GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 40,585 COMMITMENTS 1,637 250 1,140 37,289 39,026 40,066 40,416 519 169 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,898) 108 50 475 -6,617 -6,416 -6,034 -5,891 136 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.6 2.8 91.9 96.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 2 38 45 40 48 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,750 COMMITMENTS 0 0 0 23,643 23,714 23,643 23,714 107 36 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,715) 0 0 0 -4,703 -4,739 -4,703 -4,739 -12 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 31 24 31 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,549 COMMITMENTS 251 331 394 9,464 9,262 10,109 9,987 1,440 1,562 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -898) -79 -187 84 -692 -588 -687 -691 -211 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 3.4 81.9 80.2 87.5 86.5 12.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 2 35 37 37 40 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 6,537 COMMITMENTS 298 85 308 5,057 5,547 5,663 5,940 874 597 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,123) -43 -7 -30 -1,037 -1,057 -1,110 -1,094 -13 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.3 4.7 77.4 84.9 86.6 90.9 13.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 2 43 47 49 49 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,654 COMMITMENTS 947 35 244 1,818 2,916 3,009 3,195 645 459 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -97) 145 10 -45 -60 -3 40 -38 -137 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 1.0 6.7 49.8 79.8 82.3 87.4 17.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 17 23 19 25 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,904 COMMITMENTS 60 258 0 1,604 1,285 1,664 1,543 240 361 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -391) -15 -36 -5 -283 -318 -303 -359 -88 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 13.6 0.0 84.2 67.5 87.4 81.0 12.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 17 15 18 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 12,003 COMMITMENTS 0 700 0 11,862 11,224 11,862 11,924 141 79 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -861) 0 0 0 -813 -861 -813 -861 -48 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 98.8 93.5 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 19 18 19 19 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,336 COMMITMENTS 0 245 0 6,030 5,896 6,030 6,141 306 195 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,277) 0 -79 0 -1,245 -1,192 -1,245 -1,271 -32 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 0.0 95.2 93.1 95.2 96.9 4.8 3.1 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,174 COMMITMENTS 0 2,838 318 20,696 18,018 21,014 21,174 160 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -5,008) 0 17 105 -5,093 -5,105 -4,988 -4,983 -20 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 1.5 97.7 85.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 25 23 26 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 303,609 COMMITMENTS 53,443 40,228 41,618 170,591 193,208 265,652 275,054 37,957 28,555 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,004) -11,273 2,372 6,032 10,515 -12,490 5,274 -4,086 -6,278 3,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 13.2 13.7 56.2 63.6 87.5 90.6 12.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 37 34 39 63 78 125 129 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 13,172 COMMITMENTS 450 2,869 107 12,403 10,007 12,960 12,983 212 189 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,592) -92 -610 -135 -4,475 -3,897 -4,702 -4,642 110 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 21.8 0.8 94.2 76.0 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 4 1 38 41 42 45 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,107 COMMITMENTS 783 0 0 9,284 10,107 10,067 10,107 40 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 137) -224 0 0 357 137 133 137 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.0 91.9 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 0 22 31 26 31 NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,710 COMMITMENTS 3,775 380 725 10,210 13,605 14,710 14,710 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 180) -675 0 375 480 -195 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 2.6 4.9 69.4 92.5 100.0 100.0 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,226,562 COMMITMENTS 255,704 369,474 440,530 461,398 367,383 1157632 1177387 68,930 49,175 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -31,141) -2,465 -10,496 -15,273 -15,820 -6,757 -33,558 -32,526 2,417 1,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 30.1 35.9 37.6 30.0 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 100 136 141 72 69 267 261 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 45,837 COMMITMENTS 625 9,867 586 40,685 29,411 41,896 39,864 3,941 5,973 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,879) 2 -2,420 -2 -5,652 -3,953 -5,652 -6,375 -1,227 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 21.5 1.3 88.8 64.2 91.4 87.0 8.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 9 12 11 16 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 79,001 COMMITMENTS 11,456 24,548 27,249 37,761 26,047 76,466 77,844 2,535 1,157 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,210) -795 -4,350 6,545 -3,500 15 2,250 2,210 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 31.1 34.5 47.8 33.0 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 7 13 11 10 24 26 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,523 COMMITMENTS 0 2,583 2,122 60,920 56,959 63,042 61,664 7,481 8,859 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 255) 0 283 -28 283 0 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 3.0 86.4 80.8 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,726,874 COMMITMENTS 501,186 197,014 767,032 1423692 1736831 2691910 2700877 34,964 25,997 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 29,781) 4,977 -53,820 8,489 15,036 73,521 28,502 28,190 1,279 1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 7.2 28.1 52.2 63.7 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 28 20 41 92 81 139 125 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,442,796 COMMITMENTS 294,670 283,919 300,388 842,694 855,037 1437752 1439344 5,044 3,452 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 109,182) 48,466 90,431 -20,395 82,069 39,474 110,140 109,510 -958 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 19.7 20.8 58.4 59.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 20 37 42 37 82 79 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,800 COMMITMENTS 107 1,299 119 21,249 20,136 21,475 21,554 325 246 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,143) 15 352 -185 2,424 1,997 2,254 2,164 -111 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.0 0.5 97.5 92.4 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 4 3 35 43 40 48 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,470 COMMITMENTS 7 97 52 1,139 891 1,198 1,040 272 430 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -109) 7 -88 6 -100 69 -87 -13 -22 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.6 3.5 77.5 60.6 81.5 70.7 18.5 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 15 18 17 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,089 COMMITMENTS 15,600 182 2,866 48,474 64,335 66,940 67,383 2,149 1,706 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,079) -240 -720 120 897 1,189 777 589 302 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 0.3 4.1 70.2 93.1 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 29 29 34 32 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,109 COMMITMENTS 302 744 1,970 13,515 13,901 15,787 16,615 1,322 494 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 496) 42 362 -70 524 204 496 496 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.3 11.5 79.0 81.2 92.3 97.1 7.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 21 18 24 21 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,833 COMMITMENTS 348 822 198 6,307 6,686 6,853 7,706 1,980 1,127 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 50) 0 24 0 -70 26 -70 50 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 9.3 2.2 71.4 75.7 77.6 87.2 22.4 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,670 COMMITMENTS 3,464 1,216 286 7,992 10,808 11,742 12,310 928 360 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6) 52 14 -6 -10 -14 36 -6 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 9.6 2.3 63.1 85.3 92.7 97.2 7.3 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,138 COMMITMENTS 674 2,840 500 22,910 21,679 24,084 25,019 2,054 1,119 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -30) -120 0 0 80 -46 -40 -46 10 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 10.9 1.9 87.7 82.9 92.1 95.7 7.9 4.3 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,433 COMMITMENTS 1,104 0 276 6,596 7,137 7,976 7,413 1,457 2,020 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 60) 0 0 0 -60 60 -60 60 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 2.9 69.9 75.7 84.6 78.6 15.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 16 19 17 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,837 COMMITMENTS 3,612 2,830 124 8,105 9,095 11,841 12,049 996 788 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8) 42 0 -18 0 0 24 -18 -32 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 22.0 1.0 63.1 70.8 92.2 93.9 7.8 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,600 COMMITMENTS 0 2,366 952 11,356 9,566 12,308 12,884 1,292 716 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420) 0 360 60 360 0 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.4 7.0 83.5 70.3 90.5 94.7 9.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 3 19 16 22 19 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (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: 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,024,969 COMMITMENTS 0 0 0 1024969 1024969 1024969 1024969 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,328) 0 0 0 9,328 9,328 9,328 9,328 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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (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: 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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (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 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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 67,337 COMMITMENTS 5,692 3,095 7,910 53,735 56,332 67,337 67,337 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,550) 0 0 0 2,550 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 4.6 11.7 79.8 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 3 26 20 30 23 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,779 COMMITMENTS 0 1,764 110 50,499 48,608 50,609 50,482 170 297 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,540) 0 0 0 2,540 2,540 2,540 2,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.2 99.4 95.7 99.7 99.4 0.3 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 49,152 COMMITMENTS 1,700 5,840 0 46,858 42,718 48,558 48,558 594 594 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 148) 0 0 0 148 148 148 148 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 13,820 COMMITMENTS 510 80 176 12,176 13,224 12,862 13,480 958 340 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 88) 0 0 0 88 88 88 88 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 1.3 88.1 95.7 93.1 97.5 6.9 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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 895,597 COMMITMENTS 0 37,999 23,400 872,197 834,198 895,597 895,597 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 46,960) 0 0 0 46,960 46,960 46,960 46,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 2.6 97.4 93.1 100.0 100.0 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 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 576,337 COMMITMENTS 163,082 0 117,235 296,020 459,102 576,337 576,337 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 0.0 20.3 51.4 79.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 12 11 14 13 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,974 COMMITMENTS 2,444 45 0 21,276 23,316 23,720 23,361 254 613 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -756) 123 0 0 -876 -584 -753 -584 -3 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.2 0.0 88.7 97.3 98.9 97.4 1.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 0 33 32 36 33 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,327 COMMITMENTS 1,280 0 0 6,540 7,965 7,820 7,965 507 362 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 105) 80 0 0 0 93 80 93 25 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 0.0 78.5 95.7 93.9 95.7 6.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 15 13 17 13 MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,520 COMMITMENTS 130 1,500 0 6,960 5,269 7,090 6,769 430 751 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 587) 0 -130 -15 629 520 614 375 -27 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 19.9 0.0 92.6 70.1 94.3 90.0 5.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 13 16 14 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 9,874 COMMITMENTS 1,060 0 0 8,100 9,276 9,160 9,276 714 598 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 469) 120 0 0 384 468 504 468 -35 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.0 82.0 93.9 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 19 24 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,590,926 COMMITMENTS 356,626 172,666 497,347 651,460 855,481 1505433 1525494 85,493 65,432 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -11,081) -17,911 24,772 -11,997 25,671 -21,771 -4,237 -8,996 -6,844 -2,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 10.9 31.3 40.9 53.8 94.6 95.9 5.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 129 85 155 97 95 301 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 201,172 COMMITMENTS 65,995 12,457 1,448 95,706 125,077 163,149 138,982 38,023 62,190 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 569) -649 -277 53 1,449 -919 853 -1,143 -284 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 6.2 0.7 47.6 62.2 81.1 69.1 18.9 30.9 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,528 COMMITMENTS 912 1,388 0 18,906 18,430 19,818 19,818 710 710 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,311) 0 -175 0 1,311 1,486 1,311 1,311 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 6.8 0.0 92.1 89.8 96.5 96.5 3.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 0 26 22 28 26 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 89,331 COMMITMENTS 5,250 8,988 13,343 67,468 62,110 86,061 84,441 3,270 4,890 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,799) -26 30 1,221 1,436 1,606 2,631 2,857 168 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 10.1 14.9 75.5 69.5 96.3 94.5 3.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 6 11 22 18 34 29 BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,885 COMMITMENTS 2,796 3,119 2,550 29,436 28,304 34,782 33,973 3,103 3,912 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,564) -150 635 50 1,964 1,179 1,864 1,864 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 8.2 6.7 77.7 74.7 91.8 89.7 8.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 6 4 13 14 20 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| 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 05/01/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,173 COMMITMENTS 4,738 6,193 9,161 13,063 10,259 26,962 25,613 3,211 4,560 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,144) 502 -911 601 -861 314 242 4 902 1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 20.5 30.4 43.3 34.0 89.4 84.9 10.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 7 13 11 22 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,816 COMMITMENTS 10,597 5,544 1,351 8,380 13,555 20,328 20,450 1,488 1,366 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 240) -729 996 182 1,140 -1,369 593 -191 -353 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 25.4 6.2 38.4 62.1 93.2 93.7 6.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 57 46 15 28 33 94 90 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 43,091 COMMITMENTS 27,605 11,877 452 9,989 27,973 38,046 40,302 5,045 2,789 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,281) 851 1,724 156 1,022 -964 2,029 916 -748 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 27.6 1.0 23.2 64.9 88.3 93.5 11.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 75 46 15 26 32 109 87 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 313,370 COMMITMENTS 97,220 22,828 43,415 151,576 233,802 292,211 300,045 21,159 13,325 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 10,760) -7,478 4,877 1,617 18,241 3,052 12,380 9,546 -1,620 1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 7.3 13.9 48.4 74.6 93.2 95.7 6.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 76 27 52 79 90 178 153 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,131 COMMITMENTS 9,026 0 149 6,168 15,416 15,343 15,565 5,788 5,566 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 482) 449 0 -300 -135 1,166 14 866 468 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 0.0 0.7 29.2 73.0 72.6 73.7 27.4 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 0 2 8 22 15 24 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 5,641 COMMITMENTS 0 0 0 4,966 5,107 4,966 5,107 675 534 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 250) 0 0 0 350 325 350 325 -100 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.0 90.5 88.0 90.5 12.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 13 18 13 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,298 COMMITMENTS 24 2,264 250 7,812 5,725 8,086 8,239 212 59 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,430) -50 -779 0 -1,352 -651 -1,402 -1,430 -28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 27.3 3.0 94.1 69.0 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 1 27 28 28 31 UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 50,305 COMMITMENTS 4,125 200 301 45,319 49,628 49,745 50,129 560 176 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -6,472) 225 0 -50 -6,607 -6,388 -6,432 -6,438 -40 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.4 0.6 90.1 98.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 1 2 45 34 52 37 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,473 COMMITMENTS 262 0 0 23,211 23,473 23,473 23,473 0 0 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,002) 0 0 0 -1,002 -1,002 -1,002 -1,002 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 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,218 COMMITMENTS 200 4,093 0 8,018 4,035 8,218 8,128 0 90 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -922) 0 57 0 -922 -985 -922 -928 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 49.8 0.0 97.6 49.1 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 0 20 16 22 18 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,399 COMMITMENTS 5,448 483 2,711 25,240 30,102 33,399 33,296 0 103 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 5,930) 2,369 -100 84 3,647 6,054 6,100 6,038 -170 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 1.4 8.1 75.6 90.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 3 3 40 41 49 47 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,617 COMMITMENTS 96 1,116 0 4,461 2,988 4,557 4,104 60 513 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 24.2 0.0 96.6 64.7 98.7 88.9 1.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,673 COMMITMENTS 944 1,421 331 8,362 7,795 9,637 9,547 36 126 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,798) 701 937 25 1,072 842 1,798 1,804 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 14.7 3.4 86.4 80.6 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 5 1 26 21 29 26 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,454 COMMITMENTS 10,690 1,310 1,676 16,611 25,521 28,977 28,507 477 947 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -56) 300 -348 15 -410 454 -95 121 39 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 4.4 5.7 56.4 86.6 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 7 6 22 35 29 47 FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,294 COMMITMENTS 1,090 430 585 4,509 5,251 6,184 6,266 110 28 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 420) 20 70 190 300 250 510 510 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 6.8 9.3 71.6 83.4 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 4 12 13 19 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,146 COMMITMENTS 2,752 269 24 18,036 20,983 20,812 21,276 4,334 3,870 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -60) -660 269 0 -734 -431 -1,394 -162 1,334 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 1.1 0.1 71.7 83.4 82.8 84.6 17.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 19 19 21
Updated May 11, 2012