GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 46,483 COMMITMENTS 1,529 200 665 43,906 45,442 46,100 46,307 383 176 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,553) 314 200 250 899 1,121 1,463 1,571 90 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 1.4 94.5 97.8 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 2 41 45 43 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,465 COMMITMENTS 0 0 0 28,346 28,453 28,346 28,453 119 12 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,180) 0 0 0 1,190 1,180 1,190 1,180 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 24 35 24 35 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 12,447 COMMITMENTS 330 518 310 10,156 9,850 10,796 10,678 1,651 1,769 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 503) 1 82 28 286 207 315 317 188 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.2 2.5 81.6 79.1 86.7 85.8 13.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 4 37 39 41 44 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,660 COMMITMENTS 341 92 338 6,094 6,604 6,773 7,034 887 626 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 180) 95 10 -10 32 102 117 102 63 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.2 4.4 79.6 86.2 88.4 91.8 11.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 2 48 50 54 53 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,751 COMMITMENTS 802 25 289 1,878 2,919 2,969 3,233 782 518 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 119) -55 0 75 8 -19 28 56 91 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.7 7.7 50.1 77.8 79.2 86.2 20.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 18 23 22 25 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,295 COMMITMENTS 75 294 5 1,887 1,603 1,967 1,902 328 393 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 109) 0 5 5 62 52 67 62 42 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 12.8 0.2 82.2 69.8 85.7 82.9 14.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 18 16 20 19 SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,843 COMMITMENTS 31 0 130 2,282 2,397 2,443 2,527 400 316 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 163) 25 0 20 27 117 72 137 91 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 4.6 80.3 84.3 85.9 88.9 14.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 14 16 16 18 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,864 COMMITMENTS 0 700 0 12,675 12,085 12,675 12,785 189 79 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,203) 0 400 0 2,245 1,945 2,245 2,345 -42 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 98.5 93.9 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 18 20 18 21 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 7,613 COMMITMENTS 0 324 0 7,275 7,088 7,275 7,412 338 201 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0) 0 135 0 0 0 0 135 0 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 95.6 93.1 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 15 16 17 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,182 COMMITMENTS 0 2,821 213 25,789 23,123 26,002 26,157 180 25 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,263) 0 214 150 1,113 874 1,263 1,238 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.8 98.5 88.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 27 26 28 27 NY FO 1% v EUR 1% FO FOB NWE - NEW YORK MERCANTILE EXCHANGE Code-021A29 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,150 COMMITMENTS 0 0 0 10,130 10,150 10,130 10,150 20 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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: 21) 0 0 0 15 12 15 12 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 304,613 COMMITMENTS 64,716 37,856 35,586 160,076 205,698 260,378 279,140 44,235 25,473 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -10,655) 2,504 -4,468 -3,030 -9,065 53 -9,591 -7,445 -1,064 -3,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 12.4 11.7 52.6 67.5 85.5 91.6 14.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 49 25 35 68 73 135 118 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 17,764 COMMITMENTS 542 3,479 242 16,878 13,904 17,662 17,625 102 139 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,610) -100 0 0 1,710 1,610 1,610 1,610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 19.6 1.4 95.0 78.3 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 3 2 49 50 54 55 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,970 COMMITMENTS 1,007 0 0 8,927 9,970 9,934 9,970 36 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,251) 24 0 0 -1,257 -1,251 -1,233 -1,251 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.0 0.0 89.5 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 0 0 22 32 27 32 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,530 COMMITMENTS 4,450 380 350 9,730 13,800 14,530 14,530 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 305) -450 -100 200 555 205 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 2.6 2.4 67.0 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 8 15 11 17 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,257,703 COMMITMENTS 258,169 379,970 455,803 477,218 374,140 1191190 1209913 66,513 47,790 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -27,038) -17,359 -8,866 -13,780 7,160 -945 -23,979 -23,591 -3,059 -3,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 30.2 36.2 37.9 29.7 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 106 138 141 75 73 275 272 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 52,716 COMMITMENTS 623 12,287 588 46,337 33,364 47,548 46,239 5,168 6,477 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -248 0 -248 0 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.3 1.1 87.9 63.3 90.2 87.7 9.8 12.3 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 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 76,791 COMMITMENTS 12,251 28,898 20,704 41,261 26,032 74,216 75,634 2,575 1,157 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -26,658) -4,290 2,277 -9,664 -13,488 -19,815 -27,442 -27,202 784 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 37.6 27.0 53.7 33.9 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 12 11 9 23 23 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,268 COMMITMENTS 0 2,300 2,150 60,637 56,959 62,787 61,409 7,481 8,859 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -3,441) 0 791 470 -3,717 -4,064 -3,247 -2,803 -194 -638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 3.1 86.3 81.1 89.4 87.4 10.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 15 15 17 17 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,697,093 COMMITMENTS 496,209 250,834 758,543 1408656 1663310 2663408 2672687 33,685 24,406 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -151,143) -10,305 580 -49,588 -93,148 -102,272 -153,041 -151,280 1,898 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 9.3 28.1 52.2 61.7 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 26 23 40 90 81 137 124 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,333,614 COMMITMENTS 246,204 193,488 320,783 760,625 815,563 1327612 1329834 6,002 3,780 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -168,366) -42,744 -109,040 -50,076 -77,283 -10,909 -170,103 -170,025 1,737 1,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 14.5 24.1 57.0 61.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 21 35 39 36 77 78 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,657 COMMITMENTS 92 947 304 18,825 18,139 19,221 19,390 436 267 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,006) 21 104 -109 -1,983 -1,913 -2,071 -1,918 65 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.8 1.5 95.8 92.3 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 3 4 34 39 39 44 EUROPEAN NAPHTHA CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,398 COMMITMENTS 83 29 167 1,385 1,730 1,635 1,926 763 472 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 225) 12 0 11 185 259 208 270 17 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.2 7.0 57.8 72.1 68.2 80.3 31.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 18 18 20 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,579 COMMITMENTS 0 185 46 1,239 822 1,285 1,053 294 526 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 259) -8 24 -46 329 174 275 152 -16 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.7 2.9 78.5 52.1 81.4 66.7 18.6 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 18 17 19 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 68,010 COMMITMENTS 15,840 902 2,746 47,577 63,146 66,163 66,794 1,847 1,216 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -4,835) -2,981 -93 -5 -1,876 -4,675 -4,862 -4,773 27 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 1.3 4.0 70.0 92.8 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 3 29 29 34 34 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,613 COMMITMENTS 260 382 2,040 12,991 13,697 15,291 16,119 1,322 494 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -535) 140 -188 -32 -609 -119 -501 -339 -34 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.3 12.3 78.2 82.4 92.0 97.0 8.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 20 18 23 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,783 COMMITMENTS 348 798 198 6,377 6,660 6,923 7,656 1,860 1,127 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -478) -24 108 -130 -216 -424 -370 -446 -108 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 9.1 2.3 72.6 75.8 78.8 87.2 21.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 16 13 18 16 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,676 COMMITMENTS 3,412 1,202 292 8,002 10,822 11,706 12,316 970 360 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -459) -48 -22 0 -389 -417 -437 -439 -22 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 9.5 2.3 63.1 85.4 92.3 97.2 7.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 14 17 17 19 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,168 COMMITMENTS 794 2,840 500 22,830 21,725 24,124 25,065 2,044 1,103 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,306) 38 -170 0 -1,287 -1,090 -1,249 -1,260 -57 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.9 1.9 87.2 83.0 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 25 23 28 26 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,373 COMMITMENTS 1,104 0 276 6,656 7,077 8,036 7,353 1,337 2,020 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -451) -72 0 46 -406 -392 -432 -346 -19 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.0 2.9 71.0 75.5 85.7 78.4 14.3 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 15 19 16 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,845 COMMITMENTS 3,570 2,830 142 8,105 9,095 11,817 12,067 1,028 778 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 22.0 1.1 63.1 70.8 92.0 93.9 8.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 15 16 18 19 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,180 COMMITMENTS 0 2,006 892 10,996 9,566 11,888 12,464 1,292 716 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -190) -18 54 18 -539 -214 -539 -142 349 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.2 6.8 83.4 72.6 90.2 94.6 9.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 19 16 21 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,372 COMMITMENTS 0 0 0 63,372 63,372 63,372 63,372 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,813) 0 0 0 -2,813 -2,813 -2,813 -2,813 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 16 17 16 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,015,641 COMMITMENTS 0 0 0 1015641 1015641 1015641 1015641 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -30,961) 0 0 0 -30,961 -30,961 -30,961 -30,961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 17 17 17 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 28,252 COMMITMENTS 0 0 0 28,252 28,252 28,252 28,252 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -3,193) 0 0 0 -3,193 -3,193 -3,193 -3,193 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: 25) 0 0 0 15 15 15 15 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 497,889 COMMITMENTS 0 0 0 497,889 497,889 497,889 497,889 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -67,584) 0 0 0 -67,584 -67,584 -67,584 -67,584 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 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 109,326 COMMITMENTS 0 0 0 109,071 109,326 109,071 109,326 255 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -9,682) 0 0 0 -9,682 -9,682 -9,682 -9,682 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: 39) 0 0 0 19 30 19 30 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 MEGAWATT HOURS) OPEN INTEREST: 1,538,163 COMMITMENTS 1,960 1,960 0 1536203 1536203 1538163 1538163 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -158,651) 0 0 0 -158,651 -158,651 -158,651 -158,651 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: 38) 1 1 0 18 27 19 28 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 64,787 COMMITMENTS 5,692 3,095 7,910 51,185 53,782 64,787 64,787 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -988) 740 -210 -105 -1,623 -673 -988 -988 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 4.8 12.2 79.0 83.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 26 19 30 22 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,177,644 COMMITMENTS 53,489 99,850 46,286 1077869 1031508 1177644 1177644 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -8,475) -3,401 -29,105 22,961 -28,035 -2,331 -8,475 -8,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.5 3.9 91.5 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 29 23 33 26 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 48,239 COMMITMENTS 0 1,764 110 47,959 46,068 48,069 47,942 170 297 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,846) -210 1,039 0 2,098 807 1,888 1,846 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.2 99.4 95.5 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 17 13 18 15 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,004 COMMITMENTS 1,700 5,840 0 46,710 42,570 48,410 48,410 594 594 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,843) -210 740 0 -1,633 -2,583 -1,843 -1,843 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 11.9 0.0 95.3 86.9 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 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,732 COMMITMENTS 510 80 176 12,088 13,136 12,774 13,392 958 340 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -651) -63 0 0 -567 -609 -630 -609 -21 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 1.3 88.0 95.7 93.0 97.5 7.0 2.5 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 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,422 COMMITMENTS 298 1,196 0 12,954 11,907 13,252 13,103 170 319 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -504) -21 -63 0 -462 -420 -483 -483 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.9 0.0 96.5 88.7 98.7 97.6 1.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 16 10 17 12 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,637 COMMITMENTS 0 37,999 23,400 825,237 787,238 848,637 848,637 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 40,544) -24,168 -6,448 23,400 41,312 23,592 40,544 40,544 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 2.8 97.2 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 16 20 18 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 874,374 COMMITMENTS 31,610 44,685 19,760 823,004 809,929 874,374 874,374 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -14,470) -3,840 9,600 -9,600 -1,030 -14,470 -14,470 -14,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 2.3 94.1 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 13 14 15 15 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,730 COMMITMENTS 2,321 45 0 22,152 23,900 24,473 23,945 257 785 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,817) 278 45 0 1,539 1,792 1,817 1,837 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.2 0.0 89.6 96.6 99.0 96.8 1.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 1 0 30 32 33 33 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,222 COMMITMENTS 1,200 0 0 6,540 7,872 7,740 7,872 482 350 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -693) 0 0 0 -658 -512 -658 -512 -35 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 0.0 79.5 95.7 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 15 13 18 13 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 6,933 COMMITMENTS 130 1,630 15 6,331 4,749 6,476 6,394 457 539 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -363) 0 140 15 -431 -569 -416 -414 53 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 23.5 0.2 91.3 68.5 93.4 92.2 6.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 15 13 17 15 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,405 COMMITMENTS 940 0 0 7,716 8,808 8,656 8,808 749 597 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -410) 125 0 -5 -370 -347 -250 -352 -160 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 82.0 93.7 92.0 93.7 8.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 19 23 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,602,007 COMMITMENTS 374,537 147,894 509,344 625,789 877,252 1509670 1534490 92,337 67,517 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 62,750) 17,721 3,464 27,101 8,916 27,897 53,738 58,462 9,012 4,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 9.2 31.8 39.1 54.8 94.2 95.8 5.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 133 82 149 95 103 300 276 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 200,603 COMMITMENTS 66,644 12,734 1,395 94,257 125,996 162,296 140,125 38,307 60,478 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,498) 237 -370 -636 -4,911 -2,585 -5,310 -3,591 -1,188 -2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 6.3 0.7 47.0 62.8 80.9 69.9 19.1 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 5 16 20 25 26 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,217 COMMITMENTS 912 1,563 0 17,595 16,944 18,507 18,507 710 710 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,063) -325 -200 -276 -4,438 -4,563 -5,039 -5,039 -24 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 8.1 0.0 91.6 88.2 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 0 27 22 29 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 86,532 COMMITMENTS 5,276 8,958 12,122 66,032 60,504 83,430 81,584 3,102 4,948 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 8,122) 282 -17 4,201 4,422 4,314 8,905 8,498 -783 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 10.4 14.0 76.3 69.9 96.4 94.3 3.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 10 22 18 33 28 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,321 COMMITMENTS 2,946 2,484 2,500 27,472 27,125 32,918 32,109 3,403 4,212 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -665) 104 65 -320 -655 -340 -871 -595 206 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.8 6.9 75.6 74.7 90.6 88.4 9.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 4 13 14 20 20 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,546 COMMITMENTS 3,000 0 0 3,526 6,492 6,526 6,492 20 54 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -555) 50 -767 0 -595 212 -545 -555 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 0.0 0.0 53.9 99.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 13 15 16 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,029 COMMITMENTS 4,236 7,104 8,560 13,924 9,945 26,720 25,609 2,309 3,420 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 989) -7 -1,028 1,621 -400 754 1,214 1,347 -225 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 24.5 29.5 48.0 34.3 92.0 88.2 8.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 7 9 13 11 23 22 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,576 COMMITMENTS 11,326 4,548 1,169 7,240 14,924 19,735 20,641 1,841 935 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 63) 717 -316 -66 -905 458 -254 76 317 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 21.1 5.4 33.6 69.2 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 62 35 11 24 37 92 81 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 41,810 COMMITMENTS 26,754 10,153 296 8,967 28,937 36,017 39,386 5,793 2,424 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 987) 1,668 -10 55 -669 1,362 1,054 1,407 -67 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.0 24.3 0.7 21.4 69.2 86.1 94.2 13.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 69 44 8 25 32 98 80 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 302,610 COMMITMENTS 104,698 17,951 41,798 133,335 230,750 279,831 290,499 22,779 12,111 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -43,297) 1,473 -2,097 -6,477 -39,005 -33,810 -44,009 -42,384 712 -913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 5.9 13.8 44.1 76.3 92.5 96.0 7.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 84 19 51 74 89 177 145 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,649 COMMITMENTS 8,577 0 449 6,303 14,250 15,329 14,699 5,320 5,950 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,083) -1,963 0 -126 -2,382 -4,705 -4,471 -4,831 -612 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 0.0 2.2 30.5 69.0 74.2 71.2 25.8 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 0 2 9 20 16 22 RBOB UP-DOWN CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165L FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 27,891 COMMITMENTS 0 0 0 27,237 27,655 27,237 27,655 654 236 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 25 50 25 50 -25 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 99.2 97.7 99.2 2.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 17 14 17 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 5,391 COMMITMENTS 0 0 0 4,616 4,782 4,616 4,782 775 609 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,405) 0 0 0 -2,605 -2,614 -2,605 -2,614 200 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.6 88.7 85.6 88.7 14.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 12 17 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,728 COMMITMENTS 74 3,043 250 9,164 6,376 9,488 9,669 240 59 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 16) 0 0 0 0 16 0 16 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 31.3 2.6 94.2 65.5 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 28 30 29 33 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 56,777 COMMITMENTS 3,900 200 351 51,926 56,016 56,177 56,567 600 210 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 4,551) 1,050 0 150 3,376 4,401 4,576 4,551 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.4 0.6 91.5 98.7 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 1 3 45 35 52 39 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,475 COMMITMENTS 262 0 0 24,213 24,475 24,475 24,475 0 0 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,483) -150 0 0 2,633 2,483 2,483 2,483 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 18 24 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,140 COMMITMENTS 200 4,036 0 8,940 5,020 9,140 9,056 0 84 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 140) 0 204 0 140 -85 140 119 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 44.2 0.0 97.8 54.9 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 0 23 20 25 23 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,469 COMMITMENTS 3,079 583 2,627 21,593 24,048 27,299 27,258 170 211 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,571) 99 -59 -98 -1,682 -1,412 -1,681 -1,569 110 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 2.1 9.6 78.6 87.5 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 2 38 39 44 45 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,875 COMMITMENTS 243 484 306 7,290 6,953 7,839 7,743 36 132 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,076) -144 -1,085 0 -1,856 -1,012 -2,000 -2,097 -76 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 6.1 3.9 92.6 88.3 99.5 98.3 0.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 1 26 20 29 24 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,510 COMMITMENTS 10,390 1,658 1,661 17,021 25,067 29,072 28,386 438 1,124 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 264) -505 145 779 89 -629 363 295 -99 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 5.6 5.6 57.7 84.9 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 6 6 22 35 28 46 FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 5,874 COMMITMENTS 1,070 360 395 4,209 5,001 5,674 5,756 200 118 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -152) -80 150 -30 -122 -298 -232 -178 80 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.1 6.7 71.7 85.1 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 3 12 13 18 16 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,206 COMMITMENTS 3,412 0 24 18,770 21,414 22,206 21,438 3,000 3,768 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,763) -1,068 -547 -98 -5,971 -6,692 -7,137 -7,337 374 574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 0.1 74.5 85.0 88.1 85.1 11.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 20 19 21
Updated May 4, 2012