GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,340 COMMITMENTS 919 429 216 43,079 43,245 44,214 43,890 126 450 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,579) 150 -20 0 1,429 1,599 1,579 1,579 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.0 0.5 97.2 97.5 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 2 1 48 49 50 52 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,278 COMMITMENTS 0 0 0 16,126 16,080 16,126 16,080 152 198 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 848) 0 0 0 863 860 863 860 -15 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 98.8 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 31 28 31 28 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,648 COMMITMENTS 97 340 258 8,473 8,433 8,828 9,031 1,820 1,617 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 96) 2 -5 28 74 97 104 120 -8 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.2 2.4 79.6 79.2 82.9 84.8 17.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 2 33 35 35 39 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,646 COMMITMENTS 894 275 281 6,032 6,335 7,207 6,891 439 755 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 201) 17 15 -15 184 193 186 193 15 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 3.6 3.7 78.9 82.9 94.3 90.1 5.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 3 6 44 54 51 63 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,157 COMMITMENTS 255 0 0 2,773 2,635 3,028 2,635 1,129 1,522 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -42) 0 0 0 7 -38 7 -38 -49 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 66.7 63.4 72.8 63.4 27.2 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 18 17 19 17 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,986 COMMITMENTS 579 570 111 1,601 1,807 2,291 2,488 695 498 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 78) 0 -10 0 52 180 52 170 26 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 19.1 3.7 53.6 60.5 76.7 83.3 23.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 3 16 17 19 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,030 COMMITMENTS 0 65 15 1,671 1,461 1,686 1,541 344 489 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 320) 0 -15 15 395 280 410 280 -90 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.7 82.3 72.0 83.1 75.9 16.9 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 21 20 22 22 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,916 COMMITMENTS 20 0 40 1,295 1,619 1,355 1,659 561 257 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 207) -321 0 19 414 124 112 143 95 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 2.1 67.6 84.5 70.7 86.6 29.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 17 19 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,116 COMMITMENTS 0 0 0 11,798 11,556 11,798 11,556 318 560 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 187) 0 0 0 187 187 187 187 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 95.4 97.4 95.4 2.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 20 20 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,936 COMMITMENTS 0 674 0 12,751 12,212 12,751 12,886 185 50 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 708) 0 275 0 973 433 973 708 -265 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 98.6 94.4 98.6 99.6 1.4 0.4 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 311,873 COMMITMENTS 59,646 32,775 24,522 184,087 229,337 268,255 286,634 43,618 25,239 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -4,163) -1,969 -3,129 417 -4,571 129 -6,123 -2,583 1,960 -1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 10.5 7.9 59.0 73.5 86.0 91.9 14.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 51 16 34 67 78 132 116 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,289 COMMITMENTS 825 1,024 250 16,204 16,015 17,279 17,289 10 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 767) 0 130 0 757 667 757 797 10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.9 1.4 93.7 92.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 5 4 3 44 45 50 52 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,571 COMMITMENTS 860 435 195 6,471 6,941 7,526 7,571 45 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 45) 0 0 0 0 45 0 45 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 5.7 2.6 85.5 91.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 20 15 24 16 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,955 COMMITMENTS 197 618 212 2,245 1,831 2,654 2,661 1,301 1,294 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 15.6 5.4 56.8 46.3 67.1 67.3 32.9 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 13 17 16 SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A22 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 1,461 COMMITMENTS 0 0 0 1,461 1,361 1,461 1,361 0 100 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 38 38 38 38 -38 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 93.2 100.0 93.2 0.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 14 16 14 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 930,153 COMMITMENTS 121,021 323,198 332,403 392,554 235,241 845,978 890,842 84,175 39,311 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -48,427) -13,109 -23,064 -22,508 -13,625 -1,089 -49,242 -46,661 815 -1,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 34.7 35.7 42.2 25.3 91.0 95.8 9.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 94 116 132 74 67 262 234 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 51,555 COMMITMENTS 0 0 0 40,076 48,217 40,076 48,217 11,479 3,338 CHANGES FROM 04/19/11 (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 0.0 0.0 77.7 93.5 77.7 93.5 22.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 14 15 14 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 41,515 COMMITMENTS 3,632 2,494 1,778 32,963 32,179 38,373 36,451 3,142 5,064 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 688) 372 0 -154 470 3,160 688 3,006 0 -2,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 6.0 4.3 79.4 77.5 92.4 87.8 7.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 13 18 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,768 COMMITMENTS 730 7,691 3,252 83,159 77,797 87,141 88,740 6,627 5,028 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 931) 0 -983 984 -108 870 876 871 55 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 8.2 3.5 88.7 83.0 92.9 94.6 7.1 5.4 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,147 COMMITMENTS 856 0 1,394 64,100 66,989 66,350 68,383 9,797 7,764 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 113) -44 0 44 144 104 144 148 -31 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 1.8 84.2 88.0 87.1 89.8 12.9 10.2 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,928 COMMITMENTS 6,396 0 3,774 112,169 126,032 122,339 129,806 14,589 7,122 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 185) -1,006 0 681 510 -496 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 2.8 81.9 92.0 89.3 94.8 10.7 5.2 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,667,272 COMMITMENTS 640,954 96,880 741,041 1257189 1807422 2639184 2645343 28,088 21,929 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 34,116) 17,746 -12,905 2,732 15,297 52,027 35,775 41,854 -1,659 -7,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 3.6 27.8 47.1 67.8 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 48 17 54 108 92 171 148 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,738 COMMITMENTS 203,535 67,191 187,983 638,101 773,624 1029619 1028798 4,119 4,940 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 15,807) 22,096 -4,917 2,973 -9,049 16,722 16,020 14,778 -213 1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 6.5 18.2 61.7 74.8 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 25 42 43 38 92 85 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,785 COMMITMENTS 285 115 75 6,875 6,965 7,235 7,155 550 630 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 295) 0 25 60 150 60 210 145 85 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.5 1.0 88.3 89.5 92.9 91.9 7.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 16 17 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,228 COMMITMENTS 157 780 162 11,829 11,079 12,148 12,021 80 207 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 516) 88 14 -3 643 503 728 514 -212 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 6.4 1.3 96.7 90.6 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 3 4 29 33 35 37 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,667 COMMITMENTS 48 0 47 1,075 1,042 1,170 1,089 497 578 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 47) 8 0 25 -64 -8 -31 17 78 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 2.8 64.5 62.5 70.2 65.3 29.8 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 3 19 16 22 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,964 COMMITMENTS 13,112 882 1,185 30,769 43,873 45,066 45,940 1,898 1,024 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -222) -396 0 0 174 -202 -222 -202 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 1.9 2.5 65.5 93.4 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 3 32 25 38 30 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,281 COMMITMENTS 94 1,212 216 13,823 12,691 14,133 14,119 1,148 1,162 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 34) 0 22 0 58 22 58 44 -24 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.9 1.4 90.5 83.1 92.5 92.4 7.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 20 18 23 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,953 COMMITMENTS 48 2,568 492 26,654 25,675 27,194 28,735 2,759 1,218 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -98) 0 20 0 -140 -78 -140 -58 42 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.6 1.6 89.0 85.7 90.8 95.9 9.2 4.1 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,627 COMMITMENTS 340 372 40 10,147 10,623 10,527 11,035 1,100 592 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 46) 0 18 0 42 0 42 18 4 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.2 0.3 87.3 91.4 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 14 20 16 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,628 COMMITMENTS 4 680 76 10,462 10,812 10,542 11,568 2,086 1,060 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.6 82.8 85.6 83.5 91.6 16.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 21 18 22 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,421 COMMITMENTS 0 382 0 48,975 48,915 48,975 49,297 446 124 CHANGES FROM 04/19/11 (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 0.8 0.0 99.1 99.0 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 763,101 COMMITMENTS 31,310 0 6,322 725,469 756,779 763,101 763,101 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.8 95.1 99.2 100.0 100.0 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 56,651 COMMITMENTS 0 210 0 56,651 56,441 56,651 56,651 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,280) 0 0 0 1,280 1,280 1,280 1,280 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 18 14 18 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,011,322 COMMITMENTS 0 0 0 1011322 1011322 1011322 1011322 0 0 CHANGES FROM 04/19/11 (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 12 18 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 182,544 COMMITMENTS 210 973 1,489 180,845 180,082 182,544 182,544 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,590) 0 -1,275 1,275 315 1,590 1,590 1,590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 0.8 99.1 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 22 28 24 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,181,499 COMMITMENTS 0 47,724 3,870 3177629 3129905 3181499 3181499 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 46,880) 0 2,040 0 46,880 44,840 46,880 46,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 99.9 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 18 27 19 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| 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 04/19/11 (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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,199,355 COMMITMENTS 23,400 47,965 0 1175955 1151390 1199355 1199355 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 29,376) 0 -2,040 0 29,376 31,416 29,376 29,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.0 0.0 98.0 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 25 25 26 27 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,212 COMMITMENTS 105 0 0 51,064 50,659 51,169 50,659 43 553 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,550) 0 0 0 2,550 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.7 98.9 99.9 98.9 0.1 1.1 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 39,314 COMMITMENTS 0 4,249 170 38,869 34,704 39,039 39,123 275 191 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 510) 0 510 0 510 0 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.4 98.9 88.3 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 13 13 14 15 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,420 COMMITMENTS 510 841 0 19,018 19,260 19,528 20,101 892 319 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 220) 0 440 0 220 -220 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.1 0.0 93.1 94.3 95.6 98.4 4.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 17 13 18 15 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 987,369 COMMITMENTS 23,400 24,221 2,400 961,569 960,748 987,369 987,369 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 49,795) 0 0 0 49,795 49,795 49,795 49,795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.5 0.2 97.4 97.3 100.0 100.0 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 751,610 COMMITMENTS 50,505 0 51,495 649,610 700,115 751,610 751,610 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 6,005) 0 0 0 6,005 6,005 6,005 6,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 6.9 86.4 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 14 8 16 9 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,762 COMMITMENTS 279 70 23 24,171 24,194 24,473 24,287 289 475 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 281) -20 0 0 232 281 212 281 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.1 97.6 97.7 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 34 33 37 35 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,167 COMMITMENTS 1,172 5 115 15,667 16,558 16,954 16,678 213 489 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 445) -20 5 95 445 305 520 405 -75 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.7 91.3 96.5 98.8 97.2 1.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 19 21 23 23 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,485 COMMITMENTS 0 45 75 7,950 7,758 8,025 7,878 460 607 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 205) 0 -75 45 160 217 205 187 0 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.9 93.7 91.4 94.6 92.8 5.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 18 21 19 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,825 COMMITMENTS 0 0 0 12,225 12,502 12,225 12,502 600 323 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 195) -45 0 0 240 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 97.5 95.3 97.5 4.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 19 20 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,553,704 COMMITMENTS 404,938 146,870 373,727 676,873 968,323 1455538 1488920 98,166 64,784 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 13,809) -888 -4,925 5,990 10,793 7,079 15,895 8,144 -2,086 5,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 9.5 24.1 43.6 62.3 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 157 84 156 78 98 313 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 225,785 COMMITMENTS 49,747 17,391 7,513 134,441 143,661 191,701 168,565 34,084 57,220 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,432) 89 -316 1,947 3,189 3,016 5,225 4,647 -1,793 -1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 7.7 3.3 59.5 63.6 84.9 74.7 15.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 3 9 24 23 33 33 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,719 COMMITMENTS 25 664 875 35,744 35,105 36,644 36,644 75 75 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 9) 0 0 0 -16 84 -16 84 25 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 2.4 97.3 95.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 4 36 42 40 48 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 85,510 COMMITMENTS 5,712 27,429 4,501 70,963 48,343 81,176 80,273 4,334 5,237 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8) 0 -1,150 0 -200 1,050 -200 -100 208 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 32.1 5.3 83.0 56.5 94.9 93.9 5.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 8 10 25 22 38 33 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,035 COMMITMENTS 4,633 803 4,515 21,825 26,105 30,973 31,423 3,062 2,612 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -69) -323 800 -200 414 -1,121 -109 -521 40 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 2.4 13.3 64.1 76.7 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 5 14 15 22 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,835 COMMITMENTS 825 369 0 12,010 12,385 12,835 12,754 0 81 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 300) 300 0 0 0 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.9 0.0 93.6 96.5 100.0 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 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,117 COMMITMENTS 14,356 3,003 249 3,955 16,935 18,560 20,187 2,557 930 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -12) 180 -246 -49 -144 325 -13 30 1 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 14.2 1.2 18.7 80.2 87.9 95.6 12.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 66 27 7 28 29 97 62 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 37,110 COMMITMENTS 26,458 1,342 260 5,003 34,335 31,721 35,937 5,389 1,173 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,758) 1,624 -182 16 -90 2,163 1,550 1,997 208 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 3.6 0.7 13.5 92.5 85.5 96.8 14.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 87 13 7 15 34 105 51 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 295,262 COMMITMENTS 81,293 20,331 23,537 164,414 238,034 269,244 281,902 26,018 13,360 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,126) 1,178 2,518 2,613 -7,546 -8,808 -3,755 -3,677 629 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 6.9 8.0 55.7 80.6 91.2 95.5 8.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 72 19 43 79 88 174 135 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 35,386 COMMITMENTS 11,578 57 606 18,930 28,672 31,114 29,335 4,272 6,051 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -19) -197 0 0 20 75 -177 75 158 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 0.2 1.7 53.5 81.0 87.9 82.9 12.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 2 21 25 27 27 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 11,226 COMMITMENTS 0 0 0 10,221 9,417 10,221 9,417 1,005 1,809 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 50) 0 0 0 -13 -275 -13 -275 63 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 83.9 91.0 83.9 9.0 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 17 17 17 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,041 COMMITMENTS 100 25 400 3,541 3,508 4,041 3,933 0 108 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.6 9.9 87.6 86.8 100.0 97.3 0.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 23 24 26 26 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,970 COMMITMENTS 1,218 942 240 54,691 55,713 56,149 56,895 821 75 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,836) 85 -50 46 2,705 2,890 2,836 2,886 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.7 0.4 96.0 97.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 1 46 35 50 36 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,290 COMMITMENTS 0 0 0 14,065 14,290 14,065 14,290 225 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 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: 21) 0 0 0 20 7 20 7 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,932 COMMITMENTS 0 0 0 18,767 18,932 18,767 18,932 165 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 10 17 10 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,620 COMMITMENTS 170 4,070 50 8,400 4,500 8,620 8,620 0 0 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 100) -25 50 0 125 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 47.2 0.6 97.4 52.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 1 28 21 30 24 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,314 COMMITMENTS 355 0 65 11,465 12,009 11,885 12,074 429 240 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 690) 75 0 -45 620 745 650 700 40 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 93.1 97.5 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 23 19 25 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,306 COMMITMENTS 1,925 2,791 510 14,597 13,770 17,032 17,071 274 235 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 780) 32 404 84 696 228 812 716 -32 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 16.1 2.9 84.3 79.6 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 3 4 34 34 42 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,066 COMMITMENTS 1,127 150 501 9,168 10,278 10,796 10,929 270 137 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -99) -200 0 135 572 -8 507 127 -606 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.4 4.5 82.8 92.9 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 23 28 27 30 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,776 COMMITMENTS 12,007 714 760 18,493 30,026 31,260 31,500 516 276 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,028) 1,050 0 0 -22 1,028 1,028 1,028 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 2.2 2.4 58.2 94.5 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 2 3 27 29 39 34 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,746 COMMITMENTS 3,022 95 639 14,012 15,989 17,673 16,723 2,073 3,023 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 680) 681 -73 48 434 1,177 1,163 1,152 -483 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 0.5 3.2 71.0 81.0 89.5 84.7 10.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 1 16 18 21 19
Updated April 29, 2011