GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 41,653 COMMITMENTS 2,128 250 960 38,035 40,274 41,123 41,484 530 169 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,068) 491 0 -180 746 1,248 1,057 1,068 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.6 2.3 91.3 96.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 1 40 46 41 49 NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,468 COMMITMENTS 0 0 0 24,298 24,456 24,298 24,456 170 12 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 718) 0 0 0 655 742 655 742 63 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 25 32 25 32 EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,985 COMMITMENTS 297 321 314 9,546 9,491 10,157 10,126 1,828 1,859 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 436) 46 -10 -80 82 229 48 139 388 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.7 2.6 79.6 79.2 84.7 84.5 15.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 36 39 38 42 SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,285 COMMITMENTS 323 135 394 5,832 6,223 6,549 6,752 736 533 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 748) 25 50 86 775 676 886 812 -138 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.9 5.4 80.1 85.4 89.9 92.7 10.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 3 5 48 52 55 58 EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,971 COMMITMENTS 1,075 35 269 1,997 3,196 3,341 3,500 630 471 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 317) 128 0 25 179 280 332 305 -15 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 0.9 6.8 50.3 80.5 84.1 88.1 15.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 18 25 20 27 SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,104 COMMITMENTS 60 293 0 1,770 1,447 1,830 1,740 274 364 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 200) 0 35 0 166 162 166 197 34 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 13.9 0.0 84.1 68.8 87.0 82.7 13.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 16 15 17 17 NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 13,478 COMMITMENTS 0 800 0 13,292 12,599 13,292 13,399 186 79 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,475) 0 100 0 1,430 1,375 1,430 1,475 45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.0 98.6 93.5 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 21 18 21 19 MINI EUR 3.5%FOIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-021A17 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,741 COMMITMENTS 0 413 0 6,473 6,208 6,473 6,621 268 120 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 405) 0 168 0 443 312 443 480 -38 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 96.0 92.1 96.0 98.2 4.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 17 16 19 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,860 COMMITMENTS 0 3,388 318 20,382 17,154 20,700 20,860 160 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -314) 0 550 0 -314 -864 -314 -314 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.2 1.5 97.7 82.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 25 26 26 27 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 309,131 COMMITMENTS 48,770 38,639 45,500 180,149 195,538 274,419 279,677 34,712 29,454 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,522) -4,673 -1,589 3,882 9,558 2,330 8,767 4,623 -3,245 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 12.5 14.7 58.3 63.3 88.8 90.5 11.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 34 37 44 66 78 130 134 SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 14,086 COMMITMENTS 450 3,119 107 13,335 10,674 13,892 13,900 194 186 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 914) 0 250 0 932 667 932 917 -18 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 22.1 0.8 94.7 75.8 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 4 1 41 43 45 47 SING GASOIL ICE GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 11,692 COMMITMENTS 783 0 0 10,869 11,692 11,652 11,692 40 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,585 1,585 1,585 1,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 93.0 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 0 24 31 28 31 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,222,589 COMMITMENTS 255,100 364,524 442,644 451,715 368,015 1149459 1175183 73,130 47,406 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,973) -604 -4,950 2,114 -9,683 632 -8,173 -2,204 4,200 -1,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 29.8 36.2 36.9 30.1 94.0 96.1 6.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 110 128 143 75 70 278 257 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 10,000 MMBTU'S) OPEN INTEREST: 81,909 COMMITMENTS 10,368 23,637 29,814 39,086 27,219 79,268 80,670 2,641 1,239 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,908) -1,088 -911 2,565 1,325 1,172 2,802 2,826 106 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 28.9 36.4 47.7 33.2 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 8 13 12 11 25 27 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,879 COMMITMENTS 0 2,208 2,253 61,757 57,559 64,010 62,020 6,869 8,859 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 356) 0 -375 131 837 600 968 356 -612 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 3.2 87.1 81.2 90.3 87.5 9.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 16 18 18 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,766,982 COMMITMENTS 503,301 195,576 778,593 1452950 1768005 2734844 2742174 32,138 24,808 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 40,108) 2,115 -1,438 11,561 29,258 31,174 42,934 41,297 -2,826 -1,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 7.1 28.1 52.5 63.9 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 31 19 42 96 83 146 128 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,469,754 COMMITMENTS 316,711 288,345 306,067 842,220 872,016 1464998 1466428 4,756 3,326 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 26,958) 22,041 4,426 5,679 -474 16,979 27,246 27,084 -288 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 19.6 20.8 57.3 59.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 26 20 37 43 38 83 81 CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 24,157 COMMITMENTS 104 1,505 63 23,560 22,149 23,727 23,717 430 440 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,357) -3 206 -56 2,311 2,013 2,252 2,163 105 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.3 97.5 91.7 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 3 2 33 40 37 44 JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,611 COMMITMENTS 20 112 52 1,261 1,044 1,333 1,208 278 403 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 141) 13 15 0 122 153 135 168 6 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 7.0 3.2 78.3 64.8 82.7 75.0 17.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 17 19 19 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,448 COMMITMENTS 15,148 344 3,139 48,912 64,259 67,199 67,742 2,249 1,706 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 359) -452 162 273 438 -76 259 359 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 0.5 4.5 70.4 92.5 96.8 97.5 3.2 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,181 COMMITMENTS 282 764 1,970 13,607 13,833 15,859 16,567 1,322 614 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 72) -20 20 0 92 -68 72 -48 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.4 11.5 79.2 80.5 92.3 96.4 7.7 3.6 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 8,943 COMMITMENTS 348 870 198 6,417 6,720 6,963 7,788 1,980 1,155 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 110) 0 48 0 110 34 110 82 0 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 9.7 2.2 71.8 75.1 77.9 87.1 22.1 12.9 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,368 COMMITMENTS 4,284 1,248 280 7,924 11,568 12,488 13,096 880 272 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 698) 820 32 -6 -68 760 746 786 -48 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 9.3 2.1 59.3 86.5 93.4 98.0 6.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 18 18 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,405 COMMITMENTS 626 2,840 548 23,137 21,890 24,311 25,278 2,094 1,127 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 267) -48 0 48 227 211 227 259 40 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 10.8 2.1 87.6 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,457 COMMITMENTS 1,104 0 276 6,596 7,161 7,976 7,437 1,481 2,020 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 24) 0 0 0 0 24 0 24 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 2.9 69.7 75.7 84.3 78.6 15.7 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,337 COMMITMENTS 4,072 2,862 122 8,227 9,577 12,421 12,561 916 776 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 500) 460 32 -2 122 482 580 512 -80 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 21.5 0.9 61.7 71.8 93.1 94.2 6.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 3 16 17 19 20 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,676 COMMITMENTS 0 2,462 952 11,276 9,546 12,228 12,960 1,448 716 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 76) 0 96 0 -80 -20 -80 76 156 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 7.0 82.5 69.8 89.4 94.8 10.6 5.2 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 63,563 COMMITMENTS 0 0 0 63,563 63,563 63,563 63,563 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 191) 0 0 0 191 191 191 191 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,025,393 COMMITMENTS 0 0 0 1025393 1025393 1025393 1025393 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 424) 0 0 0 424 424 424 424 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 17 17 17 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 51,034 COMMITMENTS 0 1,764 110 50,754 48,608 50,864 50,482 170 552 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 0 255 0 0 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.2 99.5 95.2 99.7 98.9 0.3 1.1 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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 80 Megawatt Hours) OPEN INTEREST: 15,605 COMMITMENTS 510 80 176 13,961 15,009 14,647 15,265 958 340 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,785) 0 0 0 1,785 1,785 1,785 1,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.5 1.1 89.5 96.2 93.9 97.8 6.1 2.2 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 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 902,530 COMMITMENTS 0 49,554 23,400 879,130 829,576 902,530 902,530 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 6,933) 0 11,555 0 6,933 -4,622 6,933 6,933 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 2.6 97.4 91.9 100.0 100.0 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 879,912 COMMITMENTS 31,610 44,685 19,760 828,542 815,467 879,912 879,912 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,538) 0 0 0 5,538 5,538 5,538 5,538 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.1 2.2 94.2 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 13 15 15 16 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| 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 209,882 0 70,435 296,020 505,902 576,337 576,337 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 0) 46,800 0 -46,800 0 46,800 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.0 12.2 51.4 87.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 12 12 14 14 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 5 Megawatt Hours) OPEN INTEREST: 153,904 COMMITMENTS 0 3,128 0 153,904 150,776 153,904 153,904 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 8 12 8 14 MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,862 COMMITMENTS 2,519 45 0 22,089 24,188 24,608 24,233 254 629 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 888) 75 0 0 813 872 888 872 0 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 0.2 0.0 88.8 97.3 99.0 97.5 1.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 0 33 33 36 34 MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| 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 05/08/12 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 7,753 COMMITMENTS 130 1,500 0 7,193 5,502 7,323 7,002 430 751 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 233) 0 0 0 233 233 233 233 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 19.3 0.0 92.8 71.0 94.5 90.3 5.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 15 16 16 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 10,121 COMMITMENTS 1,060 0 0 8,472 9,463 9,532 9,463 589 658 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 247) 0 0 0 372 187 372 187 -125 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.0 83.7 93.5 94.2 93.5 5.8 6.5 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,539,151 COMMITMENTS 356,311 171,848 457,839 638,344 837,526 1452494 1467213 86,657 71,938 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -51,775) -315 -818 -39,508 -13,116 -17,955 -52,939 -58,281 1,164 6,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 11.2 29.7 41.5 54.4 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 126 89 150 96 95 297 274 WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 203,837 COMMITMENTS 61,357 12,668 1,195 97,218 127,276 159,770 141,139 44,067 62,698 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,665) -4,638 211 -253 1,512 2,199 -3,379 2,157 6,044 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 6.2 0.6 47.7 62.4 78.4 69.2 21.6 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 3 4 16 20 24 25 DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,300 COMMITMENTS 1,512 1,388 0 19,772 19,896 21,284 21,284 16 16 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 772) 600 0 0 866 1,466 1,466 1,466 -694 -694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 6.5 0.0 92.8 93.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 0 28 23 30 27 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,821 COMMITMENTS 5,096 9,688 11,839 71,551 65,054 88,486 86,581 3,335 5,240 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,490) -154 700 -1,504 4,083 2,944 2,425 2,140 65 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 10.6 12.9 77.9 70.8 96.4 94.3 3.6 5.7 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,835 COMMITMENTS 2,638 2,876 2,953 29,102 28,502 34,693 34,331 3,142 3,504 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -50) -158 -243 403 -334 198 -89 358 39 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 7.6 7.8 76.9 75.3 91.7 90.7 8.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 4 13 14 19 21 BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,567 COMMITMENTS 3,258 0 0 3,247 6,513 6,505 6,513 62 54 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 21) 258 0 0 -279 21 -21 21 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 0.0 0.0 49.4 99.2 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 13 15 17 15 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,304 COMMITMENTS 4,666 6,228 7,998 13,784 10,470 26,448 24,696 2,856 4,608 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -869) -72 35 -1,163 721 211 -514 -917 -355 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 21.3 27.3 47.0 35.7 90.3 84.3 9.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 7 11 11 19 21 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 22,652 COMMITMENTS 10,696 7,777 1,432 9,190 11,840 21,318 21,049 1,334 1,603 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 836) 99 2,233 81 810 -1,715 990 599 -154 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 34.3 6.3 40.6 52.3 94.1 92.9 5.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 57 51 16 27 31 95 94 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,020 COMMITMENTS 28,494 14,124 575 10,613 27,316 39,682 42,015 5,338 3,005 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,929) 889 2,247 123 624 -657 1,636 1,713 293 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.3 31.4 1.3 23.6 60.7 88.1 93.3 11.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 75 52 13 26 31 108 92 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 315,202 COMMITMENTS 92,537 20,726 42,952 158,977 237,533 294,466 301,211 20,736 13,991 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,832) -4,683 -2,102 -463 7,401 3,731 2,255 1,166 -423 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.6 13.6 50.4 75.4 93.4 95.6 6.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 73 28 52 78 87 172 150 RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 21,597 COMMITMENTS 9,704 0 149 5,749 15,307 15,602 15,456 5,995 6,141 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 466) 678 0 0 -419 -109 259 -109 207 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 0.0 0.7 26.6 70.9 72.2 71.6 27.8 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 0 2 8 21 15 23 SINGAPORE MOGUS 92 SWAP FUTURE - NEW YORK MERCANTILE EXCHANGE Code-111A11 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (1000 U.S. Barrels) OPEN INTEREST: 6,345 COMMITMENTS 0 0 0 5,395 5,761 5,395 5,761 950 584 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 704) 0 0 0 429 654 429 654 275 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.0 90.8 85.0 90.8 15.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 12 16 12 SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,523 COMMITMENTS 24 2,985 250 9,037 6,213 9,311 9,448 212 75 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,225) 0 721 0 1,225 488 1,225 1,209 0 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 31.3 2.6 94.9 65.2 97.8 99.2 2.2 0.8 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 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 52,340 COMMITMENTS 4,150 200 300 47,324 51,664 51,774 52,164 566 176 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,035) 25 0 -1 2,005 2,036 2,029 2,035 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.4 0.6 90.4 98.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 1 1 46 36 53 38 GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 24,988 COMMITMENTS 262 0 0 24,726 24,988 24,988 24,988 0 0 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,515) 0 0 0 1,515 1,515 1,515 1,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 18 22 18 SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,778 COMMITMENTS 200 4,789 0 9,578 4,895 9,778 9,684 0 94 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,560) 0 696 0 1,560 860 1,560 1,556 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 49.0 0.0 98.0 50.1 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 0 22 19 24 21 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 37,157 COMMITMENTS 6,264 1,071 3,887 26,814 31,800 36,965 36,758 192 399 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,758) 816 588 1,176 1,574 1,698 3,566 3,462 192 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 2.9 10.5 72.2 85.6 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 4 3 42 43 50 50 1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565D FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,552 COMMITMENTS 96 1,751 0 5,396 3,288 5,492 5,039 60 513 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 935) 0 635 0 935 300 935 935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 31.5 0.0 97.2 59.2 98.9 90.8 1.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 15 15 16 16 NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,453 COMMITMENTS 899 2,011 391 9,127 7,925 10,417 10,327 36 126 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 780) -45 590 60 765 130 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 19.2 3.7 87.3 75.8 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 5 1 27 23 30 28 GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,745 COMMITMENTS 11,179 1,370 1,376 17,713 27,052 30,268 29,798 477 947 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,291) 489 60 -300 1,102 1,531 1,291 1,291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 4.5 4.5 57.6 88.0 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 7 6 26 35 33 47 FAM BIODIESEL V GASOIL SPR SWP - NEW YORK MERCANTILE EXCHANGE Code-869652 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 METRIC TONS) OPEN INTEREST: 6,635 COMMITMENTS 1,050 525 540 4,863 5,525 6,453 6,590 182 45 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 341) -40 95 -45 354 274 269 324 72 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 7.9 8.1 73.3 83.3 97.3 99.3 2.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 4 13 13 19 17 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,776 COMMITMENTS 2,833 270 150 17,952 20,192 20,935 20,612 4,841 5,164 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 630) 81 1 126 -84 -791 123 -664 507 1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 1.0 0.6 69.6 78.3 81.2 80.0 18.8 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 16 18 18 20
Updated May 21, 2012