GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,852 COMMITMENTS 831 253 266 31,552 31,743 32,649 32,262 203 590 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -11,488) -88 -176 50 -11,527 -11,502 -11,565 -11,628 77 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.8 0.8 96.0 96.6 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 2 1 40 42 42 45 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,098 COMMITMENTS 0 0 0 12,974 12,978 12,974 12,978 124 120 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,180) 0 0 0 -3,152 -3,102 -3,152 -3,102 -28 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 25 27 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,463 COMMITMENTS 93 351 141 7,587 7,454 7,821 7,946 1,642 1,517 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,185) -4 11 -117 -886 -979 -1,007 -1,085 -178 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.7 1.5 80.2 78.8 82.6 84.0 17.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 29 32 32 35 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 5,350 COMMITMENTS 504 130 270 4,034 4,089 4,808 4,489 542 861 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,296) -390 -145 -11 -1,998 -2,246 -2,399 -2,402 103 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.4 5.0 75.4 76.4 89.9 83.9 10.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 2 7 35 43 43 51 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,500 COMMITMENTS 474 585 66 1,455 1,502 1,995 2,153 505 347 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -486) -105 15 -45 -146 -305 -296 -335 -190 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 23.4 2.6 58.2 60.1 79.8 86.1 20.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 15 13 16 16 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,505 COMMITMENTS 0 50 0 1,193 1,069 1,193 1,119 312 386 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -525) 0 -15 -15 -478 -392 -493 -422 -32 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 79.3 71.0 79.3 74.4 20.7 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 16 18 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 10,044 COMMITMENTS 0 0 0 9,804 9,498 9,804 9,498 240 546 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,072) 0 0 0 -1,994 -2,058 -1,994 -2,058 -78 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 94.6 97.6 94.6 2.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 20 17 20 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,258 COMMITMENTS 0 592 43 10,095 9,602 10,138 10,237 120 21 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,678) 0 -82 43 -2,656 -2,610 -2,613 -2,649 -65 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.4 98.4 93.6 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 16 21 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 314,173 COMMITMENTS 61,919 32,609 27,367 181,730 229,612 271,016 289,588 43,157 24,585 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 2,300) 2,273 -166 2,845 -2,357 275 2,761 2,954 -461 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 10.4 8.7 57.8 73.1 86.3 92.2 13.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 54 16 37 66 76 134 118 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 11,605 COMMITMENTS 475 880 290 10,810 10,185 11,575 11,355 30 250 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,684) -350 -144 40 -5,394 -5,830 -5,704 -5,934 20 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.6 2.5 93.1 87.8 99.7 97.8 0.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 3 6 3 37 36 42 45 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,594 COMMITMENTS 825 460 170 5,599 5,964 6,594 6,594 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -977) -35 25 -25 -872 -977 -932 -977 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 7.0 2.6 84.9 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 1 21 15 26 16 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,747 COMMITMENTS 264 648 319 1,958 1,624 2,541 2,591 1,206 1,156 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -208) 67 30 107 -287 -207 -113 -70 -95 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 17.3 8.5 52.3 43.3 67.8 69.1 32.2 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 13 12 17 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,003,421 COMMITMENTS 167,465 355,265 348,785 398,527 259,600 914,777 963,650 88,644 39,771 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 73,268) 46,444 32,067 16,382 5,973 24,359 68,799 72,808 4,469 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 35.4 34.8 39.7 25.9 91.2 96.0 8.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 115 109 140 80 75 288 246 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 47,439 COMMITMENTS 0 0 0 36,558 44,231 36,558 44,231 10,881 3,208 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -4,116) 0 0 0 -3,518 -3,986 -3,518 -3,986 -598 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 77.1 93.2 77.1 93.2 22.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 14 14 14 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,086 COMMITMENTS 2,980 1,392 1,778 31,370 30,528 36,128 33,698 2,958 5,388 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,429) -652 -1,102 0 -1,593 -1,651 -2,245 -2,753 -184 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 3.6 4.5 80.3 78.1 92.4 86.2 7.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 14 13 17 16 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,140 COMMITMENTS 110 7,339 3,190 79,051 72,823 82,351 83,352 5,789 4,788 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,628) -620 -352 -62 -4,108 -4,974 -4,790 -5,388 -838 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.3 3.6 89.7 82.6 93.4 94.6 6.6 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,477 COMMITMENTS 862 0 1,408 61,389 63,200 63,659 64,608 8,818 7,869 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,670) 6 0 14 -2,711 -3,789 -2,691 -3,775 -979 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 1.9 84.7 87.2 87.8 89.1 12.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 17 15 18 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,636 COMMITMENTS 5,584 0 3,192 106,199 118,864 114,975 122,056 13,661 6,580 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -8,292) -812 0 -582 -5,970 -7,168 -7,364 -7,750 -928 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 2.5 82.6 92.4 89.4 94.9 10.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 22 23 25 25 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,612,548 COMMITMENTS 694,651 88,834 703,331 1185017 1791665 2582999 2583830 29,549 28,718 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -54,724) 53,697 -8,046 -37,710 -72,172 -15,757 -56,185 -61,513 1,461 6,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 3.4 26.9 45.4 68.6 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 46 20 52 101 88 165 143 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 961,124 COMMITMENTS 151,053 65,128 173,628 632,066 718,007 956,747 956,763 4,377 4,361 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -72,614) -52,482 -2,063 -14,355 -6,035 -55,617 -72,872 -72,035 258 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 6.8 18.1 65.8 74.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 26 24 36 44 35 88 77 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,810 COMMITMENTS 285 45 90 7,080 7,255 7,455 7,390 355 420 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 25) 0 -70 15 205 290 220 235 -195 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.6 1.2 90.7 92.9 95.5 94.6 4.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 18 18 19 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,177 COMMITMENTS 128 810 178 9,786 8,923 10,092 9,911 85 266 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,051) -29 30 16 -2,043 -2,156 -2,056 -2,110 5 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.0 1.7 96.2 87.7 99.2 97.4 0.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 4 29 27 35 32 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,320 COMMITMENTS 22 15 50 855 867 927 932 393 388 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -347) -26 15 3 -220 -175 -243 -157 -104 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 3.8 64.8 65.7 70.2 70.6 29.8 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 20 24 23 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,575 COMMITMENTS 12,752 812 1,227 29,592 42,324 43,571 44,363 2,004 1,212 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,389) -360 -70 42 -1,177 -1,549 -1,495 -1,577 106 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 1.8 2.7 64.9 92.9 95.6 97.3 4.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 3 33 27 39 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,571 COMMITMENTS 0 1,236 100 13,185 12,081 13,285 13,417 1,286 1,154 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -710) -94 24 -116 -638 -610 -848 -702 138 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 0.7 90.5 82.9 91.2 92.1 8.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 20 18 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,051 COMMITMENTS 292 2,120 872 25,596 24,721 26,760 27,713 2,291 1,338 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -902) 244 -448 380 -1,058 -954 -434 -1,022 -468 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.3 3.0 88.1 85.1 92.1 95.4 7.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 24 18 27 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,580 COMMITMENTS 18 402 352 10,120 10,226 10,490 10,980 1,090 600 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -47) -322 30 312 -27 -397 -37 -55 -10 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 3.0 87.4 88.3 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 16 20 18 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,044 COMMITMENTS 330 632 74 9,614 10,232 10,018 10,938 2,026 1,106 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -584) 326 -48 -2 -848 -580 -524 -630 -60 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.2 0.6 79.8 85.0 83.2 90.8 16.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 19 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,581 COMMITMENTS 0 340 0 46,156 46,220 46,156 46,560 425 21 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,840) 0 -42 0 -2,819 -2,695 -2,819 -2,737 -21 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 99.1 99.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 12 13 12 14 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 692,459 COMMITMENTS 0 6,322 0 692,459 686,137 692,459 692,459 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -70,642) -31,310 6,322 -6,322 -33,010 -70,642 -70,642 -70,642 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 12 14 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,493 COMMITMENTS 0 0 0 52,493 52,493 52,493 52,493 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -4,158) 0 -210 0 -4,158 -3,948 -4,158 -4,158 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: 26) 0 0 0 17 13 17 13 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 946,042 COMMITMENTS 0 0 0 946,042 946,042 946,042 946,042 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -65,280) 0 0 0 -65,280 -65,280 -65,280 -65,280 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 171,435 COMMITMENTS 0 763 1,489 169,946 169,183 171,435 171,435 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -11,109) -210 -210 0 -10,899 -10,899 -11,109 -11,109 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.9 99.1 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 1 22 27 23 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,986,811 COMMITMENTS 0 47,724 3,870 2982941 2935217 2986811 2986811 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -194,688) 0 0 0 -194,688 -194,688 -194,688 -194,688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.1 99.9 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 17 27 18 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,450 COMMITMENTS 4,450 1,380 132 44,868 47,683 49,450 49,195 0 255 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,108) -105 -105 0 -3,003 -3,003 -3,108 -3,108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.8 0.3 90.7 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,146,035 COMMITMENTS 23,400 46,429 0 1122635 1099606 1146035 1146035 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -53,320) 0 -1,536 0 -53,320 -51,784 -53,320 -53,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.1 0.0 98.0 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 24 23 25 25 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,301 COMMITMENTS 105 0 0 49,153 48,748 49,258 48,748 43 553 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,911) 0 0 0 -1,911 -1,911 -1,911 -1,911 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 37,844 COMMITMENTS 0 4,165 170 37,420 33,339 37,590 37,674 254 170 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,470) 0 -84 0 -1,449 -1,365 -1,449 -1,449 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 0.4 98.9 88.1 99.3 99.6 0.7 0.4 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,519 COMMITMENTS 510 526 0 19,159 19,674 19,669 20,200 850 319 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 99) 0 -315 0 141 414 141 99 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 93.4 95.9 95.9 98.4 4.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 13 18 14 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 950,521 COMMITMENTS 23,400 18,461 2,400 924,721 929,660 950,521 950,521 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -36,848) 0 -5,760 0 -36,848 -31,088 -36,848 -36,848 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.9 0.3 97.3 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 21 21 23 23 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 689,786 COMMITMENTS 89,673 0 12,327 587,786 677,459 689,786 689,786 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -61,824) 39,168 0 -39,168 -61,824 -22,656 -61,824 -61,824 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 0.0 1.8 85.2 98.2 100.0 100.0 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 25,542 COMMITMENTS 299 70 23 24,991 25,034 25,313 25,127 229 415 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 780) 20 0 0 820 840 840 840 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.1 97.8 98.0 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 2 35 35 38 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,036 COMMITMENTS 1,162 35 70 14,602 15,449 15,834 15,554 202 482 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,131) -10 30 -45 -1,065 -1,109 -1,120 -1,124 -11 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.2 0.4 91.1 96.3 98.7 97.0 1.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 18 23 22 25 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,968 COMMITMENTS 0 0 75 7,486 7,371 7,561 7,446 407 522 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -517) 0 -45 0 -464 -387 -464 -432 -53 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.9 94.0 92.5 94.9 93.4 5.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 1 20 19 21 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,434 COMMITMENTS 0 0 0 10,958 11,153 10,958 11,153 476 281 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,391) 0 0 0 -1,267 -1,349 -1,267 -1,349 -124 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 97.5 95.8 97.5 4.2 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,624,328 COMMITMENTS 399,341 155,015 410,705 713,611 997,315 1523657 1563035 100,671 61,293 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 70,624) -5,597 8,145 36,978 36,738 28,992 68,119 74,115 2,505 -3,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 9.5 25.3 43.9 61.4 93.8 96.2 6.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 155 90 165 84 99 326 285 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,962 COMMITMENTS 50,242 16,882 5,873 120,556 141,230 176,671 163,985 41,291 53,977 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,823) 495 -509 -1,640 -13,885 -2,431 -15,030 -4,580 7,207 -3,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 7.7 2.7 55.3 64.8 81.1 75.2 18.9 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 4 7 22 22 31 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,754 COMMITMENTS 0 476 975 27,704 27,228 28,679 28,679 75 75 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,965) -25 -188 100 -8,040 -7,877 -7,965 -7,965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 3.4 96.3 94.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 3 4 33 36 37 42 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 79,702 COMMITMENTS 6,159 20,412 4,531 65,160 49,614 75,850 74,557 3,852 5,145 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,808) 447 -7,017 30 -5,803 1,271 -5,326 -5,716 -482 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 25.6 5.7 81.8 62.2 95.2 93.5 4.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 8 10 25 22 39 33 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,881 COMMITMENTS 5,616 803 4,605 21,636 26,749 31,857 32,157 3,024 2,724 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 846) 983 0 90 -189 644 884 734 -38 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 2.3 13.2 62.0 76.7 91.3 92.2 8.7 7.8 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 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,545 COMMITMENTS 825 287 0 11,720 12,195 12,545 12,482 0 63 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -290) 0 -82 0 -290 -190 -290 -272 0 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 2.3 0.0 93.4 97.2 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 0 19 17 22 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,133 COMMITMENTS 14,414 2,617 319 3,658 17,120 18,391 20,056 2,742 1,077 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 16) 58 -386 70 -297 185 -169 -131 185 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.2 12.4 1.5 17.3 81.0 87.0 94.9 13.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 69 27 8 27 30 100 63 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,279 COMMITMENTS 29,084 2,092 262 5,188 36,577 34,534 38,931 5,745 1,348 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 3,169) 2,626 750 2 185 2,242 2,813 2,994 356 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.2 5.2 0.7 12.9 90.8 85.7 96.7 14.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 91 18 3 13 34 104 55 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,213 COMMITMENTS 83,076 21,992 23,557 168,516 240,847 275,149 286,396 26,064 14,817 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 5,951) 1,783 1,661 20 4,102 2,813 5,905 4,494 46 1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.3 7.8 55.9 80.0 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 76 17 43 74 89 167 137 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,363 COMMITMENTS 9,594 0 457 13,432 23,880 23,483 24,337 4,880 4,026 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,023) -1,984 -57 -149 -5,498 -4,792 -7,631 -4,998 608 -2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 0.0 1.6 47.4 84.2 82.8 85.8 17.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 0 2 16 22 22 24 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,086 COMMITMENTS 0 275 150 2,936 2,589 3,086 3,014 0 72 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -955) -100 250 -250 -605 -919 -955 -919 0 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 4.9 95.1 83.9 100.0 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 2 20 19 22 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,924 COMMITMENTS 1,172 379 265 48,703 50,205 50,140 50,849 784 75 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -6,046) -46 -563 25 -5,988 -5,508 -6,009 -6,046 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.7 0.5 95.6 98.6 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 1 2 43 33 47 35 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,065 COMMITMENTS 0 0 0 12,865 13,065 12,865 13,065 200 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,225) 0 0 0 -1,200 -1,225 -1,200 -1,225 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 100.0 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 7 19 7 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,255 COMMITMENTS 195 3,665 0 7,060 3,590 7,255 7,255 0 0 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,365) 25 -405 -50 -1,340 -910 -1,365 -1,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 50.5 0.0 97.3 49.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 0 28 18 30 20 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,298 COMMITMENTS 379 0 45 9,451 10,053 9,875 10,098 423 200 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,016) 24 0 -20 -2,014 -1,956 -2,010 -1,976 -6 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.4 91.8 97.6 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 22 18 24 19 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,495 COMMITMENTS 1,518 2,573 378 13,345 12,322 15,241 15,273 254 222 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,811) -407 -218 -132 -1,252 -1,448 -1,791 -1,798 -20 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 16.6 2.4 86.1 79.5 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 30 32 37 36 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,592 COMMITMENTS 967 150 456 7,949 8,872 9,372 9,478 220 114 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,474) -160 0 -45 -1,219 -1,406 -1,424 -1,451 -50 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 1.6 4.8 82.9 92.5 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 24 30 28 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,718 COMMITMENTS 11,162 563 623 17,463 28,268 29,248 29,454 470 264 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,058) -845 -151 -137 -1,030 -1,758 -2,012 -2,046 -46 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 1.9 2.1 58.8 95.1 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 1 4 25 29 38 34 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,343 COMMITMENTS 2,744 0 588 11,262 11,760 14,594 12,348 1,749 3,995 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -3,403) -278 -95 -51 -2,750 -4,229 -3,079 -4,375 -324 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.0 3.6 68.9 72.0 89.3 75.6 10.7 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 1 16 16 20 17
Updated May 6, 2011