GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 36,900: 996 433 261 35,503 35,648 36,760 36,342: 140 558 Old : 36,900: 996 433 261 35,503 35,648 36,760 36,342: 140 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 2,079: 140 60 -40 2,036 2,091 2,136 2,111: -57 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.2 0.7 96.2 96.6 99.6 98.5: 0.4 1.5 Old : 100.0: 2.7 1.2 0.7 96.2 96.6 99.6 98.5: 0.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 2 2 1 43 44 45 47: Old : 57: 2 2 1 43 44 45 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 35.0 53.0 52.1 21.6 26.5 32.7 37.3 Old : 35.7 35.0 53.0 52.1 21.6 26.5 32.7 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,344: 0 0 0 15,218 15,224 15,218 15,224: 126 120 Old : 15,344: 0 0 0 15,218 15,224 15,218 15,224: 126 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 864: 0 0 0 873 864 873 864: -9 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8 Old : 100.0: 0.0 0.0 0.0 99.2 99.2 99.2 99.2: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 0 0 27 26 27 26: Old : 36: 0 0 0 27 26 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 53.8 63.9 74.0 33.9 49.4 56.7 63.0 Old : 39.3 53.8 63.9 74.0 33.9 49.4 56.7 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 10,105: 100 390 127 8,336 7,941 8,563 8,458: 1,542 1,647 Old : 10,105: 100 390 127 8,336 7,941 8,563 8,458: 1,542 1,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 314: 4 5 -34 293 184 263 155: 51 159 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 3.9 1.3 82.5 78.6 84.7 83.7: 15.3 16.3 Old : 100.0: 1.0 3.9 1.3 82.5 78.6 84.7 83.7: 15.3 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 2 2 31 34 34 37: Old : 38: 2 2 2 31 34 34 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 26.3 51.9 39.5 15.5 9.8 22.9 15.8 Old : 34.5 26.3 51.9 39.5 15.5 9.8 22.9 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 6,829: 665 155 305 5,242 5,571 6,212 6,031: 617 798 Old : 6,829: 665 155 305 5,242 5,571 6,212 6,031: 617 798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 602: 90 10 27 441 629 558 666: 44 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 2.3 4.5 76.8 81.6 91.0 88.3: 9.0 11.7 Old : 100.0: 9.7 2.3 4.5 76.8 81.6 91.0 88.3: 9.0 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 8 2 9 42 50 51 60: Old : 63: 8 2 9 42 50 51 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 22.3 41.4 34.0 20.6 20.1 31.3 29.4 Old : 26.7 22.3 41.4 34.0 20.6 20.1 31.3 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 2,981: 514 430 141 1,739 1,963 2,394 2,534: 587 447 Old : 2,981: 514 430 141 1,739 1,963 2,394 2,534: 587 447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 295: 15 -145 15 188 355 218 225: 77 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 14.4 4.7 58.3 65.9 80.3 85.0: 19.7 15.0 Old : 100.0: 17.2 14.4 4.7 58.3 65.9 80.3 85.0: 19.7 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 2 1 15 15 16 18: Old : 22: 1 2 1 15 15 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 38.5 63.6 62.5 34.8 31.4 43.1 46.5 Old : 43.5 38.5 63.6 62.5 34.8 31.4 43.1 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,583: 0 50 0 1,221 1,139 1,221 1,189: 362 394 Old : 1,583: 0 50 0 1,221 1,139 1,221 1,189: 362 394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 25: 0 0 0 -80 -4 -80 -4: 105 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.0 77.1 72.0 77.1 75.1: 22.9 24.9 Old : 100.0: 0.0 3.2 0.0 77.1 72.0 77.1 75.1: 22.9 24.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 19 16 19 17: Old : 24: 0 1 0 19 16 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 35.2 54.7 52.4 20.7 16.7 31.4 28.1 Old : 34.8 35.2 54.7 52.4 20.7 16.7 31.4 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,606: 0 15 35 1,104 1,331 1,139 1,381: 467 225 Old : 1,606: 0 15 35 1,104 1,331 1,139 1,381: 467 225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 109: 0 0 0 68 100 68 100: 41 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 2.2 68.7 82.9 70.9 86.0: 29.1 14.0 Old : 100.0: 0.0 0.9 2.2 68.7 82.9 70.9 86.0: 29.1 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 1 18 15 19 16: Old : 21: 0 1 1 18 15 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 54.5 52.7 73.9 33.9 50.0 43.1 59.9 Old : 38.0 54.5 52.7 73.9 33.9 50.0 43.1 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 GALLONS) : : : : All : 11,618: 0 0 0 11,438 11,198 11,438 11,198: 180 420 Old : 11,618: 0 0 0 11,438 11,198 11,438 11,198: 180 420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 588: 0 0 0 648 588 648 588: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6 Old : 100.0: 0.0 0.0 0.0 98.5 96.4 98.5 96.4: 1.5 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 0 0 20 19 20 19: Old : 25: 0 0 0 20 19 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 57.6 81.6 81.8 63.3 49.0 71.0 66.7 Old : 66.4 57.6 81.6 81.8 63.3 49.0 71.0 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 13,061: 0 1,097 0 12,941 11,943 12,941 13,040: 120 21 Old : 13,061: 0 1,097 0 12,941 11,943 12,941 13,040: 120 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,118: 0 330 0 1,143 788 1,143 1,118: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.4 0.0 99.1 91.4 99.1 99.8: 0.9 0.2 Old : 100.0: 0.0 8.4 0.0 99.1 91.4 99.1 99.8: 0.9 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 0 24 19 24 20: Old : 31: 0 1 0 24 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 53.3 65.9 81.6 35.3 34.9 53.6 55.7 Old : 40.0 53.3 65.9 81.6 35.3 34.9 53.6 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 387,334: 49,269 29,284 69,209 227,312 260,291 345,791 358,785: 41,543 28,549 Old : 387,334: 49,269 29,284 69,209 227,312 260,291 345,791 358,785: 41,543 28,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 4,146: -1,872 -2,279 1,244 6,277 7,265 5,649 6,230: -1,503 -2,084 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 7.6 17.9 58.7 67.2 89.3 92.6: 10.7 7.4 Old : 100.0: 12.7 7.6 17.9 58.7 67.2 89.3 92.6: 10.7 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 157: 43 22 44 72 80 138 128: Old : 157: 43 22 44 72 80 138 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.8 28.7 32.6 40.1 10.6 13.0 16.1 17.7 Old : 20.8 28.7 32.6 40.1 10.6 13.0 16.1 17.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 116,719: 159 6,408 30,156 80,707 76,602 111,023 113,166: 5,696 3,553 Old : 116,719: 159 6,408 30,156 80,707 76,602 111,023 113,166: 5,696 3,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -7,237: -96 522 -2,304 -4,410 -5,114 -6,810 -6,895: -428 -342 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 5.5 25.8 69.1 65.6 95.1 97.0: 4.9 3.0 Old : 100.0: 0.1 5.5 25.8 69.1 65.6 95.1 97.0: 4.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 5 8 13 12 21 20: Old : 21: 3 5 8 13 12 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 61.8 76.3 80.6 11.4 11.9 12.9 14.4 Old : 54.6 61.8 76.3 80.6 11.4 11.9 12.9 14.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 BARRELS) : : : : All : 13,490: 375 1,091 440 12,635 11,959 13,450 13,490: 40 0 Old : 13,490: 375 1,091 440 12,635 11,959 13,450 13,490: 40 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 474: -100 150 150 424 174 474 474: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 8.1 3.3 93.7 88.7 99.7 100.0: 0.3 0.0 Old : 100.0: 2.8 8.1 3.3 93.7 88.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 2 6 6 39 38 47 48: Old : 67: 2 6 6 39 38 47 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 31.1 50.4 48.9 25.1 28.5 41.4 44.8 Old : 31.7 31.1 50.4 48.9 25.1 28.5 41.4 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,305: 1,165 460 170 5,949 6,675 7,284 7,305: 21 0 Old : 7,305: 1,165 460 170 5,949 6,675 7,284 7,305: 21 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 261: 390 0 0 -150 261 240 261: 21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 6.3 2.3 81.4 91.4 99.7 100.0: 0.3 0.0 Old : 100.0: 15.9 6.3 2.3 81.4 91.4 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 6 1 1 22 17 29 18: Old : 39: 6 1 1 22 17 29 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 53.6 59.2 80.5 36.7 51.9 58.6 73.8 Old : 36.7 53.6 59.2 80.5 36.7 51.9 58.6 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL (ICE) SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265V Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1000 METRIC TONS) : : : : All : 3,818: 295 644 312 1,952 1,635 2,559 2,591: 1,259 1,227 Old : 3,818: 295 644 312 1,952 1,635 2,559 2,591: 1,259 1,227 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 20: -36 5 0 36 -18 0 -13: 20 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 16.9 8.2 51.1 42.8 67.0 67.9: 33.0 32.1 Old : 100.0: 7.7 16.9 8.2 51.1 42.8 67.0 67.9: 33.0 32.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 2 4 14 11 18 15: Old : 20: 2 2 4 14 11 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.8 39.1 54.0 56.3 33.7 33.0 42.0 42.4 Old : 34.8 39.1 54.0 56.3 33.7 33.0 42.0 42.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,019,088: 151,230 322,785 368,579 418,271 282,127 938,080 973,491: 81,007 45,597 Old : 1,019,088: 151,230 322,785 368,579 418,271 282,127 938,080 973,491: 81,007 45,597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -22,927: -9,260 -11,543 -9,032 -2,342 -5,930 -20,634 -26,505: -2,293 3,578 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 31.7 36.2 41.0 27.7 92.1 95.5: 7.9 4.5 Old : 100.0: 14.8 31.7 36.2 41.0 27.7 92.1 95.5: 7.9 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 337: 105 127 171 83 76 294 285: Old : 337: 105 127 171 83 76 294 285: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.3 19.5 30.0 31.5 14.2 10.5 21.3 17.6 Old : 17.3 19.5 30.0 31.5 14.2 10.5 21.3 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208 Old : 47,439: 0 0 0 36,558 44,231 36,558 44,231: 10,881 3,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 77.1 93.2 77.1 93.2: 22.9 6.8 Old : 100.0: 0.0 0.0 0.0 77.1 93.2 77.1 93.2: 22.9 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 14 14 14 14: Old : 20: 0 0 0 14 14 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1 Old : 46.4 52.1 63.1 76.9 42.3 48.2 54.6 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 39,908: 2,496 1,392 1,778 32,594 31,350 36,868 34,520: 3,040 5,388 Old : 39,908: 2,496 1,392 1,778 32,594 31,350 36,868 34,520: 3,040 5,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,224: 0 0 0 1,224 1,224 1,224 1,224: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 3.5 4.5 81.7 78.6 92.4 86.5: 7.6 13.5 Old : 100.0: 6.3 3.5 4.5 81.7 78.6 92.4 86.5: 7.6 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 14 14 17 17: Old : 22: 2 1 3 14 14 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7 Old : 47.6 51.6 69.1 68.5 46.7 49.5 63.6 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 1,699,619: 101,926 105,873 521,912 1,068,703 1,065,602 1,692,542 1,693,387: 7,077 6,232 Old : 1,699,619: 101,926 105,873 521,912 1,068,703 1,065,602 1,692,542 1,693,387: 7,077 6,232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 4,581: 273 2,919 -935 5,225 2,548 4,562 4,532: 18 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 6.2 30.7 62.9 62.7 99.6 99.6: 0.4 0.4 Old : 100.0: 6.0 6.2 30.7 62.9 62.7 99.6 99.6: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 52 29 69 67 64 145 136: Old : 151: 52 29 69 67 64 145 136: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 35.8 55.4 54.4 4.7 5.7 7.6 8.7 Old : 33.3 35.8 55.4 54.4 4.7 5.7 7.6 8.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 10,000 MMBTU'S) : : : : All : 44,606: 12,439 11,466 18,042 13,509 14,242 43,990 43,750: 615 855 Old : 44,606: 12,439 11,466 18,042 13,509 14,242 43,990 43,750: 615 855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,965: 577 500 1,010 487 437 2,074 1,947: -109 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 25.7 40.4 30.3 31.9 98.6 98.1: 1.4 1.9 Old : 100.0: 27.9 25.7 40.4 30.3 31.9 98.6 98.1: 1.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 10 13 18 15 18 34 40: Old : 43: 10 13 18 15 18 34 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 56.1 83.9 75.5 25.8 21.9 30.5 27.9 Old : 67.7 56.1 83.9 75.5 25.8 21.9 30.5 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 88,190: 110 7,339 3,190 79,437 73,033 82,737 83,562: 5,453 4,628 Old : 88,190: 110 7,339 3,190 79,437 73,033 82,737 83,562: 5,453 4,628 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 80: 0 0 0 386 330 386 330: -306 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 8.3 3.6 90.1 82.8 93.8 94.8: 6.2 5.2 Old : 100.0: 0.1 8.3 3.6 90.1 82.8 93.8 94.8: 6.2 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 2 3 17 23 20 26: Old : 31: 1 2 3 17 23 20 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 39.5 70.8 62.2 44.1 37.3 58.0 53.8 Old : 46.9 39.5 70.8 62.2 44.1 37.3 58.0 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 73,033: 1,226 0 1,316 61,568 63,818 64,110 65,134: 8,923 7,899 Old : 73,033: 1,226 0 1,316 61,568 63,818 64,110 65,134: 8,923 7,899 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 349: 304 0 -62 2 411 244 349: 105 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 1.8 84.3 87.4 87.8 89.2: 12.2 10.8 Old : 100.0: 1.7 0.0 1.8 84.3 87.4 87.8 89.2: 12.2 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 15 18 16 19: Old : 21: 1 0 1 15 18 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.5 Old : 60.2 52.7 75.1 71.9 48.5 51.7 59.6 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 130,534: 5,168 0 3,587 107,996 119,727 116,751 123,314: 13,783 7,219 Old : 130,534: 5,168 0 3,587 107,996 119,727 116,751 123,314: 13,783 7,219 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 57: 932 0 -564 -311 518 57 -46: 0 102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 2.7 82.7 91.7 89.4 94.5: 10.6 5.5 Old : 100.0: 4.0 0.0 2.7 82.7 91.7 89.4 94.5: 10.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 0 2 23 25 26 27: Old : 33: 3 0 2 23 25 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 39.4 56.7 60.8 29.0 34.2 39.8 49.8 Old : 33.8 39.4 56.7 60.8 29.0 34.2 39.8 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 2,653,985: 582,658 71,365 768,487 1,270,460 1,784,665 2,621,605 2,624,517: 32,380 29,468 Old : 2,653,985: 582,658 71,365 768,487 1,270,460 1,784,665 2,621,605 2,624,517: 32,380 29,468 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 6,466: -97,008 -15,606 47,684 52,871 -27,594 3,547 4,484: 2,919 1,982 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 2.7 29.0 47.9 67.2 98.8 98.9: 1.2 1.1 Old : 100.0: 22.0 2.7 29.0 47.9 67.2 98.8 98.9: 1.2 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 174: 47 20 50 103 91 167 144: Old : 174: 47 20 50 103 91 167 144: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7 Old : 23.0 29.7 33.9 47.1 12.1 22.9 19.3 32.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 991,505: 170,570 86,226 167,439 649,542 732,715 987,551 986,380: 3,954 5,125 Old : 991,505: 170,570 86,226 167,439 649,542 732,715 987,551 986,380: 3,954 5,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 18,379: 18,325 9,642 -6,497 7,019 14,942 18,847 18,087: -468 292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 8.7 16.9 65.5 73.9 99.6 99.5: 0.4 0.5 Old : 100.0: 17.2 8.7 16.9 65.5 73.9 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 101: 25 29 39 45 37 92 83: Old : 101: 25 29 39 45 37 92 83: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4 Old : 28.9 37.3 47.8 57.9 17.1 28.0 27.1 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,550 TONS) : : : : All : 7,704: 285 30 120 6,708 7,081 7,113 7,231: 591 473 Old : 7,704: 285 30 120 6,708 7,081 7,113 7,231: 591 473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 88: 0 -15 0 -69 17 -69 2: 157 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.4 1.6 87.1 91.9 92.3 93.9: 7.7 6.1 Old : 100.0: 3.7 0.4 1.6 87.1 91.9 92.3 93.9: 7.7 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 1 15 15 17 16: Old : 20: 1 1 1 15 15 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 40.2 81.2 66.9 42.4 33.0 54.8 50.8 Old : 58.3 40.2 81.2 66.9 42.4 33.0 54.8 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 11,155: 218 1,027 131 10,667 9,740 11,016 10,898: 139 257 Old : 11,155: 218 1,027 131 10,667 9,740 11,016 10,898: 139 257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 432: 58 60 40 345 369 443 469: -11 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 9.2 1.2 95.6 87.3 98.8 97.7: 1.2 2.3 Old : 100.0: 2.0 9.2 1.2 95.6 87.3 98.8 97.7: 1.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 3 3 4 32 31 39 36: Old : 49: 3 3 4 32 31 39 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 57.8 54.6 70.1 35.3 51.2 51.5 61.1 Old : 35.8 57.8 54.6 70.1 35.3 51.2 51.5 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 METRIC TONS) : : : : All : 1,502: 60 11 54 1,191 1,066 1,305 1,131: 197 371 Old : 1,502: 60 11 54 1,191 1,066 1,305 1,131: 197 371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 36: 3 4 -8 178 -11 173 -15: -137 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.7 3.6 79.3 71.0 86.9 75.3: 13.1 24.7 Old : 100.0: 4.0 0.7 3.6 79.3 71.0 86.9 75.3: 13.1 24.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 3 25 23 28 26: Old : 30: 2 1 3 25 23 28 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 33.1 39.2 48.5 19.7 29.6 33.3 38.7 Old : 22.1 33.1 39.2 48.5 19.7 29.6 33.3 38.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 194,717: 10,850 3,331 19,851 161,613 170,050 192,314 193,232: 2,403 1,485 Old : 194,717: 10,850 3,331 19,851 161,613 170,050 192,314 193,232: 2,403 1,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 2,331: 439 57 188 1,609 2,047 2,237 2,292: 94 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 1.7 10.2 83.0 87.3 98.8 99.2: 1.2 0.8 Old : 100.0: 5.6 1.7 10.2 83.0 87.3 98.8 99.2: 1.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 5 5 8 36 33 46 41: Old : 49: 5 5 8 36 33 46 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 50.2 75.7 82.5 10.1 12.0 13.5 14.8 Old : 42.4 50.2 75.7 82.5 10.1 12.0 13.5 14.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 24,416: 449 882 1,517 21,237 20,868 23,202 23,266: 1,214 1,150 Old : 24,416: 449 882 1,517 21,237 20,868 23,202 23,266: 1,214 1,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -59: -40 36 -31 -41 -65 -111 -59: 52 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 3.6 6.2 87.0 85.5 95.0 95.3: 5.0 4.7 Old : 100.0: 1.8 3.6 6.2 87.0 85.5 95.0 95.3: 5.0 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 1 23 19 24 22: Old : 28: 1 2 1 23 19 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 51.0 66.9 72.0 31.6 28.9 40.2 40.3 Old : 44.4 51.0 66.9 72.0 31.6 28.9 40.2 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 11,091: 642 1,038 30 7,885 8,813 8,557 9,881: 2,534 1,210 Old : 11,091: 642 1,038 30 7,885 8,813 8,557 9,881: 2,534 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 9.4 0.3 71.1 79.5 77.2 89.1: 22.8 10.9 Old : 100.0: 5.8 9.4 0.3 71.1 79.5 77.2 89.1: 22.8 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 1 14 14 16 16: Old : 20: 1 2 1 14 14 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 55.7 55.3 72.6 27.2 46.7 42.2 62.0 Old : 31.5 55.7 55.3 72.6 27.2 46.7 42.2 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 29,413: 302 2,120 814 25,868 25,175 26,984 28,109: 2,429 1,304 Old : 29,413: 302 2,120 814 25,868 25,175 26,984 28,109: 2,429 1,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 6: 10 0 -10 -20 28 -20 18: 26 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 7.2 2.8 87.9 85.6 91.7 95.6: 8.3 4.4 Old : 100.0: 1.0 7.2 2.8 87.9 85.6 91.7 95.6: 8.3 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 1 2 24 18 27 21: Old : 28: 3 1 2 24 18 27 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 54.9 57.9 77.0 22.0 48.3 36.8 54.2 Old : 37.7 54.9 57.9 77.0 22.0 48.3 36.8 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 11,820: 18 416 352 10,334 10,452 10,704 11,220: 1,116 600 Old : 11,820: 18 416 352 10,334 10,452 10,704 11,220: 1,116 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 70: 0 14 0 54 56 54 70: 16 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.5 3.0 87.4 88.4 90.6 94.9: 9.4 5.1 Old : 100.0: 0.2 3.5 3.0 87.4 88.4 90.6 94.9: 9.4 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 1 19 16 20 18: Old : 24: 1 1 1 19 16 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 45.8 66.9 69.4 42.5 39.1 62.6 61.3 Old : 43.1 45.8 66.9 69.4 42.5 39.1 62.6 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 22,763: 147 0 0 22,446 22,593 22,593 22,593: 170 170 Old : 22,763: 147 0 0 22,446 22,593 22,593 22,593: 170 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 411: 0 0 0 411 411 411 411: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 98.6 99.3 99.3 99.3: 0.7 0.7 Old : 100.0: 0.6 0.0 0.0 98.6 99.3 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 13 9 14 9: Old : 21: 1 0 0 13 9 14 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.1 86.9 91.0 98.0 41.3 52.1 54.4 60.5 Old : 69.1 86.9 91.0 98.0 41.3 52.1 54.4 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 26,460: 330 740 497 23,466 24,131 24,293 25,368: 2,167 1,092 Old : 26,460: 330 740 497 23,466 24,131 24,293 25,368: 2,167 1,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -127: 0 -33 10 -140 -105 -130 -127: 3 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.8 1.9 88.7 91.2 91.8 95.9: 8.2 4.1 Old : 100.0: 1.2 2.8 1.9 88.7 91.2 91.8 95.9: 8.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 3 22 19 25 22: Old : 25: 1 2 3 22 19 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 60.9 75.7 80.1 28.0 35.8 35.2 41.4 Old : 57.0 60.9 75.7 80.1 28.0 35.8 35.2 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21 Old : 46,581: 0 340 0 46,156 46,220 46,156 46,560: 425 21 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 0.7 0.0 99.1 99.2 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 12 13 12 14: Old : 23: 0 1 0 12 13 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9 Old : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 717,034: 0 6,322 0 717,034 710,712 717,034 717,034: 0 0 Old : 717,034: 0 6,322 0 717,034 710,712 717,034 717,034: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 23,791: 0 0 0 23,791 23,791 23,791 23,791: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 14 12 14 13: Old : 24: 0 1 0 14 12 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.4 76.1 96.3 96.9 85.3 71.8 92.8 92.6 Old : 86.4 76.1 96.3 96.9 85.3 71.8 92.8 92.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 55,778: 0 0 0 55,778 55,778 55,778 55,778: 0 0 Old : 55,778: 0 0 0 55,778 55,778 55,778 55,778: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 2,970: 0 0 0 2,970 2,970 2,970 2,970: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 17 13 17 13: Old : 26: 0 0 0 17 13 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 77.8 88.6 93.0 63.4 77.4 83.6 84.9 Old : 63.4 77.8 88.6 93.0 63.4 77.4 83.6 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 993,002: 0 0 0 993,002 993,002 993,002 993,002: 0 0 Old : 993,002: 0 0 0 993,002 993,002 993,002 993,002: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 46,960: 0 0 0 46,960 46,960 46,960 46,960: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 18 12 18 12: Old : 23: 0 0 0 18 12 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 80.0 86.8 97.0 65.1 78.8 83.1 86.4 Old : 65.1 80.0 86.8 97.0 65.1 78.8 83.1 86.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 176,023: 0 468 1,999 174,024 173,556 176,023 176,023: 0 0 Old : 176,023: 0 468 1,999 174,024 173,556 176,023 176,023: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 3,390: 0 0 0 3,390 3,390 3,390 3,390: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 1.1 98.9 98.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.3 1.1 98.9 98.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 1 1 23 27 24 28: Old : 39: 0 1 1 23 27 24 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 52.0 90.4 72.0 65.5 52.0 87.2 71.7 Old : 65.6 52.0 90.4 72.0 65.5 52.0 87.2 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 MEGAWATT HOURS) : : : : All : 3,043,179: 0 38,316 13,278 3,029,901 2,991,585 3,043,179 3,043,179: 0 0 Old : 3,043,179: 0 38,316 13,278 3,029,901 2,991,585 3,043,179 3,043,179: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 46,960: 0 0 0 46,960 46,960 46,960 46,960: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.4 99.6 98.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.3 0.4 99.6 98.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 1 1 17 27 18 28: Old : 37: 0 1 1 17 27 18 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 54.5 93.6 76.3 68.9 54.5 91.4 76.3 Old : 69.5 54.5 93.6 76.3 68.9 54.5 91.4 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 49,660: 4,450 1,380 132 45,078 48,148 49,660 49,660: 0 0 Old : 49,660: 4,450 1,380 132 45,078 48,148 49,660 49,660: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 210: 0 0 0 210 465 210 465: 0 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 2.8 0.3 90.8 97.0 100.0 100.0: 0.0 0.0 Old : 100.0: 9.0 2.8 0.3 90.8 97.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 2 1 24 20 28 22: Old : 34: 3 2 1 24 20 28 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 59.9 67.6 75.7 44.1 57.2 57.4 67.9 Old : 51.3 59.9 67.6 75.7 44.1 57.2 57.4 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 1,186,024: 46,720 46,429 0 1,139,304 1,139,595 1,186,024 1,186,024: 0 0 Old : 1,186,024: 46,720 46,429 0 1,139,304 1,139,595 1,186,024 1,186,024: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 9,845: 0 0 0 9,845 9,845 9,845 9,845: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 3.9 0.0 96.1 96.1 100.0 100.0: 0.0 0.0 Old : 100.0: 3.9 3.9 0.0 96.1 96.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 2 2 0 24 22 26 24: Old : 36: 2 2 0 24 22 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 56.3 67.6 74.6 47.8 55.0 62.1 73.1 Old : 48.3 56.3 67.6 74.6 47.8 55.0 62.1 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 51,832: 105 0 0 51,684 51,279 51,789 51,279: 43 553 Old : 51,832: 105 0 0 51,684 51,279 51,789 51,279: 43 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 86: 0 0 0 86 86 86 86: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1 Old : 100.0: 0.2 0.0 0.0 99.7 98.9 99.9 98.9: 0.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 20 20 21 20: Old : 29: 1 0 0 20 20 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 46.7 79.6 75.3 40.2 35.7 55.0 53.0 Old : 56.6 46.7 79.6 75.3 40.2 35.7 55.0 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 37,844: 0 3,655 170 37,420 33,849 37,590 37,674: 254 170 Old : 37,844: 0 3,655 170 37,420 33,849 37,590 37,674: 254 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.7 0.4 98.9 89.4 99.3 99.6: 0.7 0.4 Old : 100.0: 0.0 9.7 0.4 98.9 89.4 99.3 99.6: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 1 13 13 14 14: Old : 20: 0 1 1 13 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.2 77.7 91.5 92.5 76.9 71.0 85.0 85.8 Old : 80.2 77.7 91.5 92.5 76.9 71.0 85.0 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 80 Megawatt Hours) : : : : All : 33,959: 510 526 0 33,024 33,114 33,534 33,640: 425 319 Old : 33,959: 510 526 0 33,024 33,114 33,534 33,640: 425 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -191: 0 0 0 234 -191 234 -191: -425 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.5 0.0 97.2 97.5 98.7 99.1: 1.3 0.9 Old : 100.0: 1.5 1.5 0.0 97.2 97.5 98.7 99.1: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 0 17 13 18 14: Old : 24: 1 1 0 17 13 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 69.2 80.4 87.3 39.4 50.3 57.1 60.9 Old : 56.6 69.2 80.4 87.3 39.4 50.3 57.1 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 402,605: 2,040 0 0 400,565 402,605 402,605 402,605: 0 0 Old : 402,605: 2,040 0 0 400,565 402,605 402,605 402,605: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,600: 0 0 0 1,600 1,600 1,600 1,600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 0 13 9 14 9: Old : 21: 1 0 0 13 9 14 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 88.5 91.3 99.6 39.3 52.5 53.7 60.1 Old : 71.4 88.5 91.3 99.6 39.3 52.5 53.7 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 990,825: 23,400 18,461 2,400 965,025 969,964 990,825 990,825: 0 0 Old : 990,825: 23,400 18,461 2,400 965,025 969,964 990,825 990,825: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,600: 0 0 0 1,600 1,600 1,600 1,600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 1.9 0.2 97.4 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 1.9 0.2 97.4 97.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 1 21 22 23 24: Old : 33: 1 2 1 21 22 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 55.8 79.0 77.7 35.3 33.9 47.8 43.3 Old : 57.4 55.8 79.0 77.7 35.3 33.9 47.8 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0 Old : 689,786: 89,673 0 12,327 587,786 677,459 689,786 689,786: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0 Old : 100.0: 13.0 0.0 1.8 85.2 98.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 1 14 8 16 9: Old : 21: 2 0 1 14 8 16 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2 Old : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 5 Megawatt Hours) : : : : All : 159,576: 0 0 0 159,576 159,576 159,576 159,576: 0 0 Old : 159,576: 0 0 0 159,576 159,576 159,576 159,576: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 10 12 10 12: Old : 20: 0 0 0 10 12 10 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 74.0 94.5 92.3 71.1 74.0 91.8 90.0 Old : 73.9 74.0 94.5 92.3 71.1 74.0 91.8 90.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 22,833: 81 70 20 22,333 22,348 22,434 22,438: 399 395 Old : 22,833: 81 70 20 22,333 22,348 22,434 22,438: 399 395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -893: -130 0 -48 -810 -845 -988 -893: 95 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.3 0.1 97.8 97.9 98.3 98.3: 1.7 1.7 Old : 100.0: 0.4 0.3 0.1 97.8 97.9 98.3 98.3: 1.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 1 1 34 36 36 37: Old : 42: 1 1 1 34 36 36 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5 Old : 47.4 42.2 67.5 68.0 38.4 35.1 49.1 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 16,126: 988 110 70 14,866 15,464 15,924 15,644: 202 482 Old : 16,126: 988 110 70 14,866 15,464 15,924 15,644: 202 482 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 71: -35 55 0 106 16 71 71: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.7 0.4 92.2 95.9 98.7 97.0: 1.3 3.0 Old : 100.0: 6.1 0.7 0.4 92.2 95.9 98.7 97.0: 1.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 2 20 23 24 25: Old : 29: 3 1 2 20 23 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7 Old : 55.5 61.0 73.6 82.7 41.8 53.2 52.8 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 7,852: 0 30 45 7,500 7,235 7,545 7,310: 307 542 Old : 7,852: 0 30 45 7,500 7,235 7,545 7,310: 307 542 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 48: 0 30 -30 218 28 188 28: -140 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.6 95.5 92.1 96.1 93.1: 3.9 6.9 Old : 100.0: 0.0 0.4 0.6 95.5 92.1 96.1 93.1: 3.9 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 19 19 20 20: Old : 26: 0 1 1 19 19 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9 Old : 68.6 49.6 84.2 73.0 67.3 43.9 77.7 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 11,644: 0 0 0 11,178 11,323 11,178 11,323: 466 321 Old : 11,644: 0 0 0 11,178 11,323 11,178 11,323: 466 321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -4: -40 0 -5 26 -24 -19 -29: 15 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.0 97.2 96.0 97.2: 4.0 2.8 Old : 100.0: 0.0 0.0 0.0 96.0 97.2 96.0 97.2: 4.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 0 0 20 20 20 20: Old : 29: 0 0 0 20 20 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 56.6 77.6 77.1 58.8 53.6 73.7 70.9 Old : 60.9 56.6 77.6 77.1 58.8 53.6 73.7 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 2,761,626: 351,551 96,246 952,179 1,346,491 1,631,827 2,650,220 2,680,252: 111,405 81,374 Old : 2,761,626: 351,551 96,246 952,179 1,346,491 1,631,827 2,650,220 2,680,252: 111,405 81,374 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -328,775: -37,859 -11,133 -160,593 -133,528 -163,838 -331,980 -335,565: 3,205 6,790 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 3.5 34.5 48.8 59.1 96.0 97.1: 4.0 2.9 Old : 100.0: 12.7 3.5 34.5 48.8 59.1 96.0 97.1: 4.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 391: 171 94 214 101 103 367 333: Old : 391: 171 94 214 101 103 367 333: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 14.4 28.4 26.1 8.1 6.8 10.5 11.1 Old : 18.8 14.4 28.4 26.1 8.1 6.8 10.5 11.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 221,576: 124,392 35,426 27,277 68,667 156,541 220,336 219,243: 1,239 2,332 Old : 221,576: 124,392 35,426 27,277 68,667 156,541 220,336 219,243: 1,239 2,332 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 4,728: 1,016 1,287 1,096 2,560 2,244 4,671 4,626: 57 102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 16.0 12.3 31.0 70.6 99.4 98.9: 0.6 1.1 Old : 100.0: 56.1 16.0 12.3 31.0 70.6 99.4 98.9: 0.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 7 12 14 22 23 36 42: Old : 42: 7 12 14 22 23 36 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 47.5 84.3 62.9 62.9 42.4 68.7 56.0 Old : 70.4 47.5 84.3 62.9 62.9 42.4 68.7 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 217,282: 53,916 14,683 5,307 118,752 140,620 177,975 160,610: 39,307 56,672 Old : 217,282: 53,916 14,683 5,307 118,752 140,620 177,975 160,610: 39,307 56,672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 120: 439 -2,299 -460 -918 2,741 -939 -18: 1,059 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 6.8 2.4 54.7 64.7 81.9 73.9: 18.1 26.1 Old : 100.0: 24.8 6.8 2.4 54.7 64.7 81.9 73.9: 18.1 26.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 7 3 6 22 22 31 29: Old : 33: 7 3 6 22 22 31 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 28.5 58.0 47.0 41.7 24.4 55.6 41.2 Old : 43.4 28.5 58.0 47.0 41.7 24.4 55.6 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 131,093: 31,382 3,041 20,889 74,271 104,321 126,541 128,251: 4,553 2,843 Old : 131,093: 31,382 3,041 20,889 74,271 104,321 126,541 128,251: 4,553 2,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -29,889: -7,129 637 -11,038 -9,642 -17,454 -27,809 -27,855: -2,079 -2,034 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 2.3 15.9 56.7 79.6 96.5 97.8: 3.5 2.2 Old : 100.0: 23.9 2.3 15.9 56.7 79.6 96.5 97.8: 3.5 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 23 13 26 24 23 58 51: Old : 61: 23 13 26 24 23 58 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 45.6 51.9 71.0 19.5 24.5 27.7 31.7 Old : 30.7 45.6 51.9 71.0 19.5 24.5 27.7 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 599,407: 42,888 4,021 102,949 437,870 474,116 583,707 581,086: 15,700 18,321 Old : 599,407: 42,888 4,021 102,949 437,870 474,116 583,707 581,086: 15,700 18,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -33,738: -6,079 -795 -3,037 -22,083 -27,896 -31,198 -31,728: -2,539 -2,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.7 17.2 73.1 79.1 97.4 96.9: 2.6 3.1 Old : 100.0: 7.2 0.7 17.2 73.1 79.1 97.4 96.9: 2.6 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 13 2 14 34 35 49 49: Old : 50: 13 2 14 34 35 49 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 26.5 50.7 43.4 9.4 6.0 13.6 10.5 Old : 32.4 26.5 50.7 43.4 9.4 6.0 13.6 10.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 31,979: 0 525 900 31,029 30,504 31,929 31,929: 50 50 Old : 31,979: 0 525 900 31,029 30,504 31,929 31,929: 50 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,650: 0 25 -50 1,750 1,725 1,700 1,700: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 2.8 97.0 95.4 99.8 99.8: 0.2 0.2 Old : 100.0: 0.0 1.6 2.8 97.0 95.4 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 0 4 3 35 36 38 43: Old : 49: 0 4 3 35 36 38 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 37.9 60.2 58.4 22.6 23.8 28.2 31.4 Old : 42.4 37.9 60.2 58.4 22.6 23.8 28.2 31.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 76,021: 2,507 18,071 4,468 65,242 48,430 72,217 70,969: 3,804 5,052 Old : 76,021: 2,507 18,071 4,468 65,242 48,430 72,217 70,969: 3,804 5,052 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -2,077: -1,703 -841 -63 -149 -922 -1,915 -1,826: -162 -251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 23.8 5.9 85.8 63.7 95.0 93.4: 5.0 6.6 Old : 100.0: 3.3 23.8 5.9 85.8 63.7 95.0 93.4: 5.0 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 7 10 25 22 36 32: Old : 37: 3 7 10 25 22 36 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 37.9 69.2 60.6 43.8 32.4 55.4 46.8 Old : 54.7 37.9 69.2 60.6 43.8 32.4 55.4 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 30,139: 2,359 1,033 3,406 21,393 23,712 27,158 28,151: 2,981 1,988 Old : 30,139: 2,359 1,033 3,406 21,393 23,712 27,158 28,151: 2,981 1,988 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -4,289: -1,856 233 -1,140 -523 -2,651 -3,519 -3,558: -770 -731 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 3.4 11.3 71.0 78.7 90.1 93.4: 9.9 6.6 Old : 100.0: 7.8 3.4 11.3 71.0 78.7 90.1 93.4: 9.9 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 2 5 14 15 19 21: Old : 22: 3 2 5 14 15 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 55.5 69.8 71.1 34.1 43.0 43.4 49.8 Old : 48.9 55.5 69.8 71.1 34.1 43.0 43.4 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 15,245: 2,175 287 0 13,070 14,895 15,245 15,182: 0 63 Old : 15,245: 2,175 287 0 13,070 14,895 15,245 15,182: 0 63 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,650: 900 0 0 750 1,650 1,650 1,650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 1.9 0.0 85.7 97.7 100.0 99.6: 0.0 0.4 Old : 100.0: 14.3 1.9 0.0 85.7 97.7 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 5 1 0 19 19 24 20: Old : 30: 5 1 0 19 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 62.1 64.5 81.9 32.0 46.5 48.4 57.2 Old : 42.0 62.1 64.5 81.9 32.0 46.5 48.4 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,261: 349 1,963 755 9,624 7,511 10,728 10,229: 532 1,031 Old : 11,261: 349 1,963 755 9,624 7,511 10,728 10,229: 532 1,031 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -4,135: -517 -187 207 -3,635 -3,735 -3,946 -3,716: -189 -419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 17.4 6.7 85.5 66.7 95.3 90.8: 4.7 9.2 Old : 100.0: 3.1 17.4 6.7 85.5 66.7 95.3 90.8: 4.7 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 8 7 15 15 23 26: Old : 28: 4 8 7 15 15 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 38.4 68.7 60.6 21.0 17.2 26.6 23.4 Old : 46.0 38.4 68.7 60.6 21.0 17.2 26.6 23.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 64,007: 193 693 2,833 46,314 46,336 49,340 49,862: 14,668 14,145 Old : 64,007: 193 693 2,833 46,314 46,336 49,340 49,862: 14,668 14,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 1.1 4.4 72.4 72.4 77.1 77.9: 22.9 22.1 Old : 100.0: 0.3 1.1 4.4 72.4 72.4 77.1 77.9: 22.9 22.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 2 4 15 16 19 20: Old : 20: 2 2 4 15 16 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 38.1 55.9 53.8 19.8 18.1 23.3 22.7 Old : 38.8 38.1 55.9 53.8 19.8 18.1 23.3 22.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 20,678: 12,552 4,015 567 5,468 14,886 18,587 19,468: 2,091 1,210 Old : 20,678: 12,552 4,015 567 5,468 14,886 18,587 19,468: 2,091 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -728: -298 482 136 -545 -1,474 -706 -856: -22 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 19.4 2.7 26.4 72.0 89.9 94.1: 10.1 5.9 Old : 100.0: 60.7 19.4 2.7 26.4 72.0 89.9 94.1: 10.1 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 55 39 12 31 31 94 78: Old : 143: 55 39 12 31 31 94 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 32.5 48.1 49.8 38.1 32.5 47.8 48.0 Old : 38.3 32.5 48.1 49.8 38.1 32.5 47.8 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 37,962: 24,858 1,738 579 7,212 33,571 32,649 35,887: 5,313 2,075 Old : 37,962: 24,858 1,738 579 7,212 33,571 32,649 35,887: 5,313 2,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -742: -1,102 195 56 686 -1,687 -360 -1,436: -381 695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 4.6 1.5 19.0 88.4 86.0 94.5: 14.0 5.5 Old : 100.0: 65.5 4.6 1.5 19.0 88.4 86.0 94.5: 14.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 144: 83 18 11 20 36 108 60: Old : 144: 83 18 11 20 36 108 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.3 38.9 35.3 55.7 21.3 37.3 34.2 52.3 Old : 22.3 38.9 35.3 55.7 21.3 37.3 34.2 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 317,268: 69,090 16,287 41,633 186,254 244,372 296,977 302,292: 20,291 14,976 Old : 317,268: 69,090 16,287 41,633 186,254 244,372 296,977 302,292: 20,291 14,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -12,530: -13,975 -5,787 7,188 -2,621 -12,410 -9,408 -11,010: -3,122 -1,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 5.1 13.1 58.7 77.0 93.6 95.3: 6.4 4.7 Old : 100.0: 21.8 5.1 13.1 58.7 77.0 93.6 95.3: 6.4 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 195: 69 16 50 76 94 165 146: Old : 195: 69 16 50 76 94 165 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 24.5 32.6 36.2 10.0 10.2 16.7 16.1 Old : 21.0 24.5 32.6 36.2 10.0 10.2 16.7 16.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 U.S. GALLONS) : : : : All : 30,199: 9,805 241 623 14,349 25,579 24,777 26,443: 5,422 3,756 Old : 30,199: 9,805 241 623 14,349 25,579 24,777 26,443: 5,422 3,756 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 732: -378 241 46 947 834 615 1,121: 117 -389 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 0.8 2.1 47.5 84.7 82.0 87.6: 18.0 12.4 Old : 100.0: 32.5 0.8 2.1 47.5 84.7 82.0 87.6: 18.0 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 1 4 18 21 26 25: Old : 35: 7 1 4 18 21 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 40.3 59.7 62.8 45.0 38.0 57.2 59.1 Old : 46.5 40.3 59.7 62.8 45.0 38.0 57.2 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 3,448: 0 275 150 3,298 2,951 3,448 3,376: 0 72 Old : 3,448: 0 275 150 3,298 2,951 3,448 3,376: 0 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 212: 0 0 0 212 212 212 212: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.0 4.4 95.6 85.6 100.0 97.9: 0.0 2.1 Old : 100.0: 0.0 8.0 4.4 95.6 85.6 100.0 97.9: 0.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 1 2 18 19 20 22: Old : 30: 0 1 2 18 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 42.8 69.1 66.3 26.6 26.8 41.5 38.1 Old : 42.5 42.8 69.1 66.3 26.6 26.8 41.5 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 56,428: 1,347 404 243 54,075 55,727 55,665 56,374: 763 54 Old : 56,428: 1,347 404 243 54,075 55,727 55,665 56,374: 763 54 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 2,444: -75 25 -22 2,562 2,462 2,465 2,465: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.7 0.4 95.8 98.8 98.6 99.9: 1.4 0.1 Old : 100.0: 2.4 0.7 0.4 95.8 98.8 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 3 1 2 44 35 48 37: Old : 54: 3 1 2 44 35 48 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 44.7 64.8 67.9 24.0 25.9 35.0 37.8 Old : 47.5 44.7 64.8 67.9 24.0 25.9 35.0 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULSD UP DOWN SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A18 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 12,120: 0 0 0 11,920 12,120 11,920 12,120: 200 0 Old : 12,120: 0 0 0 11,920 12,120 11,920 12,120: 200 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : -665: 0 0 0 -665 -665 -665 -665: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0 Old : 100.0: 0.0 0.0 0.0 98.3 100.0 98.3 100.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 19 9 19 9: Old : 20: 0 0 0 19 9 19 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 96.4 78.5 99.9 52.8 90.1 73.8 90.1 Old : 57.3 96.4 78.5 99.9 52.8 90.1 73.8 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 42,000 GALLONS) : : : : All : 18,525: 0 0 0 18,485 18,525 18,485 18,525: 40 0 Old : 18,525: 0 0 0 18,485 18,525 18,485 18,525: 40 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,055: 0 0 0 1,055 1,055 1,055 1,055: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 15 13 15 13: Old : 22: 0 0 0 15 13 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.5 72.8 95.5 97.2 73.0 57.0 78.7 79.7 Old : 82.5 72.8 95.5 97.2 73.0 57.0 78.7 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 7,965: 145 4,065 0 7,820 3,900 7,965 7,965: 0 0 Old : 7,965: 145 4,065 0 7,820 3,900 7,965 7,965: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 195: 0 150 0 195 45 195 195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 51.0 0.0 98.2 49.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.8 51.0 0.0 98.2 49.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 2 0 31 21 32 23: Old : 44: 1 2 0 31 21 32 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 63.1 63.2 78.6 36.2 60.8 51.0 71.5 Old : 43.1 63.1 63.2 78.6 36.2 60.8 51.0 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 10,934: 644 0 45 9,751 10,689 10,440 10,734: 494 200 Old : 10,934: 644 0 45 9,751 10,689 10,440 10,734: 494 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 685: 175 0 0 495 685 670 685: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 0.4 89.2 97.8 95.5 98.2: 4.5 1.8 Old : 100.0: 5.9 0.0 0.4 89.2 97.8 95.5 98.2: 4.5 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 0 1 22 21 24 22: Old : 33: 2 0 1 22 21 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 60.0 60.4 82.5 25.6 36.5 39.6 45.3 Old : 41.2 60.0 60.4 82.5 25.6 36.5 39.6 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,361: 1,550 3,537 858 15,800 13,823 18,208 18,218: 153 143 Old : 18,361: 1,550 3,537 858 15,800 13,823 18,208 18,218: 153 143 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 907: -64 -495 313 603 1,034 852 852: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 19.3 4.7 86.1 75.3 99.2 99.2: 0.8 0.8 Old : 100.0: 8.4 19.3 4.7 86.1 75.3 99.2 99.2: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 4 4 5 38 36 45 42: Old : 56: 4 4 5 38 36 45 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 38.5 50.5 55.0 26.4 34.8 42.5 46.5 Old : 31.1 38.5 50.5 55.0 26.4 34.8 42.5 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 11,515: 553 150 492 10,250 10,764 11,295 11,406: 220 109 Old : 11,515: 553 150 492 10,250 10,764 11,295 11,406: 220 109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 865: -145 0 0 1,015 870 870 870: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.3 4.3 89.0 93.5 98.1 99.1: 1.9 0.9 Old : 100.0: 4.8 1.3 4.3 89.0 93.5 98.1 99.1: 1.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 1 2 26 30 29 32: Old : 38: 2 1 2 26 30 29 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 39.1 59.5 56.7 34.1 31.0 41.7 39.2 Old : 41.1 39.1 59.5 56.7 34.1 31.0 41.7 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 30,466: 11,402 563 1,075 17,519 28,588 29,996 30,226: 470 240 Old : 30,466: 11,402 563 1,075 17,519 28,588 29,996 30,226: 470 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 894: 987 0 285 -378 633 894 918: 0 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 1.8 3.5 57.5 93.8 98.5 99.2: 1.5 0.8 Old : 100.0: 37.4 1.8 3.5 57.5 93.8 98.5 99.2: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 11 1 7 27 29 41 37: Old : 56: 11 1 7 27 29 41 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 55.3 51.0 70.7 29.5 52.6 46.8 65.3 Old : 31.4 55.3 51.0 70.7 29.5 52.6 46.8 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 18,730: 3,945 284 608 12,361 12,862 16,914 13,754: 1,816 4,976 Old : 18,730: 3,945 284 608 12,361 12,862 16,914 13,754: 1,816 4,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,206: -79 -141 259 773 287 953 405: 253 801 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 1.5 3.2 66.0 68.7 90.3 73.4: 9.7 26.6 Old : 100.0: 21.1 1.5 3.2 66.0 68.7 90.3 73.4: 9.7 26.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 1 1 17 14 20 16: Old : 26: 3 1 1 17 14 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 41.3 67.5 60.0 39.9 34.7 61.7 51.9 Old : 43.1 41.3 67.5 60.0 39.9 34.7 61.7 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011