.1 68.1 81.0 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 8,620: 170 4,070 50 8,400 4,500 8,620 8,620: 0 0 Old : 8,620: 170 4,070 50 8,400 4,500 8,620 8,620: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 100: -25 50 0 125 50 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 47.2 0.6 97.4 52.2 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 47.2 0.6 97.4 52.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 2 2 1 28 21 30 24: Old : 44: 2 2 1 28 21 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 68.7 64.8 82.0 39.1 64.0 55.4 72.9 Old : 43.5 68.7 64.8 82.0 39.1 64.0 55.4 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 12,314: 355 0 65 11,465 12,009 11,885 12,074: 429 240 Old : 12,314: 355 0 65 11,465 12,009 11,885 12,074: 429 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 690: 75 0 -45 620 745 650 700: 40 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.0 0.5 93.1 97.5 96.5 98.1: 3.5 1.9 Old : 100.0: 2.9 0.0 0.5 93.1 97.5 96.5 98.1: 3.5 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 1 23 19 25 20: Old : 30: 2 0 1 23 19 25 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 64.4 64.3 82.9 35.9 51.1 49.1 56.7 Old : 39.2 64.4 64.3 82.9 35.9 51.1 49.1 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 17,306: 1,925 2,791 510 14,597 13,770 17,032 17,071: 274 235 Old : 17,306: 1,925 2,791 510 14,597 13,770 17,032 17,071: 274 235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 780: 32 404 84 696 228 812 716: -32 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 16.1 2.9 84.3 79.6 98.4 98.6: 1.6 1.4 Old : 100.0: 11.1 16.1 2.9 84.3 79.6 98.4 98.6: 1.6 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 5 3 4 34 34 42 38: Old : 54: 5 3 4 34 34 42 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 34.8 49.6 55.4 25.4 31.6 43.4 44.2 Old : 29.5 34.8 49.6 55.4 25.4 31.6 43.4 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,066: 1,127 150 501 9,168 10,278 10,796 10,929: 270 137 Old : 11,066: 1,127 150 501 9,168 10,278 10,796 10,929: 270 137 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : -99: -200 0 135 572 -8 507 127: -606 -226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 1.4 4.5 82.8 92.9 97.6 98.8: 2.4 1.2 Old : 100.0: 10.2 1.4 4.5 82.8 92.9 97.6 98.8: 2.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 1 2 23 28 27 30: Old : 37: 3 1 2 23 28 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 37.2 64.0 56.6 40.2 32.3 48.6 43.9 Old : 46.4 37.2 64.0 56.6 40.2 32.3 48.6 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,776: 12,007 714 760 18,493 30,026 31,260 31,500: 516 276 Old : 31,776: 12,007 714 760 18,493 30,026 31,260 31,500: 516 276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 1,028: 1,050 0 0 -22 1,028 1,028 1,028: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 2.2 2.4 58.2 94.5 98.4 99.1: 1.6 0.9 Old : 100.0: 37.8 2.2 2.4 58.2 94.5 98.4 99.1: 1.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 10 2 3 27 29 39 34: Old : 55: 10 2 3 27 29 39 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.5 56.0 50.8 71.0 28.7 53.0 48.2 67.4 Old : 30.5 56.0 50.8 71.0 28.7 53.0 48.2 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders - Futures Only, April 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 19,746: 3,022 95 639 14,012 15,989 17,673 16,723: 2,073 3,023 Old : 19,746: 3,022 95 639 14,012 15,989 17,673 16,723: 2,073 3,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 19, 2011 : : 680: 681 -73 48 434 1,177 1,163 1,152: -483 -472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 0.5 3.2 71.0 81.0 89.5 84.7: 10.5 15.3 Old : 100.0: 15.3 0.5 3.2 71.0 81.0 89.5 84.7: 10.5 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 1 1 16 18 21 19: Old : 27: 4 1 1 16 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 49.1 63.6 66.7 46.6 43.7 62.7 60.0 Old : 46.6 49.1 63.6 66.7 46.6 43.7 62.7 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011