GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,813 COMMITMENTS 1,618 564 57 40,998 41,634 42,673 42,255 140 558 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,423) 240 43 -45 4,231 4,428 4,426 4,426 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.3 0.1 95.8 97.2 99.7 98.7 0.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 2 1 46 45 48 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,291 COMMITMENTS 0 0 0 14,165 14,171 14,165 14,171 126 120 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -80) 0 0 0 -80 -80 -80 -80 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 25 27 25 27 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,597 COMMITMENTS 98 421 167 8,920 8,557 9,185 9,145 1,412 1,452 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 255) 0 21 21 281 215 302 257 -47 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.0 1.6 84.2 80.7 86.7 86.3 13.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 3 36 38 39 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,105 COMMITMENTS 626 158 441 6,497 6,815 7,564 7,414 541 691 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 812) 109 -10 164 630 696 903 850 -91 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.9 5.4 80.2 84.1 93.3 91.5 6.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 3 9 49 57 58 67 FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,130 COMMITMENTS 415 0 0 2,496 2,633 2,911 2,633 1,219 1,497 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 32) 45 0 0 8 3 53 3 -21 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 60.4 63.8 70.5 63.8 29.5 36.2 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,187 COMMITMENTS 544 375 216 1,872 2,244 2,632 2,835 555 352 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 150) 30 15 60 71 111 161 186 -11 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 11.8 6.8 58.7 70.4 82.6 89.0 17.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 17 17 19 20 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,728 COMMITMENTS 0 50 0 1,361 1,244 1,361 1,294 367 434 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 85) 0 0 0 25 95 25 95 60 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 78.8 72.0 78.8 74.9 21.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 17 19 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,876 COMMITMENTS 0 10 80 1,248 1,482 1,328 1,572 548 304 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 182) 0 -5 45 99 109 144 149 38 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 4.3 66.5 79.0 70.8 83.8 29.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 20 15 21 16 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,645 COMMITMENTS 0 0 0 12,465 12,162 12,465 12,162 180 483 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 96.2 98.6 96.2 1.4 3.8 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,517 COMMITMENTS 0 2,268 30 16,102 14,198 16,132 16,496 385 21 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,986) 0 514 30 1,691 1,442 1,721 1,986 265 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.7 0.2 97.5 86.0 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 27 19 28 20 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 300,371 COMMITMENTS 51,118 26,562 34,826 174,210 214,465 260,154 275,853 40,217 24,518 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -10,423) -875 -1,865 -456 -9,036 -3,507 -10,367 -5,828 -56 -4,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 8.8 11.6 58.0 71.4 86.6 91.8 13.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 45 19 41 64 78 130 124 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,442 COMMITMENTS 1,005 1,091 504 15,373 15,747 16,882 17,342 560 100 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,352) 580 0 14 1,338 2,338 1,932 2,352 420 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 6.3 2.9 88.1 90.3 96.8 99.4 3.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 6 6 44 45 53 54 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,880 COMMITMENTS 1,290 610 220 6,349 7,050 7,859 7,880 21 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 7.7 2.8 80.6 89.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 2 24 18 31 21 GASOIL (ICE) MINI CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A24 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,743 COMMITMENTS 468 420 0 3,969 4,520 4,437 4,940 1,306 803 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 18 -15 18 0 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.3 0.0 69.1 78.7 77.3 86.0 22.7 14.0 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 919,093 COMMITMENTS 118,281 284,954 342,327 384,702 254,092 845,310 881,373 73,783 37,720 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,775) -4,143 -29,810 20,140 -12,661 13,735 3,336 4,065 439 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 31.0 37.2 41.9 27.6 92.0 95.9 8.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 97 122 146 81 74 280 258 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 40,812 COMMITMENTS 2,496 904 2,194 33,314 32,446 38,004 35,544 2,808 5,268 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 96) 0 -288 216 520 288 736 216 -640 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.2 5.4 81.6 79.5 93.1 87.1 6.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 15 18 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,550 COMMITMENTS 5,398 0 1,011 59,957 63,338 66,366 64,349 9,184 11,201 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,802) 4,264 0 -366 -1,462 -122 2,436 -488 366 3,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 1.3 79.4 83.8 87.8 85.2 12.2 14.8 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,538 COMMITMENTS 5,306 0 4,225 106,832 118,958 116,363 123,183 14,175 7,355 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 218) 683 -375 307 -772 286 218 218 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 3.2 81.8 91.1 89.1 94.4 10.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 23 26 26 28 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,569,683 COMMITMENTS 534,299 69,073 760,881 1239608 1710048 2534788 2540002 34,895 29,681 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -64,743) -7,733 -10,078 -5,113 -51,312 -49,253 -64,158 -64,444 -585 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 2.7 29.6 48.2 66.5 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 46 18 48 101 89 162 140 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 947,634 COMMITMENTS 138,292 61,491 157,107 648,758 725,322 944,157 943,920 3,477 3,714 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -82,474) -40,577 -32,857 -20,426 -20,897 -29,041 -81,900 -82,324 -574 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 6.5 16.6 68.5 76.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 22 29 33 45 37 85 81 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,550 TONS) OPEN INTEREST: 7,020 COMMITMENTS 285 30 90 6,305 6,480 6,680 6,600 340 420 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -60) 0 0 -30 -55 -50 -85 -80 25 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.4 1.3 89.8 92.3 95.2 94.0 4.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 16 19 17 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,034 COMMITMENTS 246 1,064 256 11,336 10,436 11,838 11,756 196 278 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 281) 28 -1 -84 313 342 257 257 24 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.8 2.1 94.2 86.7 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 3 32 32 38 36 NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,424 COMMITMENTS 0 0 0 1,404 1,349 1,404 1,349 20 75 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 94.7 98.6 94.7 1.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 14 13 14 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,378 COMMITMENTS 58 218 68 1,485 1,423 1,611 1,709 767 669 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 34) -14 -12 10 -5 -9 -9 -11 43 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 9.2 2.9 62.4 59.8 67.7 71.9 32.3 28.1 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,790 COMMITMENTS 78 8 77 1,304 1,202 1,459 1,287 331 503 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 189) 16 -3 23 12 78 51 98 138 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.4 4.3 72.8 67.2 81.5 71.9 18.5 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 24 22 27 25 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,172 COMMITMENTS 16,822 646 794 28,696 45,954 46,312 47,394 1,860 778 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -612) 1,242 -60 -572 -1,108 444 -438 -188 -174 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 1.3 1.6 59.6 95.4 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 4 34 28 40 33 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,171 COMMITMENTS 0 1,433 100 13,903 12,476 14,003 14,009 1,168 1,162 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 128) 0 51 0 136 65 136 116 -8 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.7 91.6 82.2 92.3 92.3 7.7 7.7 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,718 COMMITMENTS 624 1,042 76 7,837 8,456 8,537 9,574 2,181 1,144 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -349) -27 -4 8 -230 -431 -249 -427 -100 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 9.7 0.7 73.1 78.9 79.7 89.3 20.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 14 17 18 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,583 COMMITMENTS 290 2,208 816 26,038 25,255 27,144 28,279 2,439 1,304 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 150) 10 80 0 140 70 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.5 2.8 88.0 85.4 91.8 95.6 8.2 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,904 COMMITMENTS 18 395 352 10,330 10,537 10,700 11,284 1,204 620 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 72) 0 4 0 24 68 24 72 48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 3.0 86.8 88.5 89.9 94.8 10.1 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 23,473 COMMITMENTS 235 0 0 23,068 23,303 23,303 23,303 170 170 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 364) 0 0 0 364 364 364 364 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.3 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,046 COMMITMENTS 330 712 58 10,354 11,450 10,742 12,220 2,304 826 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 696) 0 80 -16 696 636 680 700 16 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.5 0.4 79.4 87.8 82.3 93.7 17.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 21 18 23 21 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (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 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 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 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 12 18 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 178,572 COMMITMENTS 0 468 1,999 176,573 176,105 178,572 178,572 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 84) 0 0 0 84 84 84 84 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: 40) 0 1 1 23 30 24 31 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 3,064,411 COMMITMENTS 0 38,316 13,278 3051133 3012817 3064411 3064411 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,632) 0 0 0 1,632 1,632 1,632 1,632 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,445 COMMITMENTS 4,235 2,010 347 45,863 48,088 50,445 50,445 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 785) -215 630 215 785 -60 785 785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 4.0 0.7 90.9 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 2 25 20 29 24 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,190,704 COMMITMENTS 46,720 46,429 0 1143984 1144275 1190704 1190704 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,680) 0 0 0 4,680 4,680 4,680 4,680 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 55,561 COMMITMENTS 215 0 0 55,303 55,008 55,518 55,008 43 553 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 342) 110 0 0 232 342 342 342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.5 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 38,689 COMMITMENTS 630 3,440 385 37,420 34,694 38,435 38,519 254 170 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 215) 0 -215 215 0 215 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.9 1.0 96.7 89.7 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 22,415 COMMITMENTS 510 526 0 21,480 21,570 21,990 22,096 425 319 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,386) 0 0 0 1,386 1,386 1,386 1,386 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.3 0.0 95.8 96.2 98.1 98.6 1.9 1.4 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 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,047,214 COMMITMENTS 23,400 23,967 0 1023814 1023247 1047214 1047214 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,300) 0 5,506 -2,400 3,700 -1,806 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.3 0.0 97.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 0 20 22 21 24 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 342,392 COMMITMENTS 0 0 0 342,392 342,392 342,392 342,392 0 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 424) 0 0 0 424 424 424 424 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 10 14 10 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,105 COMMITMENTS 86 70 20 22,669 22,650 22,775 22,740 330 365 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 215) 5 0 0 404 260 409 260 -194 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.1 98.1 98.0 98.6 98.4 1.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 35 36 37 37 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 16,286 COMMITMENTS 1,048 40 100 14,936 15,664 16,084 15,804 202 482 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 65) 50 -70 30 -15 105 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.2 0.6 91.7 96.2 98.8 97.0 1.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 20 22 25 24 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,495 COMMITMENTS 260 0 45 7,880 7,785 8,185 7,830 310 665 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 445) 260 -30 0 161 421 421 391 24 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.5 92.8 91.6 96.4 92.2 3.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 19 19 21 20 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,884 COMMITMENTS 0 0 0 11,366 11,055 11,366 11,055 518 829 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 209) 0 0 0 184 189 184 189 25 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.6 93.0 95.6 93.0 4.4 7.0 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,508,418 COMMITMENTS 337,326 146,189 400,330 680,527 900,146 1418183 1446665 90,235 61,753 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -13,658) -5,226 2,829 7,342 -21,280 -27,301 -19,164 -17,130 5,506 3,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 9.7 26.5 45.1 59.7 94.0 95.9 6.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 143 82 162 90 101 314 283 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 222,059 COMMITMENTS 55,021 13,870 5,199 120,902 145,012 181,122 164,081 40,937 57,978 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,242) 930 -956 176 1,389 3,138 2,495 2,358 747 884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 6.2 2.3 54.4 65.3 81.6 73.9 18.4 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 7 22 22 31 30 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,349 COMMITMENTS 0 1,175 925 34,349 33,162 35,274 35,262 75 87 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,110) 0 600 0 1,110 498 1,110 1,098 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 2.6 97.2 93.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 4 4 37 38 41 45 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 69,790 COMMITMENTS 2,771 19,535 2,792 61,020 43,461 66,583 65,788 3,207 4,002 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 613) 0 -803 500 -146 600 354 297 259 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 28.0 4.0 87.4 62.3 95.4 94.3 4.6 5.7 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,293 COMMITMENTS 2,658 1,636 3,419 22,017 24,205 28,094 29,260 3,199 2,033 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 909) 267 603 -37 430 317 660 883 249 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 5.2 10.9 70.4 77.3 89.8 93.5 10.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 5 14 15 19 22 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,620 COMMITMENTS 2,475 287 0 13,085 15,270 15,560 15,557 60 63 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 300) 0 0 0 240 300 240 300 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 1.8 0.0 83.8 97.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 0 20 19 25 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,104 COMMITMENTS 13,281 2,914 243 4,274 15,819 17,798 18,976 2,306 1,128 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -18) 487 -1,290 -85 -431 1,347 -29 -28 11 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.1 14.5 1.2 21.3 78.7 88.5 94.4 11.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 64 26 9 21 35 89 67 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 35,121 COMMITMENTS 23,721 1,980 584 5,400 30,718 29,705 33,282 5,416 1,839 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 165) 157 -476 27 -470 624 -286 175 451 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.5 5.6 1.7 15.4 87.5 84.6 94.8 15.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 76 18 11 15 31 101 53 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,108 COMMITMENTS 67,124 15,528 20,579 147,382 205,326 235,085 241,433 19,023 12,675 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -14,759) 1,501 -1,252 -2,047 -15,089 -9,872 -15,635 -13,171 876 -1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 6.1 8.1 58.0 80.8 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 58 22 39 68 92 142 140 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,135 COMMITMENTS 8,877 241 914 15,311 26,330 25,102 27,485 6,033 3,650 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,153) 17 0 140 521 800 678 940 475 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 0.8 2.9 49.2 84.6 80.6 88.3 19.4 11.7 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,933 COMMITMENTS 0 325 400 4,483 4,208 4,883 4,933 50 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 799) 0 0 300 449 499 749 799 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.6 8.1 90.9 85.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 25 25 27 28 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 59,724 COMMITMENTS 1,322 74 243 57,375 59,332 58,940 59,649 784 75 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -56) 0 -330 0 -31 299 -31 -31 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.1 0.4 96.1 99.3 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 2 45 35 49 37 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,275 COMMITMENTS 0 0 0 12,075 12,275 12,075 12,275 200 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 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 21 10 21 10 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,371 COMMITMENTS 0 0 0 19,331 19,371 19,331 19,371 40 0 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 249) 0 0 0 249 249 249 249 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: 26) 0 0 0 18 15 18 15 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| 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 05/24/11 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,236 COMMITMENTS 1,204 0 150 10,388 11,859 11,742 12,009 494 227 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 682) 300 0 105 277 570 682 675 0 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 1.2 84.9 96.9 96.0 98.1 4.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 25 24 27 25 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,367 COMMITMENTS 1,016 3,647 720 17,586 14,972 19,322 19,339 45 28 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 606) -568 464 60 1,114 82 606 606 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 18.8 3.7 90.8 77.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 5 41 37 48 43 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 12,457 COMMITMENTS 564 195 483 11,110 11,590 12,157 12,268 300 189 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 630) 54 0 -54 550 604 550 550 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.6 3.9 89.2 93.0 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 28 30 31 32 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,558 COMMITMENTS 14,084 563 1,208 17,796 31,547 33,088 33,318 470 240 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,932) 1,800 0 57 75 1,875 1,932 1,932 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 1.7 3.6 53.0 94.0 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 1 6 27 31 43 38 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,623 COMMITMENTS 3,477 518 820 12,238 13,117 16,535 14,455 2,088 4,168 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -270) -171 335 170 -148 139 -149 644 -121 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 2.8 4.4 65.7 70.4 88.8 77.6 11.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 18 18 22 20
Updated June 3, 2011