GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,141 COMMITMENTS 719 414 216 37,080 37,061 38,015 37,691 126 450 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -210) 0 25 0 -253 -230 -253 -205 43 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.1 0.6 97.2 97.2 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 2 1 46 48 48 51 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,166 COMMITMENTS 0 0 0 15,014 14,956 15,014 14,956 152 210 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 388) 0 0 0 383 313 383 313 5 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 98.6 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 28 25 28 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,098 COMMITMENTS 75 280 230 8,028 8,030 8,333 8,540 1,765 1,558 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 278) 5 8 -54 234 189 185 143 93 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.8 2.3 79.5 79.5 82.5 84.6 17.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 32 35 33 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,174 COMMITMENTS 924 260 286 5,539 5,987 6,749 6,533 425 641 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 658) -18 0 30 727 792 739 822 -81 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 3.6 4.0 77.2 83.5 94.1 91.1 5.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 3 6 46 56 53 65 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,758 COMMITMENTS 579 470 111 1,459 1,602 2,149 2,183 609 575 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 84) 15 -15 15 129 103 159 103 -75 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 17.0 4.0 52.9 58.1 77.9 79.2 22.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 16 16 19 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,625 COMMITMENTS 0 80 0 1,155 1,107 1,155 1,187 470 438 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 70) 0 20 0 45 55 45 75 25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 71.1 68.1 71.1 73.0 28.9 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 15 17 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,006 COMMITMENTS 0 0 0 11,688 11,446 11,688 11,446 318 560 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 609) 0 0 0 609 609 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 95.3 97.4 95.3 2.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 21 20 21 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,311 COMMITMENTS 0 399 0 9,126 8,862 9,126 9,261 185 50 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,824) 0 33 0 1,824 1,791 1,824 1,824 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 98.0 95.2 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 21 20 21 21 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,561 COMMITMENTS 61,324 33,734 23,593 175,913 219,373 260,830 276,700 41,731 25,861 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -3,276) -5,836 -1,621 -250 5,834 -1,552 -252 -3,423 -3,024 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 11.1 7.8 58.1 72.5 86.2 91.5 13.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 50 17 36 60 76 128 116 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,252 COMMITMENTS 500 894 250 14,502 14,093 15,252 15,237 0 15 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,035) 100 120 0 2,035 2,015 2,135 2,135 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 5.9 1.6 95.1 92.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 4 3 3 43 43 48 49 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,526 COMMITMENTS 860 435 195 6,471 6,896 7,526 7,526 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -50) 30 -100 0 -50 50 -20 -50 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 5.8 2.6 86.0 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 20 15 24 16 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,373 COMMITMENTS 0 0 0 1,373 1,273 1,373 1,273 0 100 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -539) -144 -350 0 -367 -270 -511 -620 -28 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 92.7 100.0 92.7 0.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 12 14 12 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 950,482 COMMITMENTS 136,791 347,240 325,288 404,588 237,000 866,667 909,528 83,815 40,954 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 44,237) 6,509 16,588 21,091 18,738 1,597 46,338 39,276 -2,101 4,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 36.5 34.2 42.6 24.9 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 98 109 144 77 69 273 241 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 50,083 COMMITMENTS 0 0 0 38,604 46,745 38,604 46,745 11,479 3,338 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 910) 0 0 0 430 910 430 910 480 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 77.1 93.3 77.1 93.3 22.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 14 15 14 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,335 COMMITMENTS 606 8,610 2,222 82,995 76,927 85,823 87,759 6,512 4,576 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 895) 0 0 0 895 620 895 620 0 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.3 2.4 89.9 83.3 92.9 95.0 7.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 16 21 19 24 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,034 COMMITMENTS 900 0 1,350 63,956 66,885 66,206 68,235 9,828 7,799 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 184) -38 0 44 0 0 6 44 178 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 1.8 84.1 88.0 87.1 89.7 12.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 17 14 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,176 COMMITMENTS 7,152 0 3,450 111,985 127,278 122,587 130,728 14,589 6,448 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 820) -3,072 0 773 2,021 537 -278 1,310 1,098 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 2.5 81.6 92.8 89.4 95.3 10.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 21 24 24 26 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,627,289 COMMITMENTS 624,407 117,353 732,775 1240916 1749719 2598098 2599847 29,191 27,442 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 27,637) 9,805 -434 -2,738 18,045 28,923 25,112 25,751 2,525 1,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 4.5 27.9 47.2 66.6 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 45 20 53 102 84 166 138 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,477 COMMITMENTS 172,198 80,848 179,313 649,975 741,068 1001486 1001229 3,991 4,248 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 13,766) 159 5,276 3,579 9,686 4,638 13,424 13,493 342 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 8.0 17.8 64.6 73.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 24 41 43 32 90 77 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,505 COMMITMENTS 330 105 0 6,710 6,845 7,040 6,950 465 555 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -20) 0 -15 0 -110 140 -110 125 90 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.4 0.0 89.4 91.2 93.8 92.6 6.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 16 17 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,702 COMMITMENTS 41 581 121 11,188 10,673 11,350 11,375 352 327 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 808) 17 245 -21 767 470 763 694 45 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.0 1.0 95.6 91.2 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 4 28 32 32 36 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,504 COMMITMENTS 35 0 27 969 971 1,031 998 473 506 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -130) -6 0 15 -135 -186 -126 -171 -4 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 1.8 64.4 64.6 68.6 66.4 31.4 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 18 16 20 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,902 COMMITMENTS 13,640 1,008 1,155 30,209 43,815 45,004 45,978 1,898 924 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 301) 200 -374 113 -26 346 287 85 14 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 2.1 2.5 64.4 93.4 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 3 32 27 38 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,933 COMMITMENTS 94 1,168 216 13,461 12,305 13,771 13,689 1,162 1,244 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 8) 0 8 0 8 0 8 8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.8 1.4 90.1 82.4 92.2 91.7 7.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 19 17 22 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,563 COMMITMENTS 58 2,548 492 26,286 25,375 26,836 28,415 2,727 1,148 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 412) 0 -266 220 178 410 398 364 14 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.6 1.7 88.9 85.8 90.8 96.1 9.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 24 18 26 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,959 COMMITMENTS 340 374 40 9,289 9,741 9,669 10,155 1,290 804 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -12) 0 -46 0 -12 0 -12 -46 0 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.4 0.4 84.8 88.9 88.2 92.7 11.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 12 18 14 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,575 COMMITMENTS 4 680 76 9,417 10,021 9,497 10,777 2,078 798 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 114) 0 0 0 138 100 138 100 -24 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.7 81.4 86.6 82.0 93.1 18.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 17 20 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,146 COMMITMENTS 0 382 0 47,700 47,640 47,700 48,022 446 124 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 64) 0 0 0 64 64 64 64 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.1 98.9 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 11 12 11 13 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 739,701 COMMITMENTS 31,310 0 6,322 702,069 733,379 739,701 739,701 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 776) 0 0 0 776 776 776 776 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.9 94.9 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 14 12 15 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 54,931 COMMITMENTS 0 210 0 54,931 54,721 54,931 54,931 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,130) 0 0 0 -2,130 -2,130 -2,130 -2,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 17 14 17 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 964,442 COMMITMENTS 0 0 0 964,442 964,442 964,442 964,442 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -46,880) 0 0 0 -46,880 -46,880 -46,880 -46,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 11 18 11 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 179,222 COMMITMENTS 942 0 210 178,070 179,012 179,222 179,222 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.1 99.4 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 20 28 22 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,140,125 COMMITMENTS 9,376 0 0 3130749 3140125 3140125 3140125 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 18 27 19 27 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,558 COMMITMENTS 4,555 1,485 132 47,871 50,686 52,558 52,303 0 255 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.8 0.3 91.1 96.4 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 24 19 28 21 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,083,299 COMMITMENTS 23,400 50,005 0 1059899 1033294 1083299 1083299 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 31,200) -6,005 11,840 0 37,205 19,360 31,200 31,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.6 0.0 97.8 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 25 23 26 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,387 COMMITMENTS 105 0 0 47,239 46,834 47,344 46,834 43 553 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0) 105 -5 -105 0 110 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.7 98.8 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 20 18 21 18 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,804 COMMITMENTS 0 3,739 170 38,359 34,704 38,529 38,613 275 191 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.4 98.9 89.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 13 14 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 19,435 COMMITMENTS 510 401 0 18,033 18,715 18,543 19,116 892 319 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 255) 0 0 0 0 510 0 510 255 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.1 0.0 92.8 96.3 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 16 13 17 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 944,181 COMMITMENTS 23,400 24,221 2,400 918,381 917,560 944,181 944,181 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -1,600) 0 2,776 -1,600 0 -2,776 -1,600 -1,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.3 97.3 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 20 21 22 23 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 745,605 COMMITMENTS 50,505 0 51,495 643,605 694,110 745,605 745,605 0 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 6.9 86.3 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 8 15 9 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,472 COMMITMENTS 274 70 34 22,959 22,893 23,267 22,997 205 475 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 965) -10 0 10 967 975 967 985 -2 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.1 97.8 97.5 99.1 98.0 0.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 33 33 36 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,167 COMMITMENTS 831 0 0 14,747 15,708 15,578 15,708 589 459 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 405) -271 0 -70 430 465 89 395 316 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 91.2 97.2 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 18 19 20 19 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,121 COMMITMENTS 0 90 60 7,593 7,352 7,653 7,502 468 619 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 448) 0 30 -30 568 463 538 463 -90 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.7 93.5 90.5 94.2 92.4 5.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 17 20 18 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,921 COMMITMENTS 55 0 0 11,296 11,598 11,351 11,598 570 323 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,045) 55 0 0 1,020 1,075 1,075 1,075 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 94.8 97.3 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 18 19 19 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,584,517 COMMITMENTS 385,641 142,380 414,256 666,455 953,925 1466352 1510561 118,165 73,956 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 17,755) -8,813 77 16,897 -1,107 -2,658 6,977 14,316 10,778 3,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 9.0 26.1 42.1 60.2 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 154 87 169 81 91 320 279 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,448 COMMITMENTS 48,295 17,547 5,539 127,791 127,219 181,625 150,305 36,823 68,143 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,996) -1,148 -27 743 2,843 1,159 2,438 1,875 -442 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.0 2.5 58.5 58.2 83.1 68.8 16.9 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 8 20 21 28 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,435 COMMITMENTS 100 664 850 35,475 34,786 36,425 36,300 10 135 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,729) -50 100 550 1,254 1,204 1,754 1,854 -25 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.8 2.3 97.4 95.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 4 37 40 41 46 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,914 COMMITMENTS 8,296 27,243 4,647 71,252 50,952 84,195 82,842 3,719 5,072 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,105) 2,464 -496 146 -424 2,368 2,186 2,018 -81 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 31.0 5.3 81.0 58.0 95.8 94.2 4.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 8 10 25 22 40 33 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,973 COMMITMENTS 3,808 3 4,160 23,053 27,604 31,021 31,767 3,952 3,206 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 866) -540 0 -350 486 885 -404 535 1,270 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 11.9 65.9 78.9 88.7 90.8 11.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 4 16 17 22 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,535 COMMITMENTS 525 369 0 12,010 12,085 12,535 12,454 0 81 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 450) 0 -1,050 0 450 1,500 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.9 0.0 95.8 96.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 18 16 21 17 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,073 COMMITMENTS 14,640 2,107 449 4,110 18,609 19,199 21,165 2,874 908 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 745) 540 -83 194 -235 593 499 704 246 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 9.5 2.0 18.6 84.3 87.0 95.9 13.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 70 21 9 26 28 102 55 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,727 COMMITMENTS 25,008 1,687 546 5,022 32,478 30,576 34,711 5,151 1,016 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,760) 2,393 66 302 -735 2,018 1,960 2,386 -200 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 4.7 1.5 14.1 90.9 85.6 97.2 14.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 87 13 7 14 35 104 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 293,832 COMMITMENTS 79,293 16,915 17,307 172,459 246,062 269,059 280,284 24,773 13,548 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,218) -2,461 1,363 -2,581 12,628 8,258 7,586 7,040 -368 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 5.8 5.9 58.7 83.7 91.6 95.4 8.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 70 16 40 75 92 164 134 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 34,598 COMMITMENTS 11,222 57 606 18,687 28,220 30,515 28,883 4,083 5,715 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,139) 767 -51 51 394 999 1,212 999 -73 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 0.2 1.8 54.0 81.6 88.2 83.5 11.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 20 23 27 25 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 10,587 COMMITMENTS 0 0 0 9,473 8,655 9,473 8,655 1,114 1,932 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 929) 0 0 0 725 550 725 550 204 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.5 81.8 89.5 81.8 10.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 15 14 15 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,728 COMMITMENTS 150 0 350 3,228 3,270 3,728 3,620 0 108 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 9.4 86.6 87.7 100.0 97.1 0.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 19 23 22 25 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 51,015 COMMITMENTS 1,058 992 194 48,923 49,694 50,175 50,880 840 135 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,179) 350 -1,095 188 3,424 5,086 3,962 4,179 217 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.9 0.4 95.9 97.4 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 1 1 45 35 48 36 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,240 COMMITMENTS 0 0 0 14,015 14,240 14,015 14,240 225 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 825) 0 0 0 945 825 945 825 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.4 100.0 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 7 21 7 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,395 COMMITMENTS 50 4,020 50 8,175 4,325 8,275 8,395 120 0 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 47.9 0.6 97.4 51.5 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 1 27 20 28 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,445 COMMITMENTS 280 0 110 10,666 11,085 11,056 11,195 389 250 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 400) 0 0 0 480 415 480 415 -80 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 1.0 93.2 96.9 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 24 19 26 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,139 COMMITMENTS 1,893 2,316 444 13,496 13,112 15,833 15,872 306 267 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 566) 0 0 0 596 566 596 566 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 14.4 2.8 83.6 81.2 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 3 3 32 28 38 32 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,577 COMMITMENTS 1,317 0 326 8,049 9,933 9,692 10,259 885 318 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 517) 240 -27 197 -65 342 372 512 145 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 3.1 76.1 93.9 91.6 97.0 8.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 2 23 28 28 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,749 COMMITMENTS 10,806 714 836 18,591 28,923 30,233 30,473 516 276 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -279) 63 -360 -51 -291 132 -279 -279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 2.3 2.7 60.5 94.1 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 2 4 27 29 38 35 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,235 COMMITMENTS 2,091 386 282 12,807 14,846 15,180 15,514 3,055 2,721 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 936) 0 -120 27 414 1,253 441 1,160 495 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.1 1.5 70.2 81.4 83.2 85.1 16.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 16 18 17
Updated April 15, 2011