GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,821 COMMITMENTS 856 373 301 33,467 33,557 34,624 34,231 197 590 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,969) 25 120 35 1,915 1,814 1,975 1,969 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.1 0.9 96.1 96.4 99.4 98.3 0.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 2 1 42 43 44 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,480 COMMITMENTS 0 0 0 14,345 14,360 14,345 14,360 135 120 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,382) 0 0 0 1,371 1,382 1,371 1,382 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.1 99.2 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 26 25 26 25 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 9,791 COMMITMENTS 96 385 161 8,043 7,757 8,300 8,303 1,491 1,488 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 328) 3 34 20 456 303 479 357 -151 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.9 1.6 82.1 79.2 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 2 30 35 33 38 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,227 COMMITMENTS 575 145 278 4,801 4,942 5,654 5,365 573 862 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 877) 71 15 8 767 853 846 876 31 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.3 4.5 77.1 79.4 90.8 86.2 9.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 2 9 37 46 46 56 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,686 COMMITMENTS 499 575 126 1,551 1,608 2,176 2,309 510 377 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 186) 25 -10 60 96 106 181 156 5 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 21.4 4.7 57.7 59.9 81.0 86.0 19.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 15 16 18 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,558 COMMITMENTS 0 50 0 1,301 1,143 1,301 1,193 257 365 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 53) 0 0 0 108 74 108 74 -55 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 83.5 73.4 83.5 76.6 16.5 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 17 20 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,497 COMMITMENTS 0 15 35 1,036 1,231 1,071 1,281 426 216 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -419) -20 15 -5 -259 -388 -284 -378 -135 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 2.3 69.2 82.2 71.5 85.6 28.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 13 19 14 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,030 COMMITMENTS 0 0 0 10,790 10,610 10,790 10,610 240 420 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 986) 0 0 0 986 1,112 986 1,112 0 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 96.2 97.8 96.2 2.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 19 17 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,943 COMMITMENTS 0 767 0 11,798 11,155 11,798 11,922 145 21 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,685) 0 175 -43 1,703 1,553 1,660 1,685 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.0 98.8 93.4 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 22 17 22 18 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 307,317 COMMITMENTS 55,058 32,093 35,024 176,336 211,334 266,418 278,451 40,899 28,866 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -6,856) -6,861 -516 7,657 -5,394 -18,278 -4,598 -11,137 -2,258 4,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 10.4 11.4 57.4 68.8 86.7 90.6 13.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 44 18 39 65 75 126 121 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,016 COMMITMENTS 475 941 290 12,211 11,785 12,976 13,016 40 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,411) 0 61 0 1,401 1,600 1,401 1,661 10 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 7.2 2.2 93.8 90.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 3 6 3 39 37 44 46 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,044 COMMITMENTS 775 460 170 6,099 6,414 7,044 7,044 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 450) -50 0 0 500 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 6.5 2.4 86.6 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 1 23 16 28 17 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,798 COMMITMENTS 331 639 312 1,916 1,653 2,559 2,604 1,239 1,194 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 51) 67 -9 -7 -42 29 18 13 33 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 16.8 8.2 50.4 43.5 67.4 68.6 32.6 31.4 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 981,157 COMMITMENTS 135,612 337,087 353,893 413,629 252,000 903,134 942,980 78,023 38,177 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -22,264) -31,853 -18,178 5,108 15,102 -7,600 -11,643 -20,670 -10,621 -1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 34.4 36.1 42.2 25.7 92.0 96.1 8.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 108 101 141 84 74 279 244 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (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 77.1 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,684 COMMITMENTS 2,496 1,392 1,778 31,370 30,126 35,644 33,296 3,040 5,388 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -402) -484 0 0 0 -402 -484 -402 82 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 3.6 4.6 81.1 77.9 92.1 86.1 7.9 13.9 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,110 COMMITMENTS 110 7,339 3,190 79,051 72,703 82,351 83,232 5,759 4,878 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -30) 0 0 0 0 -120 0 -120 -30 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.3 3.6 89.7 82.5 93.5 94.5 6.5 5.5 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,537 COMMITMENTS 922 0 1,378 61,419 63,260 63,719 64,638 8,818 7,899 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 60) 60 0 -30 30 60 60 30 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,115 COMMITMENTS 4,236 0 4,151 105,945 117,444 114,332 121,595 13,783 6,520 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -521) -1,348 0 959 -254 -1,420 -643 -461 122 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 3.2 82.7 91.7 89.2 94.9 10.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 22 24 25 26 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,647,519 COMMITMENTS 679,666 86,971 720,803 1217589 1812259 2618058 2620033 29,461 27,486 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 34,971) -14,985 -1,863 17,472 32,572 20,594 35,059 36,203 -88 -1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 3.3 27.2 46.0 68.5 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 44 23 51 102 90 166 144 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 973,126 COMMITMENTS 152,245 76,584 173,936 642,523 717,773 968,704 968,293 4,422 4,833 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 12,002) 1,192 11,456 308 10,457 -234 11,957 11,530 45 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 7.9 17.9 66.0 73.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 25 38 44 34 91 78 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,540 COMMITMENTS 285 45 120 6,765 7,000 7,170 7,165 370 375 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -270) 0 0 30 -315 -255 -285 -225 15 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.6 1.6 89.7 92.8 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 17 19 18 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,723 COMMITMENTS 160 967 91 10,322 9,371 10,573 10,429 150 294 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 546) 32 157 -87 536 448 481 518 65 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.0 0.8 96.3 87.4 98.6 97.3 1.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 31 29 36 33 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,466 COMMITMENTS 57 7 62 1,013 1,077 1,132 1,146 334 320 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 146) 35 -8 12 158 210 205 214 -59 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.5 4.2 69.1 73.5 77.2 78.2 22.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 4 24 22 28 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,188 COMMITMENTS 14,768 764 1,232 30,184 44,980 46,184 46,976 2,004 1,212 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,613) 2,016 -48 5 592 2,656 2,613 2,613 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 1.6 2.6 62.6 93.3 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 3 3 34 28 40 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,905 COMMITMENTS 0 1,346 100 13,643 12,309 13,743 13,755 1,162 1,150 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 334) 0 110 0 458 228 458 338 -124 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.7 91.5 82.6 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 21 18 22 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,407 COMMITMENTS 292 2,120 824 25,888 25,147 27,004 28,091 2,403 1,316 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 356) 0 0 -48 292 426 244 378 112 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.2 2.8 88.0 85.5 91.8 95.5 8.2 4.5 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,750 COMMITMENTS 18 402 352 10,280 10,396 10,650 11,150 1,100 600 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 170) 0 0 0 160 170 160 170 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.4 3.0 87.5 88.5 90.6 94.9 9.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 16 20 18 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,352 COMMITMENTS 147 0 0 22,035 22,182 22,182 22,182 170 170 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.6 99.2 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 8 14 8 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,030 COMMITMENTS 330 632 74 9,476 10,232 9,880 10,938 2,150 1,092 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -14) 0 0 0 -138 0 -138 0 124 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.3 0.6 78.8 85.1 82.1 90.9 17.9 9.1 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 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (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 0.7 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 693,243 COMMITMENTS 0 6,322 0 693,243 686,921 693,243 693,243 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 784) 0 0 0 784 784 784 784 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,808 COMMITMENTS 0 0 0 52,808 52,808 52,808 52,808 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 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 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (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 0.0 100.0 100.0 100.0 100.0 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 172,633 COMMITMENTS 0 468 1,999 170,634 170,166 172,633 172,633 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,198) 0 -295 510 688 983 1,198 1,198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.2 98.8 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 1 23 27 24 28 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,996,219 COMMITMENTS 0 38,316 13,278 2982941 2944625 2996219 2996219 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 9,408) 0 -9,408 9,408 0 9,408 9,408 9,408 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.4 99.6 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 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,176,179 COMMITMENTS 46,720 46,429 0 1129459 1129750 1176179 1176179 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 30,144) 23,320 0 0 6,824 30,144 30,144 30,144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.9 0.0 96.0 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 0 24 22 26 24 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,746 COMMITMENTS 105 0 0 51,598 51,193 51,703 51,193 43 553 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,445) 0 0 0 2,445 2,445 2,445 2,445 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: 29) 1 0 0 20 20 21 20 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| 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 3,655 170 37,420 33,849 37,590 37,674 254 170 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 0) 0 -510 0 0 510 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.4 98.9 89.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 13 14 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 401,005 COMMITMENTS 2,040 0 0 398,965 401,005 401,005 401,005 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 8 14 8 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 989,225 COMMITMENTS 23,400 18,461 2,400 963,425 968,364 989,225 989,225 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 38,704) 0 0 0 38,704 38,704 38,704 38,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.9 0.2 97.4 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 21 22 23 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| 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 05/03/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,726 COMMITMENTS 211 70 68 23,143 23,193 23,422 23,331 304 395 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,816) -88 0 45 -1,848 -1,841 -1,891 -1,796 75 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.3 0.3 97.5 97.8 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 34 36 37 38 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,055 COMMITMENTS 1,023 55 70 14,760 15,448 15,853 15,573 202 482 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 19) -139 20 0 158 -1 19 19 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.3 0.4 91.9 96.2 98.7 97.0 1.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 19 23 23 25 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,804 COMMITMENTS 0 0 75 7,282 7,207 7,357 7,282 447 522 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -164) 0 0 0 -204 -164 -204 -164 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.0 93.3 92.4 94.3 93.3 5.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 1 18 19 19 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,648 COMMITMENTS 40 0 5 11,152 11,347 11,197 11,352 451 296 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 214) 40 0 5 194 194 239 199 -25 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 95.7 97.4 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 20 20 21 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,653,799 COMMITMENTS 380,615 169,101 434,232 746,443 989,614 1561290 1592947 92,509 60,852 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 29,471) -18,726 14,086 23,527 32,832 -7,701 37,633 29,912 -8,162 -441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 10.2 26.3 45.1 59.8 94.4 96.3 5.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 150 94 175 89 98 326 298 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,162 COMMITMENTS 53,477 16,982 5,767 119,670 137,879 178,914 160,628 38,248 56,534 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -800) 3,235 100 -106 -886 -3,351 2,243 -3,357 -3,043 2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 7.8 2.7 55.1 63.5 82.4 74.0 17.6 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 4 7 21 21 31 29 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,329 COMMITMENTS 0 500 950 29,279 28,779 30,229 30,229 100 100 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,575) 0 24 -25 1,575 1,551 1,550 1,550 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 3.1 96.5 94.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 4 4 34 35 38 42 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,098 COMMITMENTS 4,210 18,912 4,531 65,391 49,352 74,132 72,795 3,966 5,303 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,604) -1,949 -1,500 0 231 -262 -1,718 -1,762 114 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 24.2 5.8 83.7 63.2 94.9 93.2 5.1 6.8 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,428 COMMITMENTS 4,215 800 4,546 21,916 26,363 30,677 31,709 3,751 2,719 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -453) -1,401 -3 -59 280 -386 -1,180 -448 727 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 2.3 13.2 63.7 76.6 89.1 92.1 10.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 5 14 15 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,595 COMMITMENTS 1,275 287 0 12,320 13,245 13,595 13,532 0 63 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,050) 450 0 0 600 1,050 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.1 0.0 90.6 97.4 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 19 19 23 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,710 COMMITMENTS 12,838 3,524 376 5,383 15,728 18,597 19,628 2,113 1,082 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -423) -1,576 907 57 1,725 -1,392 206 -428 -629 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 17.0 1.8 26.0 75.9 89.8 94.8 10.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 57 37 9 27 29 90 71 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 36,391 COMMITMENTS 25,278 1,551 248 5,192 33,213 30,718 35,012 5,673 1,379 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -3,888) -3,806 -541 -14 4 -3,364 -3,816 -3,919 -72 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 4.3 0.7 14.3 91.3 84.4 96.2 15.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 79 13 8 13 35 96 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 290,808 COMMITMENTS 82,663 22,702 16,510 170,243 236,990 269,416 276,202 21,392 14,606 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -10,405) -413 710 -7,047 1,727 -3,857 -5,733 -10,194 -4,672 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 7.8 5.7 58.5 81.5 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 75 21 43 73 91 163 141 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,467 COMMITMENTS 10,183 0 577 13,402 24,745 24,162 25,322 5,305 4,145 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,104) 589 0 120 -30 865 679 985 425 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 0.0 2.0 45.5 84.0 82.0 85.9 18.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 0 4 15 21 22 25 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,236 COMMITMENTS 0 275 150 3,086 2,739 3,236 3,164 0 72 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 4.6 95.4 84.6 100.0 97.8 0.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 2 19 19 21 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 53,984 COMMITMENTS 1,422 379 265 51,513 53,265 53,200 53,909 784 75 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 3,060) 250 0 0 2,810 3,060 3,060 3,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.7 0.5 95.4 98.7 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,785 COMMITMENTS 0 0 0 12,585 12,785 12,585 12,785 200 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -280) 0 0 0 -280 -280 -280 -280 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: 20) 0 0 0 19 7 19 7 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 17,470 COMMITMENTS 0 0 0 17,430 17,470 17,430 17,470 40 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,462) 0 0 0 -1,337 -1,462 -1,337 -1,462 -125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 12 15 12 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,770 COMMITMENTS 145 3,915 0 7,625 3,855 7,770 7,770 0 0 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 515) -50 250 0 565 265 515 515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 50.4 0.0 98.1 49.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 0 29 20 30 22 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,249 COMMITMENTS 469 0 45 9,256 10,004 9,770 10,049 479 200 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -49) 90 0 0 -195 -49 -105 -49 56 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.4 90.3 97.6 95.3 98.0 4.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 19 24 20 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,454 COMMITMENTS 1,614 4,032 545 15,197 12,789 17,356 17,366 98 88 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,959) 96 1,459 167 1,852 467 2,115 2,093 -156 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 23.1 3.1 87.1 73.3 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 3 4 36 34 43 38 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,650 COMMITMENTS 698 150 492 9,235 9,894 10,425 10,536 225 114 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,058) -269 0 36 1,286 1,022 1,053 1,058 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.4 4.6 86.7 92.9 97.9 98.9 2.1 1.1 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 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,572 COMMITMENTS 10,415 563 790 17,897 27,955 29,102 29,308 470 264 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -146) -747 0 167 434 -313 -146 -146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 1.9 2.7 60.5 94.5 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 1 5 26 29 39 35 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/10/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,524 COMMITMENTS 4,024 425 349 11,588 12,575 15,961 13,349 1,563 4,175 CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 1,181) 1,280 425 -239 326 815 1,367 1,001 -186 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 2.4 2.0 66.1 71.8 91.1 76.2 8.9 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 16 15 19 17
Updated May 13, 2010