GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,390 COMMITMENTS 1,378 521 102 36,767 37,206 38,247 37,829 143 561 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,490) 382 88 -159 1,264 1,558 1,487 1,487 3 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.4 0.3 95.8 96.9 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 2 1 44 45 46 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,371 COMMITMENTS 0 0 0 14,245 14,251 14,245 14,251 126 120 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -973) 0 0 0 -973 -973 -973 -973 0 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: 36) 0 0 0 26 27 26 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,342 COMMITMENTS 98 400 146 8,639 8,342 8,883 8,888 1,459 1,454 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 237) -2 10 19 303 401 320 430 -83 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.9 1.4 83.5 80.7 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 33 37 36 41 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,293 COMMITMENTS 517 168 277 5,867 6,119 6,661 6,564 632 729 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 464) -148 13 -28 625 548 449 533 15 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.3 3.8 80.4 83.9 91.3 90.0 8.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 3 7 44 53 52 61 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,098 COMMITMENTS 370 0 0 2,488 2,630 2,858 2,630 1,240 1,468 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.0 60.7 64.2 69.7 64.2 30.3 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 18 19 19 19 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,037 COMMITMENTS 514 360 156 1,801 2,133 2,471 2,649 566 388 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 56) 0 -70 15 62 170 77 115 -21 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 11.9 5.1 59.3 70.2 81.4 87.2 18.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 16 16 18 19 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,643 COMMITMENTS 0 50 0 1,336 1,149 1,336 1,199 307 444 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 60) 0 0 0 115 10 115 10 -55 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 81.3 69.9 81.3 73.0 18.7 27.0 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,694 COMMITMENTS 0 15 35 1,149 1,373 1,184 1,423 510 271 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 88) 0 0 0 45 42 45 42 43 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 2.1 67.8 81.1 69.9 84.0 30.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 19 15 20 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,245 COMMITMENTS 0 0 0 12,065 11,762 12,065 11,762 180 483 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 627) 0 0 0 627 564 627 564 0 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.5 96.1 98.5 96.1 1.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 19 19 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,531 COMMITMENTS 0 1,754 0 14,411 12,756 14,411 14,510 120 21 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,470) 0 657 0 1,470 813 1,470 1,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 0.0 99.2 87.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 25 19 25 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 310,794 COMMITMENTS 51,993 28,427 35,282 183,246 217,972 270,521 281,681 40,273 29,113 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 23) -2,147 -694 -152 1,593 -1,321 -706 -2,167 729 2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 9.1 11.4 59.0 70.1 87.0 90.6 13.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 45 17 41 72 74 134 120 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,090 COMMITMENTS 425 1,091 490 14,035 13,409 14,950 14,990 140 100 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,600) 50 0 50 1,400 1,450 1,500 1,500 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.2 3.2 93.0 88.9 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 3 6 6 40 41 48 51 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,655 COMMITMENTS 1,290 610 220 6,124 6,825 7,634 7,655 21 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 350) 125 150 50 175 150 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.0 2.9 80.0 89.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 23 18 30 21 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 4,030 COMMITMENTS 211 683 358 2,186 1,749 2,755 2,790 1,275 1,240 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 212) -84 39 46 234 114 196 199 16 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 16.9 8.9 54.2 43.4 68.4 69.2 31.6 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 4 14 11 18 15 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,758 COMMITMENTS 468 420 0 3,984 4,502 4,452 4,922 1,306 836 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.3 0.0 69.2 78.2 77.3 85.5 22.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 16 15 17 16 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 915,318 COMMITMENTS 122,424 314,764 322,187 397,363 240,357 841,974 877,308 73,344 38,010 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -40,756) -5,967 -11,779 -19,353 -13,350 -5,758 -38,670 -36,890 -2,086 -3,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 34.4 35.2 43.4 26.3 92.0 95.8 8.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 95 125 145 80 72 270 261 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| 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 05/17/11 (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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,716 COMMITMENTS 2,496 1,192 1,978 32,794 32,158 37,268 35,328 3,448 5,388 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 808) 0 -200 200 200 808 400 808 408 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.9 4.9 80.5 79.0 91.5 86.8 8.5 13.2 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,508 COMMITMENTS 830 7,459 3,190 79,915 74,353 83,935 85,002 5,573 4,506 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,318) 720 120 0 478 1,320 1,198 1,440 120 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.3 3.6 89.3 83.1 93.8 95.0 6.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 18 24 21 27 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,748 COMMITMENTS 1,134 0 1,377 61,419 63,460 63,930 64,837 8,818 7,911 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -31) -92 0 61 0 -104 -31 -43 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.9 84.4 87.2 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,320 COMMITMENTS 4,623 375 3,918 107,604 118,672 116,145 122,965 14,175 7,355 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,106) -545 375 331 1,928 665 1,714 1,371 392 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.3 3.0 82.6 91.1 89.1 94.4 10.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 23 26 26 28 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,634,426 COMMITMENTS 542,032 79,151 765,994 1290920 1759301 2598946 2604446 35,480 29,980 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -19,559) -40,626 7,786 -2,493 20,460 -25,364 -22,659 -20,071 3,100 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 3.0 29.1 49.0 66.8 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 49 18 50 104 92 168 145 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,030,108 COMMITMENTS 178,869 94,348 177,533 669,655 754,363 1026057 1026244 4,051 3,864 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 38,603) 8,299 8,122 10,094 20,113 21,648 38,506 39,864 97 -1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 9.2 17.2 65.0 73.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 25 32 39 46 41 94 89 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,080 COMMITMENTS 285 30 120 6,360 6,530 6,765 6,680 315 400 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -550) 0 0 0 -335 -490 -335 -490 -215 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.4 1.7 89.8 92.2 95.6 94.4 4.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 16 17 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 11,753 COMMITMENTS 218 1,065 340 11,023 10,094 11,581 11,499 172 254 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 598) 0 38 209 356 354 565 601 33 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 9.1 2.9 93.8 85.9 98.5 97.8 1.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 5 32 31 40 37 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,344 COMMITMENTS 72 230 58 1,490 1,432 1,620 1,720 724 624 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 9.8 2.5 63.6 61.1 69.1 73.4 30.9 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 15 15 17 19 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,601 COMMITMENTS 62 11 54 1,292 1,124 1,408 1,189 193 412 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 99) 2 0 0 101 58 103 58 -4 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.7 3.4 80.7 70.2 87.9 74.3 12.1 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 24 21 27 24 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,784 COMMITMENTS 15,580 706 1,366 29,804 45,510 46,750 47,582 2,034 1,202 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 310) 344 -30 106 -132 244 318 320 -8 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 1.4 2.8 61.1 93.3 95.8 97.5 4.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 2 4 35 27 42 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,043 COMMITMENTS 0 1,382 100 13,767 12,411 13,867 13,893 1,176 1,150 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 22) 0 0 0 60 22 60 22 -38 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 0.7 91.5 82.5 92.2 92.4 7.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 22 19 23 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,067 COMMITMENTS 651 1,046 68 8,067 8,887 8,786 10,001 2,281 1,066 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 256) 9 8 38 462 354 509 400 -253 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.5 0.6 72.9 80.3 79.4 90.4 20.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 14 15 17 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,433 COMMITMENTS 280 2,128 816 25,898 25,185 26,994 28,129 2,439 1,304 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 20) -22 8 2 30 10 10 20 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.2 2.8 88.0 85.6 91.7 95.6 8.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 24 18 27 21 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,832 COMMITMENTS 18 391 352 10,306 10,469 10,676 11,212 1,156 620 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 12) 0 -25 0 -28 17 -28 -8 40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 3.0 87.1 88.5 90.2 94.8 9.8 5.2 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,109 COMMITMENTS 235 0 0 22,704 22,939 22,939 22,939 170 170 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 346) 88 0 0 258 346 346 346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.2 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,350 COMMITMENTS 330 632 74 9,658 10,814 10,062 11,520 2,288 830 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 320) 0 0 0 182 582 182 582 138 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.1 0.6 78.2 87.6 81.5 93.3 18.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 21 17 23 20 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,156 COMMITMENTS 0 340 0 46,731 46,795 46,731 47,135 425 21 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 575) 0 0 0 575 575 575 575 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 730,330 COMMITMENTS 6,558 0 5,586 718,186 724,744 730,330 730,330 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 13,296) 6,558 -6,322 5,586 1,152 14,032 13,296 13,296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.8 98.3 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 14 12 15 13 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 57,593 COMMITMENTS 0 0 0 57,593 57,593 57,593 57,593 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,815) 0 0 0 1,815 1,815 1,815 1,815 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,039,882 COMMITMENTS 0 0 0 1039882 1039882 1039882 1039882 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 46,880) 0 0 0 46,880 46,880 46,880 46,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 12 18 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,488 COMMITMENTS 0 468 1,999 176,489 176,021 178,488 178,488 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,465) 0 0 0 2,465 2,465 2,465 2,465 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 29 24 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,062,779 COMMITMENTS 0 38,316 13,278 3049501 3011185 3062779 3062779 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 19,600) 0 0 0 19,600 19,600 19,600 19,600 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 18 27 19 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| 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 05/17/11 (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 90.8 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 05/24/11 | --------------------------------------------------------------| 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 05/17/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,219 COMMITMENTS 105 0 0 55,071 54,666 55,176 54,666 43 553 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,387) 0 0 0 3,387 3,387 3,387 3,387 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.7 99.0 99.9 99.0 0.1 1.0 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,474 COMMITMENTS 630 3,655 170 37,420 34,479 38,220 38,304 254 170 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 630) 630 0 0 0 630 630 630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 9.5 0.4 97.3 89.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 13 13 15 14 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 21,029 COMMITMENTS 510 526 0 20,094 20,184 20,604 20,710 425 319 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.5 0.0 95.6 96.0 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 14 18 15 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| 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 05/17/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,045,914 COMMITMENTS 23,400 18,461 2,400 1020114 1025053 1045914 1045914 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 55,089) 0 0 0 55,089 55,089 55,089 55,089 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.8 0.2 97.5 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 20 22 22 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 702,666 COMMITMENTS 76,793 0 25,207 600,666 677,459 702,666 702,666 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 12,880) -12,880 0 12,880 12,880 0 12,880 12,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 3.6 85.5 96.4 100.0 100.0 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 165,581 COMMITMENTS 0 0 0 165,581 165,581 165,581 165,581 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,005) 0 0 0 6,005 6,005 6,005 6,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 11 12 11 12 MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 341,968 COMMITMENTS 0 0 0 341,968 341,968 341,968 341,968 0 0 CHANGES FROM 05/17/11 (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 14 10 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,890 COMMITMENTS 81 70 20 22,265 22,390 22,366 22,480 524 410 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 57) 0 0 0 -68 42 -68 42 125 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.1 97.3 97.8 97.7 98.2 2.3 1.8 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,221 COMMITMENTS 998 110 70 14,951 15,559 16,019 15,739 202 482 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 95) 10 0 0 85 95 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.7 0.4 92.2 95.9 98.8 97.0 1.2 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,050 COMMITMENTS 0 30 45 7,719 7,364 7,764 7,439 286 611 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 198) 0 0 0 219 129 219 129 -21 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.6 95.9 91.5 96.4 92.4 3.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 20 20 21 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,675 COMMITMENTS 0 0 0 11,182 10,866 11,182 10,866 493 809 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 31) 0 0 0 4 -457 4 -457 27 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.8 93.1 95.8 93.1 4.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 19 20 19 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,522,076 COMMITMENTS 342,552 143,360 392,988 701,807 927,447 1437347 1463795 84,729 58,281 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -60,792) -2,081 1,806 -20,847 -21,942 -27,829 -44,870 -46,870 -15,922 -13,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 9.4 25.8 46.1 60.9 94.4 96.2 5.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 141 84 159 89 101 308 283 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 218,817 COMMITMENTS 54,091 14,826 5,023 119,513 141,874 178,627 161,723 40,190 57,094 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,535) 175 143 -284 761 1,254 652 1,113 883 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 6.8 2.3 54.6 64.8 81.6 73.9 18.4 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,239 COMMITMENTS 0 575 925 33,239 32,664 34,164 34,164 75 75 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,260) 0 50 25 2,210 2,160 2,235 2,235 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 2.7 97.1 95.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 4 4 36 38 40 45 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,177 COMMITMENTS 2,771 20,338 2,292 61,166 42,861 66,229 65,491 2,948 3,686 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,844) 264 2,267 -2,176 -4,076 -5,569 -5,988 -5,478 -856 -1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 29.4 3.3 88.4 62.0 95.7 94.7 4.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 7 10 24 21 35 32 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,384 COMMITMENTS 2,391 1,033 3,456 21,587 23,888 27,434 28,377 2,950 2,007 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 245) 32 0 50 194 176 276 226 -31 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.4 11.4 71.0 78.6 90.3 93.4 9.7 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,320 COMMITMENTS 2,475 287 0 12,845 14,970 15,320 15,257 0 63 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 75) 300 0 0 -225 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 1.9 0.0 83.8 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,122 COMMITMENTS 12,794 4,204 328 4,705 14,472 17,827 19,004 2,295 1,118 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 265) 455 173 -171 -223 355 61 357 204 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 20.9 1.6 23.4 71.9 88.6 94.4 11.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 50 38 8 26 29 81 72 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 34,956 COMMITMENTS 23,564 2,456 557 5,870 30,094 29,991 33,107 4,965 1,849 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -259) -499 608 373 196 -1,015 70 -34 -329 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 7.0 1.6 16.8 86.1 85.8 94.7 14.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 79 19 13 15 32 104 57 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 268,867 COMMITMENTS 65,623 16,780 22,626 162,471 215,198 250,720 254,604 18,147 14,263 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -8,750) -3,476 -102 305 -4,714 -9,395 -7,885 -9,192 -865 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 6.2 8.4 60.4 80.0 93.3 94.7 6.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 57 22 46 74 91 153 142 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,982 COMMITMENTS 8,860 241 774 14,790 25,530 24,424 26,545 5,558 3,437 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -217) -945 0 151 441 -49 -353 102 136 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 0.8 2.6 49.3 85.2 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 5 19 23 26 28 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,134 COMMITMENTS 0 325 100 4,034 3,709 4,134 4,134 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 686) 0 50 -50 736 758 686 758 0 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 2.4 97.6 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 24 24 25 27 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,780 COMMITMENTS 1,322 404 243 57,406 59,033 58,971 59,680 809 100 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,352) -25 0 0 3,331 3,306 3,306 3,306 46 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.4 96.0 98.8 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 2 45 34 49 36 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,225 COMMITMENTS 0 0 0 12,025 12,225 12,025 12,225 200 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 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: 22) 0 0 0 20 10 20 10 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,122 COMMITMENTS 0 0 0 19,082 19,122 19,082 19,122 40 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 597) 0 0 0 597 597 597 597 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: 24) 0 0 0 17 13 17 13 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,065 COMMITMENTS 145 4,115 0 7,920 3,950 8,065 8,065 0 0 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 100) 0 50 0 100 50 100 100 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: 46) 1 4 0 31 23 32 27 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,554 COMMITMENTS 904 0 45 10,111 11,289 11,060 11,334 494 220 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 620) 260 0 0 360 600 620 600 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.0 0.4 87.5 97.7 95.7 98.1 4.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 23 22 25 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,761 COMMITMENTS 1,584 3,183 660 16,472 14,890 18,716 18,733 45 28 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 400) 34 -354 -198 672 1,067 508 515 -108 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 17.0 3.5 87.8 79.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 3 5 41 36 48 42 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,827 COMMITMENTS 510 195 537 10,560 10,986 11,607 11,718 220 109 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 312) -43 45 45 310 222 312 312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.6 4.5 89.3 92.9 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 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,626 COMMITMENTS 12,284 563 1,151 17,721 29,672 31,156 31,386 470 240 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,160) 882 0 76 202 1,084 1,160 1,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 1.8 3.6 56.0 93.8 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 1 7 27 30 42 38 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,893 COMMITMENTS 3,648 183 650 12,386 12,978 16,684 13,811 2,209 5,082 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 163) -297 -101 42 25 116 -230 57 393 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 1.0 3.4 65.6 68.7 88.3 73.1 11.7 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 17 15 20 17
Updated May 27, 2011