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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       46,127
COMMITMENTS
   3,768       55    1,064   40,948   44,823   45,780   45,942      347      185

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        252)
     216        0      225     -179       87      262      312      -10      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.1      2.3     88.8     97.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       30       36       35       40
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       24,307
COMMITMENTS
     600      145       50   23,452   23,827   24,102   24,022      205      285

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        616)
       0        0        0      667      727      667      727      -51     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.6      0.2     96.5     98.0     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        1       30       32       32       34
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,408
COMMITMENTS
     803        0      431    4,915    5,813    6,149    6,244    1,259    1,164

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         29)
     -55        0       60       17      -47       22       13        7       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.0      5.8     66.3     78.5     83.0     84.3     17.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       19       18       20
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       11,909
COMMITMENTS
     306      696      236   10,128   10,103   10,670   11,035    1,239      874

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        334)
      14       15       -9      156      192      161      198      173      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      5.8      2.0     85.0     84.8     89.6     92.7     10.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        3       38       44       41       50
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        8,998
COMMITMENTS
     140        0        0    8,242    8,154    8,382    8,154      616      844

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       29       39       29       39       53       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     91.6     90.6     93.2     90.6      6.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        0       42       50       45       50
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,891
COMMITMENTS
     720       75        0    2,090    2,930    2,810    3,005    1,081      886

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        240)
     160        0        0      -15      163      145      163       95       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      1.9      0.0     53.7     75.3     72.2     77.2     27.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       17       15       18
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,687
COMMITMENTS
       0        0        0    1,777    2,016    1,777    2,016      910      671

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        241)
       0        0        0      160      175      160      175       81       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     66.1     75.0     66.1     75.0     33.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      258,406
COMMITMENTS
  33,222   13,086   37,939  145,152  177,366  216,313  228,391   42,093   30,015

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,634)
    -967   -2,764    2,102     -693    3,114      442    2,452    2,192      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      5.1     14.7     56.2     68.6     83.7     88.4     16.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      29       25       39       67       60      119      108
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       19,277
COMMITMENTS
     565        0      150   18,093   18,514   18,808   18,664      469      613

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,940)
     117        0        0    1,640    1,740    1,757    1,740      183      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.8     93.9     96.0     97.6     96.8      2.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        0        1       40       48       43       49
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       21,932
COMMITMENTS
     305        0        0   19,493   20,722   19,798   20,722    2,134    1,210

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,612)
       0        0        0    1,612    1,612    1,612    1,612        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     88.9     94.5     90.3     94.5      9.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       23       24       25       24
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,568
COMMITMENTS
   6,774        0       20   12,474   17,223   19,268   17,243      300    2,325

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        456)
     600        0      -30     -114      486      456      456        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      0.0      0.1     63.7     88.0     98.5     88.1      1.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       14       17       15
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      686,113
COMMITMENTS
  88,069  219,806  246,069  267,829  179,304  601,967  645,179   84,146   40,934

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     28,349)
  10,555   11,442   11,317    2,056    5,616   23,928   28,375    4,421      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     32.0     35.9     39.0     26.1     87.7     94.0     12.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      59       86      105       78       58      214      184
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,290
COMMITMENTS
   2,379        0    2,980   80,046   81,434   85,405   84,414    7,885    8,876

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -969)
  -1,353        0     -257      641   -1,140     -969   -1,397        0      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      3.2     85.8     87.3     91.5     90.5      8.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        3       22       26       25       29
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,433
COMMITMENTS
   1,884   11,593    2,203   46,426   29,034   50,513   42,830    9,920   17,603

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,132)
       0      119       31    1,101     -405    1,132     -255        0    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     19.2      3.6     76.8     48.0     83.6     70.9     16.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        4       16       15       20       19
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       82,329
COMMITMENTS
   3,694    2,750    2,634   68,101   65,941   74,429   71,325    7,900   11,004

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,699)
       0     -300       60    3,457    3,581    3,517    3,341     -818     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      3.3      3.2     82.7     80.1     90.4     86.6      9.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       25       26       29       29
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365D
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       97,401
COMMITMENTS
       0        0        0   84,998   85,834   84,998   85,834   12,403   11,567

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        637)
       0        0        0      171      637      171      637      466        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     88.1     87.3     88.1     12.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       24       22       24       22
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-02365G
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       93,077
COMMITMENTS
   1,020    9,170    4,566   79,604   73,925   85,190   87,661    7,887    5,416

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      5,693)
       0    5,374      194    2,511     -181    2,705    5,387    2,988      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      9.9      4.9     85.5     79.4     91.5     94.2      8.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       25       25       29       29
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      125,641
COMMITMENTS
       0    7,233    7,816  109,888  103,258  117,704  118,307    7,937    7,334

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,802)
       0     -581      499    1,112      908    1,611      826      191      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      6.2     87.5     82.2     93.7     94.2      6.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       22       31       25       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       78,781
COMMITMENTS
   3,061    9,895   14,126   56,343   46,026   73,530   70,047    5,251    8,734

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,163)
   2,152     -202     -144     -996     -736    1,012   -1,082      151    2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.6     17.9     71.5     58.4     93.3     88.9      6.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       13       13       16       16
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,480
COMMITMENTS
   1,252        0      310   46,532   48,580   48,094   48,890   13,386   12,590

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,171)
       0        0        0    1,694    1,441    1,694    1,441      477      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.5     75.7     79.0     78.2     79.5     21.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       19       23       20
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,321
COMMITMENTS
   1,432    6,556    6,653   82,866   76,788   90,951   89,997    8,370    9,324

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,681)
    -392      512     -663    1,640    2,772      585    2,621    1,096     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      6.6      6.7     83.4     77.3     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        5       27       27       32       32
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,719
COMMITMENTS
     111    4,938    4,204   51,232   42,878   55,547   52,020    5,172    8,699

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        497)
     111   -4,569    2,387   -3,559    3,291   -1,061    1,109    1,558     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.1      6.9     84.4     70.6     91.5     85.7      8.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       11       14       13       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      131,890
COMMITMENTS
       0    7,552        0  130,612  121,410  130,612  128,962    1,278    2,928

CHANGES FROM 05/05/09 (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      5.7      0.0     99.0     92.1     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       16       14       18
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      223,875
COMMITMENTS
   8,978    9,876    6,262  199,581  197,603  214,821  213,741    9,054   10,134

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        457)
    -222   -1,212     -705    3,357    2,373    2,430      456   -1,973        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.4      2.8     89.1     88.3     96.0     95.5      4.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        6       38       33       45       39
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      161,936
COMMITMENTS
   1,425    4,240    2,347  143,885  149,939  147,657  156,526   14,279    5,410

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        255)
       0     -108       52       52      303      104      247      151        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.6      1.4     88.9     92.6     91.2     96.7      8.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        2       31       28       33       30
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      272,590
COMMITMENTS
  20,029        0   12,679  222,302  243,563  255,010  256,242   17,580   16,348

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        483)
   8,905        0   -3,917   -3,929    3,870    1,059      -47     -576      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      4.7     81.6     89.4     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        0        5       41       41       46       46
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      102,015
COMMITMENTS
       0    3,365    1,270   93,058   89,595   94,328   94,230    7,687    7,785

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,309)
       0        0        0    1,309    1,309    1,309    1,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.2     91.2     87.8     92.5     92.4      7.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       19       19       22       24
 
 
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             Code-035658
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,924
COMMITMENTS
     668        0        0   53,305   51,729   53,973   51,729    3,951    6,195

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,098)
       0        0        0    2,098    2,098    2,098    2,098        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     92.0     89.3     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       18       20       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,009,914
COMMITMENTS
 678,523  120,140  942,381  1350662  1934289  2971566  2996810   38,348   13,104

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     46,426)
  17,088   -2,432   17,350   11,532   31,610   45,970   46,528      456     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      4.0     31.3     44.9     64.3     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      30       23       48      102       98      154      148
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,259,716
COMMITMENTS
 199,012   79,765  284,331  769,426  891,677  1252769  1255773    6,947    3,943

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     41,232)
  29,229   -6,229   15,169   -4,120   32,001   40,278   40,941      954      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      6.3     22.6     61.1     70.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      29       17       38       40       40       83       81
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       33,989
COMMITMENTS
   1,202      818    1,696   29,652   31,392   32,550   33,906    1,439       83

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         87)
    -660        0      110      363      -19     -187       91      274       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.4      5.0     87.2     92.4     95.8     99.8      4.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        6       32       30       40       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,586
COMMITMENTS
       0        0        0    7,202    7,244    7,202    7,244      384      342

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        126)
       0        0        0     -130      148     -130      148      256      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.9     95.5     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       15       13       15
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,081
COMMITMENTS
   3,234        0      104   15,856   19,413   19,194   19,517    1,887    1,564

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        146)
      74        0       64       22      118      160      182      -14      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      0.0      0.5     75.2     92.1     91.0     92.6      9.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       15       18       17
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       15,495
COMMITMENTS
       0        0        0   14,600   13,899   14,600   13,899      895    1,596

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        232)
       0        0        0      240      180      240      180       -8       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     89.7     94.2     89.7      5.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       13       17       13
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06465M
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       29,037
COMMITMENTS
      80      640      650   26,015   26,919   26,745   28,209    2,292      828

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        452)
      10        0      170    1,084      572    1,264      742     -812     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.2      2.2     89.6     92.7     92.1     97.1      7.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       25       22       28       24
 
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06465N
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       26,535
COMMITMENTS
       0        0        0   26,033   25,747   26,033   25,747      502      788

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        248)
       0        0        0      248      248      248      248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     97.0     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15
 
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06465S
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,714
COMMITMENTS
     880        0        0   10,174   11,556   11,054   11,556    1,660    1,158

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         48)
       0        0        0        8      368        8      368       40     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.0     80.0     90.9     86.9     90.9     13.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       17       17       17
 
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A48
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       18,438
COMMITMENTS
     670    3,016      200   17,568   15,222   18,438   18,438        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     16.4      1.1     95.3     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       10       10       11       13
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:       99,414
COMMITMENTS
   6,167    8,645        0   93,247   90,769   99,414   99,414        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,669)
       0        0        0    1,669    1,669    1,669    1,669        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      8.7      0.0     93.8     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       11        9       12       11
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,652,504
COMMITMENTS
  79,488   93,120        0  1573016  1559384  1652504  1652504        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     13,944)
       0        0        0   13,944   13,944   13,944   13,944        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      5.6      0.0     95.2     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11        7       12        9
 
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE            Code-064A56
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      151,181
COMMITMENTS
  13,855    6,837        0  137,326  143,064  151,181  149,901        0    1,280

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,233)
       0        0        0    2,233    2,233    2,233    2,233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      4.5      0.0     90.8     94.6    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       17       26       20       27
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,450,228
COMMITMENTS
 120,104   50,248   27,336  2302788  2372644  2450228  2450228        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     25,120)
   7,760        0        0   17,360   25,120   25,120   25,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.1      1.1     94.0     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       22       20       25
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      493,151
COMMITMENTS
   4,664   70,000        0  488,487  423,151  493,151  493,151        0        0

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     14.2      0.0     99.1     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       12       10       13
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,298
COMMITMENTS
       0        0        0   17,433   18,173   17,433   18,173      865      125

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -104)
       0        0        0     -143     -134     -143     -134       39       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     99.3     95.3     99.3      4.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       23       23       23
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,155
COMMITMENTS
       0        0        0    5,021    6,015    5,021    6,015    1,134      140

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        -26)
       0        0        0      -36      -46      -36      -46       10       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     81.6     97.7     81.6     97.7     18.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        8,409
COMMITMENTS
       0        0        0    8,255    8,259    8,255    8,259      154      150

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        390)
       0        0        0      390      390      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.2     98.2     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       18       16       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,246,806
COMMITMENTS
 170,991  167,925  277,306  673,149  690,277  1121446  1135508  125,360  111,298

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:     48,852)
  -4,452  -18,803   15,175    6,080   27,572   16,803   23,944   32,049   24,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     13.5     22.2     54.0     55.4     89.9     91.1     10.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      83      111      146       86       94      268      266
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      208,736
COMMITMENTS
  19,736   31,395   10,733  141,191  110,737  171,660  152,865   37,076   55,871

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      3,021)
     425    4,485     -481    3,086   -8,711    3,030   -4,707       -9    7,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     15.0      5.1     67.6     53.1     82.2     73.2     17.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        5       23       24       29       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       68,657
COMMITMENTS
   5,361    2,466    2,275   59,033   61,826   66,669   66,567    1,988    2,090

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,852)
     300      -75      275    1,277    1,602    1,852    1,802        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.6      3.3     86.0     90.1     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        3        3       37       43       46       48
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      203,638
COMMITMENTS
  27,044   38,510   37,213  130,345  119,371  194,602  195,094    9,036    8,544

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:       -707)
   2,036    2,405   -3,437     -299      -64   -1,700   -1,096      993      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     18.9     18.3     64.0     58.6     95.6     95.8      4.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       18       27       20       20       52       50
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       62,842
COMMITMENTS
       0    1,365    1,260   48,526   46,018   49,786   48,643   13,056   14,199

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      4,169)
       0        0        0    2,444    4,809    2,444    4,809    1,725     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      2.0     77.2     73.2     79.2     77.4     20.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       19       15       20       16
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      111,784
COMMITMENTS
   6,993    3,465    8,106   48,976   61,781   64,075   73,352   47,709   38,432

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,386)
   1,062      330     -252     -796      921       14      999    1,372      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      3.1      7.3     43.8     55.3     57.3     65.6     42.7     34.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        4       17       17       21       21
 
 
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-06765O
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       39,470
COMMITMENTS
   1,185    3,808      750   36,515   34,035   38,450   38,593    1,020      877

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,020)
       0        0        0      920    1,070      920    1,070      100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      9.6      1.9     92.5     86.2     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        6        1       27       34       28       41
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       15,532
COMMITMENTS
  10,472    3,647       78    2,764   11,337   13,314   15,062    2,218      470

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,190)
   1,001       53       44      -39    1,450    1,006    1,547      184     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     23.5      0.5     17.8     73.0     85.7     97.0     14.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      56       15        1       14       27       71       43
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       20,600
COMMITMENTS
   9,972    3,000        8    7,098   16,053   17,078   19,061    3,522    1,539

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:         90)
      59      -96        2      131      232      192      138     -102      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     14.6      0.0     34.5     77.9     82.9     92.5     17.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      39       14        2       11       24       52       38
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      211,652
COMMITMENTS
  64,735    8,658   13,244  116,030  175,424  194,009  197,326   17,643   14,326

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,982)
   4,188      363     -128      587    2,886    4,647    3,121   -1,665     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      4.1      6.3     54.8     82.9     91.7     93.2      8.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      58       20       42       76       86      155      133
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,725
COMMITMENTS
   1,050      900        0    7,575    7,005    8,625    7,905      100      820

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        530)
       0      300        0      530      230      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.3      0.0     86.8     80.3     98.9     90.6      1.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       24       28       26       29
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       35,013
COMMITMENTS
   1,411        0        1   32,252   34,648   33,664   34,649    1,349      364

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,534)
       0        0        0    2,899    2,484    2,899    2,484     -365       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     92.1     99.0     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        1       35       28       38       29
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,198
COMMITMENTS
   1,079        0       70   23,464   24,025   24,613   24,095      585    1,103

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        150)
      75        0      -25      100      190      150      165        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.3     93.1     95.3     97.7     95.6      2.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       22       15       24       17
 
 
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,081
COMMITMENTS
     200       50        0   18,557   18,931   18,757   18,981      324      100

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,188)
       0        0        0    2,463    2,338    2,463    2,338     -275     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.0     97.3     99.2     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       27       27       28       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,329
COMMITMENTS
       0      531        0    3,244    2,976    3,244    3,507    1,085      822

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        127)
       0        0        0      232       96      232       96     -105       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3      0.0     74.9     68.7     74.9     81.0     25.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       18       17       20
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,264
COMMITMENTS
      75        0        0   17,304   18,074   17,379   18,074      885      190

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      204      204      204      204        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     94.7     99.0     95.2     99.0      4.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       21       11       22       11
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,230
COMMITMENTS
   1,865      768      189   22,509   25,191   24,563   26,148    2,667    1,082

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      1,116)
     369     -192        0      621    1,464      990    1,272      126     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      2.8      0.7     82.7     92.5     90.2     96.0      9.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       27       30       33       33
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,837
COMMITMENTS
   1,133        0        0    9,075   10,473   10,208   10,473      629      364

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:        540)
     248        0        0      340      588      588      588      -48      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.0     83.7     96.6     94.2     96.6      5.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       24       23       25       23
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/12/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       57,187
COMMITMENTS
   4,347    2,998    1,320   46,468   49,739   52,135   54,057    5,052    3,130

CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST:      2,763)
       0   -1,401      831    1,392    2,472    2,223    1,902      540      861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      5.2      2.3     81.3     87.0     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        4       27       33       33       38
```

----

Updated May 15, 2009