GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,900 COMMITMENTS 996 433 261 35,503 35,648 36,760 36,342 140 558 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,079) 140 60 -40 2,036 2,091 2,136 2,111 -57 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.2 0.7 96.2 96.6 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 2 1 43 44 45 47 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,344 COMMITMENTS 0 0 0 15,218 15,224 15,218 15,224 126 120 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 864) 0 0 0 873 864 873 864 -9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 26 27 26 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,105 COMMITMENTS 100 390 127 8,336 7,941 8,563 8,458 1,542 1,647 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 314) 4 5 -34 293 184 263 155 51 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.9 1.3 82.5 78.6 84.7 83.7 15.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 2 31 34 34 37 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,829 COMMITMENTS 665 155 305 5,242 5,571 6,212 6,031 617 798 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 602) 90 10 27 441 629 558 666 44 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.3 4.5 76.8 81.6 91.0 88.3 9.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 2 9 42 50 51 60 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,981 COMMITMENTS 514 430 141 1,739 1,963 2,394 2,534 587 447 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 295) 15 -145 15 188 355 218 225 77 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 14.4 4.7 58.3 65.9 80.3 85.0 19.7 15.0 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,583 COMMITMENTS 0 50 0 1,221 1,139 1,221 1,189 362 394 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 25) 0 0 0 -80 -4 -80 -4 105 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 77.1 72.0 77.1 75.1 22.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 16 19 17 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,606 COMMITMENTS 0 15 35 1,104 1,331 1,139 1,381 467 225 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 109) 0 0 0 68 100 68 100 41 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 2.2 68.7 82.9 70.9 86.0 29.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 18 15 19 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 11,618 COMMITMENTS 0 0 0 11,438 11,198 11,438 11,198 180 420 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 588) 0 0 0 648 588 648 588 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 96.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 19 20 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,061 COMMITMENTS 0 1,097 0 12,941 11,943 12,941 13,040 120 21 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,118) 0 330 0 1,143 788 1,143 1,118 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 0.0 99.1 91.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 24 19 24 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,771 COMMITMENTS 54,140 29,121 35,434 181,653 219,293 271,227 283,848 39,544 26,923 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,454) -918 -2,972 410 5,317 7,959 4,809 5,397 -1,355 -1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 9.4 11.4 58.5 70.6 87.3 91.3 12.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 48 14 41 71 77 134 122 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,490 COMMITMENTS 375 1,091 440 12,635 11,959 13,450 13,490 40 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 474) -100 150 150 424 174 474 474 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 8.1 3.3 93.7 88.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 2 6 6 39 38 47 48 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,305 COMMITMENTS 1,165 460 170 5,949 6,675 7,284 7,305 21 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 261) 390 0 0 -150 261 240 261 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 6.3 2.3 81.4 91.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 1 22 17 29 18 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 3,818 COMMITMENTS 295 644 312 1,952 1,635 2,559 2,591 1,259 1,227 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 20) -36 5 0 36 -18 0 -13 20 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 16.9 8.2 51.1 42.8 67.0 67.9 33.0 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 4 14 11 18 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 956,074 COMMITMENTS 128,391 326,543 341,540 410,713 246,115 880,644 914,198 75,430 41,876 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -25,083) -7,221 -10,544 -12,353 -2,916 -5,885 -22,490 -28,782 -2,593 3,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 34.2 35.7 43.0 25.7 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 103 121 148 82 73 277 268 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| 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 05/10/11 (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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 39,908 COMMITMENTS 2,496 1,392 1,778 32,594 31,350 36,868 34,520 3,040 5,388 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,224) 0 0 0 1,224 1,224 1,224 1,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 3.5 4.5 81.7 78.6 92.4 86.5 7.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 14 14 17 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,190 COMMITMENTS 110 7,339 3,190 79,437 73,033 82,737 83,562 5,453 4,628 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 80) 0 0 0 386 330 386 330 -306 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.3 3.6 90.1 82.8 93.8 94.8 6.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 3 17 23 20 26 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,779 COMMITMENTS 1,226 0 1,316 61,419 63,564 63,961 64,880 8,818 7,899 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 242) 304 0 -62 0 304 242 242 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.8 84.4 87.3 87.9 89.1 12.1 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,214 COMMITMENTS 5,168 0 3,587 105,676 118,007 114,431 121,594 13,783 6,620 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 99) 932 0 -564 -269 563 99 -1 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 2.8 82.4 92.0 89.3 94.8 10.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 22 25 25 27 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,653,985 COMMITMENTS 582,658 71,365 768,487 1270460 1784665 2621605 2624517 32,380 29,468 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 6,466) -97,008 -15,606 47,684 52,871 -27,594 3,547 4,484 2,919 1,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 2.7 29.0 47.9 67.2 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 47 20 50 103 91 167 144 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 991,505 COMMITMENTS 170,570 86,226 167,439 649,542 732,715 987,551 986,380 3,954 5,125 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 18,379) 18,325 9,642 -6,497 7,019 14,942 18,847 18,087 -468 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 8.7 16.9 65.5 73.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 25 29 39 45 37 92 83 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,630 COMMITMENTS 285 30 120 6,695 7,020 7,100 7,170 530 460 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 90) 0 -15 0 -70 20 -70 5 160 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 1.6 87.7 92.0 93.1 94.0 6.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 15 17 16 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,155 COMMITMENTS 218 1,027 131 10,667 9,740 11,016 10,898 139 257 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 432) 58 60 40 345 369 443 469 -11 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 9.2 1.2 95.6 87.3 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 4 32 31 39 36 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,502 COMMITMENTS 60 11 54 1,191 1,066 1,305 1,131 197 371 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 36) 3 4 -8 178 -11 173 -15 -137 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.7 3.6 79.3 71.0 86.9 75.3 13.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 25 23 28 26 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,474 COMMITMENTS 15,236 736 1,260 29,936 45,266 46,432 47,262 2,042 1,212 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 286) 468 -28 28 -248 286 248 286 38 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 1.5 2.6 61.8 93.4 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 3 3 35 27 41 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,021 COMMITMENTS 0 1,382 100 13,707 12,389 13,807 13,871 1,214 1,150 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 116) 0 36 0 64 80 64 116 52 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 0.7 91.3 82.5 91.9 92.3 8.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 21 19 22 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,811 COMMITMENTS 642 1,038 30 7,605 8,533 8,277 9,601 2,534 1,210 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.6 0.3 70.3 78.9 76.6 88.8 23.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 14 14 16 16 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,413 COMMITMENTS 302 2,120 814 25,868 25,175 26,984 28,109 2,429 1,304 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 6) 10 0 -10 -20 28 -20 18 26 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.2 2.8 87.9 85.6 91.7 95.6 8.3 4.4 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,820 COMMITMENTS 18 416 352 10,334 10,452 10,704 11,220 1,116 600 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 70) 0 14 0 54 56 54 70 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 3.0 87.4 88.4 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,763 COMMITMENTS 147 0 0 22,446 22,593 22,593 22,593 170 170 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 411) 0 0 0 411 411 411 411 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.6 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 13 9 14 9 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| 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 05/10/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 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 05/17/11 | --------------------------------------------------------------| 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 05/10/11 (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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 717,034 COMMITMENTS 0 6,322 0 717,034 710,712 717,034 717,034 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 23,791) 0 0 0 23,791 23,791 23,791 23,791 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,778 COMMITMENTS 0 0 0 55,778 55,778 55,778 55,778 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,970) 0 0 0 2,970 2,970 2,970 2,970 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 993,002 COMMITMENTS 0 0 0 993,002 993,002 993,002 993,002 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 46,960) 0 0 0 46,960 46,960 46,960 46,960 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 176,023 COMMITMENTS 0 468 1,999 174,024 173,556 176,023 176,023 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,390) 0 0 0 3,390 3,390 3,390 3,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.1 98.9 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,043,179 COMMITMENTS 0 38,316 13,278 3029901 2991585 3043179 3043179 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 46,960) 0 0 0 46,960 46,960 46,960 46,960 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,660 COMMITMENTS 4,450 1,380 132 45,078 48,148 49,660 49,660 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 465 210 465 0 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.8 0.3 90.8 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 24 20 28 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,186,024 COMMITMENTS 46,720 46,429 0 1139304 1139595 1186024 1186024 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 9,845) 0 0 0 9,845 9,845 9,845 9,845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.9 0.0 96.1 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,832 COMMITMENTS 105 0 0 51,684 51,279 51,789 51,279 43 553 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 86) 0 0 0 86 86 86 86 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 05/17/11 | --------------------------------------------------------------| 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 05/10/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 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 05/17/11 | --------------------------------------------------------------| 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 19,584 19,674 20,094 20,200 425 319 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 425 0 425 0 -425 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.6 0.0 95.4 95.9 97.9 98.4 2.1 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 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 402,605 COMMITMENTS 2,040 0 0 400,565 402,605 402,605 402,605 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,600) 0 0 0 1,600 1,600 1,600 1,600 0 0 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: 21) 1 0 0 13 9 14 9 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 990,825 COMMITMENTS 23,400 18,461 2,400 965,025 969,964 990,825 990,825 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,600) 0 0 0 1,600 1,600 1,600 1,600 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 05/17/11 | --------------------------------------------------------------| 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 05/10/11 (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 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 159,576 COMMITMENTS 0 0 0 159,576 159,576 159,576 159,576 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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: 20) 0 0 0 10 12 10 12 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,833 COMMITMENTS 81 70 20 22,333 22,348 22,434 22,438 399 395 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -893) -130 0 -48 -810 -845 -988 -893 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.1 97.8 97.9 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 34 36 36 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,126 COMMITMENTS 988 110 70 14,866 15,464 15,924 15,644 202 482 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 71) -35 55 0 106 16 71 71 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.7 0.4 92.2 95.9 98.7 97.0 1.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 20 23 24 25 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,852 COMMITMENTS 0 30 45 7,500 7,235 7,545 7,310 307 542 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 48) 0 30 -30 218 28 188 28 -140 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.6 95.5 92.1 96.1 93.1 3.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 19 20 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,644 COMMITMENTS 0 0 0 11,178 11,323 11,178 11,323 466 321 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4) -40 0 -5 26 -24 -19 -29 15 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 97.2 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 20 20 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,582,868 COMMITMENTS 344,633 141,554 413,835 723,749 955,276 1482217 1510665 100,651 72,203 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -70,931) -35,982 -27,547 -20,397 -22,694 -34,338 -79,073 -82,282 8,142 11,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 8.9 26.1 45.7 60.4 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 142 83 168 97 99 325 285 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 217,282 COMMITMENTS 53,916 14,683 5,307 118,752 140,620 177,975 160,610 39,307 56,672 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 120) 439 -2,299 -460 -918 2,741 -939 -18 1,059 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 6.8 2.4 54.7 64.7 81.9 73.9 18.1 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 22 22 31 29 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,979 COMMITMENTS 0 525 900 31,029 30,504 31,929 31,929 50 50 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,650) 0 25 -50 1,750 1,725 1,700 1,700 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 2.8 97.0 95.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 4 3 35 36 38 43 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 76,021 COMMITMENTS 2,507 18,071 4,468 65,242 48,430 72,217 70,969 3,804 5,052 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,077) -1,703 -841 -63 -149 -922 -1,915 -1,826 -162 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 23.8 5.9 85.8 63.7 95.0 93.4 5.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 7 10 25 22 36 32 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,139 COMMITMENTS 2,359 1,033 3,406 21,393 23,712 27,158 28,151 2,981 1,988 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,289) -1,856 233 -1,140 -523 -2,651 -3,519 -3,558 -770 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.4 11.3 71.0 78.7 90.1 93.4 9.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 14 15 19 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,245 COMMITMENTS 2,175 287 0 13,070 14,895 15,245 15,182 0 63 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,650) 900 0 0 750 1,650 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.9 0.0 85.7 97.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 0 19 19 24 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,857 COMMITMENTS 12,339 4,031 499 4,928 14,117 17,766 18,647 2,091 1,210 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -853) -499 507 123 -455 -1,611 -831 -981 -22 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 20.3 2.5 24.8 71.1 89.5 93.9 10.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 53 40 9 26 26 86 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,215 COMMITMENTS 24,063 1,848 184 5,674 31,109 29,921 33,141 5,294 2,074 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,176) -1,215 297 -64 482 -2,104 -797 -1,871 -379 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 5.2 0.5 16.1 88.3 85.0 94.1 15.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 82 18 7 14 34 101 54 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 277,617 COMMITMENTS 69,099 16,882 22,321 167,185 224,593 258,605 263,796 19,012 13,821 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -13,191) -13,564 -5,820 5,811 -3,058 -12,397 -10,811 -12,406 -2,380 -785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 6.1 8.0 60.2 80.9 93.2 95.0 6.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 65 17 47 75 93 160 143 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,199 COMMITMENTS 9,805 241 623 14,349 25,579 24,777 26,443 5,422 3,756 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 732) -378 241 46 947 834 615 1,121 117 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 0.8 2.1 47.5 84.7 82.0 87.6 18.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 1 4 18 21 26 25 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,448 COMMITMENTS 0 275 150 3,298 2,951 3,448 3,376 0 72 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 212) 0 0 0 212 212 212 212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 4.4 95.6 85.6 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 2 18 19 20 22 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,428 COMMITMENTS 1,347 404 243 54,075 55,727 55,665 56,374 763 54 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,444) -75 25 -22 2,562 2,462 2,465 2,465 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.7 0.4 95.8 98.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 1 2 44 35 48 37 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,120 COMMITMENTS 0 0 0 11,920 12,120 11,920 12,120 200 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -665) 0 0 0 -665 -665 -665 -665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 100.0 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 9 19 9 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,525 COMMITMENTS 0 0 0 18,485 18,525 18,485 18,525 40 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,055) 0 0 0 1,055 1,055 1,055 1,055 0 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: 22) 0 0 0 15 13 15 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,965 COMMITMENTS 145 4,065 0 7,820 3,900 7,965 7,965 0 0 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 195) 0 150 0 195 45 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 51.0 0.0 98.2 49.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 0 31 21 32 23 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,934 COMMITMENTS 644 0 45 9,751 10,689 10,440 10,734 494 200 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 685) 175 0 0 495 685 670 685 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 0.4 89.2 97.8 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 22 21 24 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,361 COMMITMENTS 1,550 3,537 858 15,800 13,823 18,208 18,218 153 143 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 907) -64 -495 313 603 1,034 852 852 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 19.3 4.7 86.1 75.3 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 4 5 38 36 45 42 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,515 COMMITMENTS 553 150 492 10,250 10,764 11,295 11,406 220 109 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 865) -145 0 0 1,015 870 870 870 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.3 4.3 89.0 93.5 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 2 26 30 29 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,466 COMMITMENTS 11,402 563 1,075 17,519 28,588 29,996 30,226 470 240 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 894) 987 0 285 -378 633 894 918 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 1.8 3.5 57.5 93.8 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 1 7 27 29 41 37 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,730 COMMITMENTS 3,945 284 608 12,361 12,862 16,914 13,754 1,816 4,976 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,206) -79 -141 259 773 287 953 405 253 801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 1.5 3.2 66.0 68.7 90.3 73.4 9.7 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 17 14 20 16
Updated May 20, 2011