GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 43,910 COMMITMENTS 918 0 496 42,188 43,220 43,602 43,716 308 194 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,474) -485 0 358 1,598 1,090 1,471 1,448 3 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 1.1 96.1 98.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 0 1 34 45 35 46 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,490 COMMITMENTS 0 0 0 26,367 26,478 26,367 26,478 123 12 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,785) 0 0 0 1,829 1,795 1,829 1,795 -44 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 21 33 21 33 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,813 COMMITMENTS 160 345 195 9,252 8,878 9,607 9,418 1,206 1,395 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 259) 51 70 -45 198 179 204 204 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.2 1.8 85.6 82.1 88.8 87.1 11.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 37 39 39 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,706 COMMITMENTS 331 95 198 5,376 5,841 5,905 6,134 801 572 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 378) -9 0 24 312 365 327 389 51 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.4 3.0 80.2 87.1 88.1 91.5 11.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 3 1 48 50 51 54 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,189 COMMITMENTS 654 0 159 1,652 2,550 2,465 2,709 724 480 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 342) 50 0 35 228 259 313 294 29 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 5.0 51.8 80.0 77.3 84.9 22.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 18 20 21 21 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,046 COMMITMENTS 75 279 0 1,673 1,404 1,748 1,683 298 363 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 390) 35 85 0 381 236 416 321 -26 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 13.6 0.0 81.8 68.6 85.4 82.3 14.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 0 16 15 17 18 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,660 COMMITMENTS 6 30 110 2,240 2,233 2,356 2,373 304 287 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 90) -74 0 74 63 -21 63 53 27 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.1 4.1 84.2 83.9 88.6 89.2 11.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 13 15 15 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 8,914 COMMITMENTS 0 0 0 8,683 8,708 8,683 8,708 231 206 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,482) 0 0 0 1,482 1,367 1,482 1,367 0 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 97.7 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 15 18 15 18 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,485 COMMITMENTS 0 87 0 7,147 7,062 7,147 7,149 338 336 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -6 0 -6 0 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 95.5 94.3 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 15 15 16 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,079 COMMITMENTS 0 2,314 0 23,899 21,765 23,899 24,079 180 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 196) 0 -566 0 196 762 196 196 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.0 99.3 90.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 27 24 27 25 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 301,364 COMMITMENTS 63,337 40,885 34,176 160,142 199,032 257,655 274,093 43,709 27,271 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 22,008) -1,018 -2,672 1,831 19,879 19,713 20,692 18,872 1,316 3,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 13.6 11.3 53.1 66.0 85.5 91.0 14.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 47 27 35 68 74 130 124 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 15,422 COMMITMENTS 492 3,479 263 14,565 11,541 15,320 15,283 102 139 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,167) 50 -4 -22 1,151 1,190 1,179 1,164 -12 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 22.6 1.7 94.4 74.8 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 3 3 43 46 50 52 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,706 COMMITMENTS 983 0 0 9,669 10,706 10,652 10,706 54 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 825) 0 0 0 825 825 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 0.0 90.3 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 0 22 30 26 30 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 13,220 COMMITMENTS 4,900 180 150 8,170 12,890 13,220 13,220 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -380) -725 30 0 345 -410 -380 -380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 1.4 1.1 61.8 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 9 14 12 15 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,308,103 COMMITMENTS 286,546 405,587 479,047 469,966 373,494 1235559 1258128 72,544 49,975 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 55,905) 10,881 7,362 25,671 19,867 27,181 56,419 60,214 -514 -4,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 31.0 36.6 35.9 28.6 94.5 96.2 5.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 124 152 148 74 69 290 291 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 53,008 COMMITMENTS 623 12,287 880 46,337 33,612 47,840 46,779 5,168 6,229 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.2 1.7 87.4 63.4 90.3 88.2 9.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 10 12 12 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 104,558 COMMITMENTS 18,139 26,922 30,886 53,885 45,670 102,910 103,478 1,648 1,080 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,814) 50 1,322 1,402 362 -1,010 1,814 1,714 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 25.7 29.5 51.5 43.7 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 9 14 10 10 24 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,978 COMMITMENTS 0 1,942 1,459 63,844 60,080 65,303 63,481 7,675 9,497 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 108) 0 96 -19 127 31 108 108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 2.0 87.5 82.3 89.5 87.0 10.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 16 18 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,760,388 COMMITMENTS 522,527 241,068 778,158 1425439 1720998 2726124 2740224 34,264 20,164 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 65,883) 19,943 4,257 19,309 29,515 44,999 68,767 68,565 -2,884 -2,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 8.7 28.2 51.6 62.3 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 28 22 42 93 81 143 126 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,462,838 COMMITMENTS 282,782 293,325 344,658 829,428 822,814 1456868 1460797 5,970 2,041 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 29,662) 12,879 16,467 2,861 13,688 10,455 29,428 29,783 234 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 20.1 23.6 56.7 56.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 22 20 34 39 37 77 75 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,021 COMMITMENTS 17 917 370 19,173 18,347 19,560 19,634 461 387 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,051) 4 384 32 913 574 949 990 102 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.6 1.8 95.8 91.6 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 4 3 36 40 39 46 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,173 COMMITMENTS 71 29 156 1,200 1,471 1,427 1,656 746 517 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -6 11 -6 11 106 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.3 7.2 55.2 67.7 65.7 76.2 34.3 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 15 17 17 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,320 COMMITMENTS 8 161 92 910 648 1,010 901 310 419 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 12.2 7.0 68.9 49.1 76.5 68.3 23.5 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 16 18 18 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 71,807 COMMITMENTS 18,941 755 2,935 47,932 66,685 69,808 70,375 1,999 1,432 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 654) 72 0 0 582 534 654 534 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 1.1 4.1 66.8 92.9 97.2 98.0 2.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 3 29 27 34 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,036 COMMITMENTS 120 590 2,072 13,488 13,684 15,680 16,346 1,356 690 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 314) 0 40 -4 318 278 314 314 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.5 12.2 79.2 80.3 92.0 95.9 8.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 20 19 23 22 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,181 COMMITMENTS 372 670 328 6,513 7,024 7,213 8,022 1,968 1,159 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 7.3 3.6 70.9 76.5 78.6 87.4 21.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 16 12 18 15 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,089 COMMITMENTS 3,580 1,244 292 8,573 11,173 12,445 12,709 644 380 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 80) 2 0 0 80 100 82 100 -2 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.5 2.2 65.5 85.4 95.1 97.1 4.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 18 18 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,507 COMMITMENTS 756 3,010 500 24,177 22,848 25,433 26,358 2,074 1,149 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -168) -360 0 70 122 -258 -168 -188 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 10.9 1.8 87.9 83.1 92.5 95.8 7.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 26 25 29 28 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844 COMMITMENTS 1,176 0 230 7,082 7,489 8,488 7,719 1,356 2,125 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 2.3 71.9 76.1 86.2 78.4 13.8 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 15 19 16 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,366 COMMITMENTS 0 2,074 892 11,357 9,636 12,249 12,602 1,117 764 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 134) 0 -240 148 -72 336 76 244 58 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.5 6.7 85.0 72.1 91.6 94.3 8.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 66,140 COMMITMENTS 0 0 0 66,140 66,140 66,140 66,140 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 16 19 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,041,121 COMMITMENTS 0 0 0 1041121 1041121 1041121 1041121 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 6,800) 0 0 0 6,800 6,800 6,800 6,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 15 16 15 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 31,365 COMMITMENTS 0 0 0 31,365 31,365 31,365 31,365 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 14 15 14 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 565,473 COMMITMENTS 0 0 0 565,473 565,473 565,473 565,473 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 117,971 COMMITMENTS 0 0 0 117,716 117,971 117,716 117,971 255 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 0 0 18 29 18 29 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,676,966 COMMITMENTS 1,960 1,960 0 1675006 1675006 1676966 1676966 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,975) 1,960 1,960 0 16,015 16,015 17,975 17,975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 0 17 27 18 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 65,555 COMMITMENTS 4,952 3,305 8,015 52,588 54,235 65,555 65,555 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.0 12.2 80.2 82.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 25 20 29 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,184,967 COMMITMENTS 56,890 128,955 23,325 1104752 1032687 1184967 1184967 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 25,002) -1,960 0 0 26,972 25,002 25,012 25,002 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 10.9 2.0 93.2 87.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 1 30 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 46,393 COMMITMENTS 210 725 110 45,861 45,261 46,181 46,096 212 297 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 618) 0 -110 110 551 576 661 576 -43 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.6 0.2 98.9 97.6 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 17 13 19 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,297 COMMITMENTS 1,910 2,550 0 45,793 45,153 47,703 47,703 594 594 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 440 0 440 0 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 5.3 0.0 94.8 93.5 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 15 14 16 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,383 COMMITMENTS 573 80 176 12,655 13,745 13,404 14,001 979 382 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 256) -176 80 176 256 0 256 256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.6 1.2 88.0 95.6 93.2 97.3 6.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 14 15 16 16 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,416 COMMITMENTS 319 1,259 0 12,715 11,817 13,034 13,076 382 340 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 9.4 0.0 94.8 88.1 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 15 9 16 11 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 792,288 COMMITMENTS 24,168 28,642 0 768,120 763,646 792,288 792,288 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,360) 0 0 0 9,360 9,360 9,360 9,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.6 0.0 96.9 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 18 16 20 17 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 865,444 COMMITMENTS 47,165 0 17,645 800,634 847,799 865,444 865,444 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 23,520) 0 0 0 23,520 23,520 23,520 23,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 2.0 92.5 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 15 14 16 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,643 COMMITMENTS 1,981 0 0 20,430 21,850 22,411 21,850 232 793 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 196) 100 0 0 99 92 199 92 -3 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.0 90.2 96.5 99.0 96.5 1.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 0 0 28 31 31 31 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,915 COMMITMENTS 1,200 0 0 7,198 8,384 8,398 8,384 517 531 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 0.0 80.7 94.0 94.2 94.0 5.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 15 13 18 13 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,058 COMMITMENTS 0 1,490 0 6,659 5,085 6,659 6,575 399 483 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 30) 0 45 -15 45 0 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.1 0.0 94.3 72.0 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 14 16 16 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,514 COMMITMENTS 815 0 5 7,737 8,854 8,557 8,859 957 655 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 473) -15 0 5 438 453 428 458 45 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.1 81.3 93.1 89.9 93.1 10.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 20 17 22 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,570,513 COMMITMENTS 365,343 151,788 478,480 641,557 873,178 1485380 1503446 85,133 67,067 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 7,381) -1,269 -17,242 13,681 5,090 11,593 17,502 8,032 -10,121 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 9.7 30.5 40.9 55.6 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 124 78 151 96 97 294 268 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 205,593 COMMITMENTS 65,059 12,904 1,785 98,604 128,144 165,448 142,833 40,145 62,760 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,355) 1,607 -12 -452 175 1,751 1,330 1,287 1,025 1,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 6.3 0.9 48.0 62.3 80.5 69.5 19.5 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 5 16 19 25 25 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,182 COMMITMENTS 1,237 1,223 276 19,935 19,949 21,448 21,448 734 734 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 500) 0 -340 0 300 640 300 300 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 5.5 1.2 89.9 89.9 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 2 25 22 29 27 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,375 COMMITMENTS 4,993 12,867 7,929 66,187 57,003 79,109 77,799 4,266 5,576 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 526) 2 0 225 10 569 237 794 289 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 15.4 9.5 79.4 68.4 94.9 93.3 5.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 10 22 17 33 27 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,652 COMMITMENTS 2,837 2,419 2,600 28,372 27,910 33,809 32,929 2,843 3,723 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -582) -64 -86 700 -1,165 -1,333 -529 -719 -53 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 6.6 7.1 77.4 76.1 92.2 89.8 7.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 5 4 14 15 21 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,296 COMMITMENTS 3,200 767 0 4,066 6,475 7,266 7,242 30 54 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -90) -252 0 0 210 -90 -42 -90 -48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 10.5 0.0 55.7 88.7 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 13 15 16 16 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,144 COMMITMENTS 4,093 7,415 6,205 13,704 9,136 24,002 22,756 2,142 3,388 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -347) 937 518 -1,376 367 708 -72 -150 -275 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 28.4 23.7 52.4 34.9 91.8 87.0 8.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 7 12 10 21 18 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,466 COMMITMENTS 10,457 5,494 1,017 8,404 13,718 19,878 20,229 1,588 1,237 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 645) 271 465 69 128 145 468 679 177 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 25.6 4.7 39.2 63.9 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 61 40 12 25 31 94 80 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 40,585 COMMITMENTS 25,681 6,679 277 9,057 30,925 35,015 37,881 5,570 2,704 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 771) -207 1,579 -13 1,275 -1,135 1,055 431 -284 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 16.5 0.7 22.3 76.2 86.3 93.3 13.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 67 38 7 30 29 99 72 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 367,926 COMMITMENTS 109,511 18,591 55,022 177,491 280,942 342,024 354,555 25,902 13,371 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 17,215) 783 1,485 490 15,098 16,131 16,371 18,106 844 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 5.1 15.0 48.2 76.4 93.0 96.4 7.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 90 22 58 85 95 194 161 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,780 COMMITMENTS 10,246 0 575 8,469 18,265 19,290 18,840 5,490 5,940 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,288) 1,732 0 0 50 1,365 1,782 1,365 -494 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 0.0 2.3 34.2 73.7 77.8 76.0 22.2 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 0 2 11 22 18 24 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,449 COMMITMENTS 0 0 0 26,315 27,090 26,315 27,090 1,134 359 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 410) 0 0 0 400 410 400 410 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 98.7 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 17 13 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 7,149 COMMITMENTS 0 0 0 6,574 6,799 6,574 6,799 575 350 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 645) 0 0 0 920 570 920 570 -275 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.0 95.1 92.0 95.1 8.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 14 18 14 RBOB GASOLINE/BRENT CRACK SPRD - NEW YORK MERCANTILE EXCHANGE Code-111A41 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,613 COMMITMENTS 0 1,945 5,129 16,522 13,203 21,651 20,277 1,962 3,336 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 21.7 70.0 55.9 91.7 85.9 8.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 14 15 16 18 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,496 COMMITMENTS 74 3,043 250 8,840 6,183 9,164 9,476 332 20 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 505) 0 85 0 505 450 505 535 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 32.0 2.6 93.1 65.1 96.5 99.8 3.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 1 27 30 28 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 49,171 COMMITMENTS 2,390 325 175 46,146 48,461 48,711 48,961 460 210 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,150) 150 0 50 2,046 2,100 2,246 2,150 -96 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 0.4 93.8 98.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 2 45 36 51 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,631 COMMITMENTS 487 0 0 19,144 19,631 19,631 19,631 0 0 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,418) 4 0 0 1,414 1,418 1,418 1,418 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 22 14 24 14 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,610 COMMITMENTS 200 3,582 0 8,410 4,965 8,610 8,547 0 63 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 20) 0 423 0 20 -430 20 -7 0 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 41.6 0.0 97.7 57.7 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 0 23 19 25 22 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,722 COMMITMENTS 2,191 642 2,719 21,765 23,129 26,675 26,490 47 232 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,004) 861 250 -215 1,380 1,931 2,026 1,966 -22 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.4 10.2 81.4 86.6 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 3 3 39 40 46 46 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,422 COMMITMENTS 0 1,703 306 8,959 7,386 9,265 9,395 157 27 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 538) 0 -171 -75 559 848 484 602 54 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 3.2 95.1 78.4 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 7 1 25 19 26 26 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,171 COMMITMENTS 10,484 988 564 14,406 23,344 25,454 24,896 717 1,275 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,853) 1,019 -227 50 784 1,634 1,853 1,457 0 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 3.8 2.2 55.0 89.2 97.3 95.1 2.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 5 4 21 31 26 40 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 04/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,741 COMMITMENTS 4,300 973 122 23,738 27,228 28,160 28,323 3,581 3,418 CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 583) -658 0 -42 1,788 230 1,088 188 -505 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 3.1 0.4 74.8 85.8 88.7 89.2 11.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 21 21 25 24
Updated April 20, 2012