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GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       47,950
COMMITMENTS
   3,843       25      600   43,191   47,135   47,634   47,760      316      190

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        737)
      75        0     -164      826      901      737      737        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.1      1.3     90.1     98.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       33       37       38       39
 
 
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165B
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       25,330
COMMITMENTS
     600      120       75   24,450   24,850   25,125   25,045      205      285

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        978)
       0      -25       25      953      978      978      978        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.5      0.3     96.5     98.1     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       31       33       33       35
 
 
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02165C
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        7,526
COMMITMENTS
     775        0      476    5,174    6,137    6,425    6,613    1,101      913

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         73)
      27        0      -15      205      332      217      317     -144     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      6.3     68.7     81.5     85.4     87.9     14.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       19       21       20       22
 
 
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165E
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:       12,712
COMMITMENTS
     308      807      256   10,925   10,810   11,489   11,873    1,223      839

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        427)
       7       58       13      417      464      437      535      -10     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      6.3      2.0     85.9     85.0     90.4     93.4      9.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        5        4       40       45       44       52
 
 
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE            Code-02165G
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        9,911
COMMITMENTS
     150        0       30    9,057    8,915    9,237    8,945      674      966

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        273)
       0        0       30      315      219      345      249      -72       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.3     91.4     90.0     93.2     90.3      6.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        0        1       43       50       47       51
 
 
NW EUR HI LO FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165H
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        6,321
COMMITMENTS
      44        0      133    4,402    5,153    4,579    5,286    1,742    1,035

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          7)
       0        0        0       19        4       19        4      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      2.1     69.6     81.5     72.4     83.6     27.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       19       19       20
 
 
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-02165I
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        3,865
COMMITMENTS
     720       75        0    2,214    2,900    2,934    2,975      931      890

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       40      -50       40      -50      -17       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      1.9      0.0     57.3     75.0     75.9     77.0     24.1     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       16       16       17
 
 
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-02165J
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        2,813
COMMITMENTS
       0        0        0    1,884    2,102    1,884    2,102      929      711

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       80       60       80       60      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     67.0     74.7     67.0     74.7     33.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       17       20       17
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE        Code-022651
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      265,843
COMMITMENTS
  35,665   14,166   40,654  149,264  180,269  225,583  235,089   40,260   30,754

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      5,221)
   2,054      691      254    3,087    3,416    5,395    4,361     -174      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      5.3     15.3     56.1     67.8     84.9     88.4     15.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      31       22       37       70       69      122      114
 
 
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-02265J
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:       24,396
COMMITMENTS
     515      100      475   22,562   22,528   23,552   23,103      844    1,293

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,237)
     -50       50        0    3,112    2,895    3,062    2,945      175      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.4      1.9     92.5     92.3     96.5     94.7      3.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        1        3       41       48       46       51
 
 
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE          Code-02265T
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       22,582
COMMITMENTS
     305        0        0   19,843   21,222   20,148   21,222    2,434    1,360

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     87.9     94.0     89.2     94.0     10.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       24       26       26       26
 
 
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE         Code-02265U
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       19,643
COMMITMENTS
   6,399        0       20   12,924   17,298   19,343   17,318      300    2,325

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -75)
      75        0        0     -150      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      0.0      0.1     65.8     88.1     98.5     88.2      1.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       13       17       14
 
 
SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE                Code-022A22
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS)                          OPEN INTEREST:        1,675
COMMITMENTS
     100      100        0    1,350    1,525    1,450    1,625      225       50

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      6.0      0.0     80.6     91.0     86.6     97.0     13.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       11       12       12       13
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                           Code-023651
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      682,096
COMMITMENTS
  85,537  217,100  239,874  265,703  181,552  591,114  638,526   90,982   43,570

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,573)
   5,573    1,926   -1,073  -12,848   -5,578   -8,348   -4,725    9,921    6,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     31.8     35.2     39.0     26.6     86.7     93.6     13.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      60       73      101       80       63      208      181
 
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,736
COMMITMENTS
   1,383        0    3,144   80,294   82,291   84,821   85,435    7,915    7,301

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -232)
    -215     -215      157      -84    1,189     -142    1,131      -90   -1,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      3.4     86.6     88.7     91.5     92.1      8.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        3       23       27       26       30
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365B
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,482
COMMITMENTS
   1,762   10,126    2,671   46,432   30,622   50,865   43,419    9,617   17,063

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        418)
       0       -2      122      505      483      627      603     -209     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     16.7      4.4     76.8     50.6     84.1     71.8     15.9     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        4       16       17       20       21
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                        Code-02365C
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       87,132
COMMITMENTS
   3,694    1,694    3,172   72,366   70,412   79,232   75,278    7,900   11,854

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,481)
       0      132      420    3,061    2,929    3,481    3,481        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.9      3.6     83.1     80.8     90.9     86.4      9.1     13.6

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,379
COMMITMENTS
       0        0        0   87,133   87,289   87,133   87,289   12,246   12,090

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -36)
       0        0        0      121     -559      121     -559     -157      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.7     87.8     87.7     87.8     12.3     12.2

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,399
COMMITMENTS
     990    7,786    4,315   79,023   74,348   84,328   86,449    8,071    5,950

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -609)
     -30   -2,132      400   -1,043      649     -673   -1,083       64      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      8.4      4.7     85.5     80.5     91.3     93.6      8.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        2       25       26       28       30
 
 
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               Code-02365K
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      126,405
COMMITMENTS
       0    6,304    7,775  110,513  104,932  118,288  119,011    8,117    7,394

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        267)
       0     -549       35       52      721       87      207      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      6.2     87.4     83.0     93.6     94.2      6.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        3       24       31       27       34
 
 
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-02365M
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       80,786
COMMITMENTS
   2,751    8,959   14,943   56,981   48,317   74,675   72,219    6,111    8,567

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,279)
    -432     -664      909    1,062    2,799    1,539    3,044      740     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     11.1     18.5     70.5     59.8     92.4     89.4      7.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       15       15       18       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                   Code-02365N
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       59,211
COMMITMENTS
   1,252        0      310   43,561   51,330   45,123   51,640   14,088    7,571

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -2,486)
       0        0        0   -2,486   -2,546   -2,486   -2,546        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.5     73.6     86.7     76.2     87.2     23.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       22       20       23       21
 
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                       Code-02365O
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      106,210
COMMITMENTS
   1,347    5,365    7,011   90,314   84,436   98,672   96,812    7,538    9,398

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,482)
       0     -115      -94    5,366    4,617    5,272    4,408     -790       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.1      6.6     85.0     79.5     92.9     91.2      7.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        5       29       30       34       35
 
 
TETCO M-3 NAT GAS INDEX - NEW YORK MERCANTILE EXCHANGE               Code-023A26
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       31,600
COMMITMENTS
       0        0        0   30,688   30,928   30,688   30,928      912      672

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.1     97.9     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       11       15       11       15
 
 
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                Code-023A39
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,424
COMMITMENTS
      35    5,504    4,635   54,397   45,462   59,067   55,601    5,357    8,823

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,083)
      35      663     -182    2,045    1,478    1,898    1,959      185      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.5      7.2     84.4     70.6     91.7     86.3      8.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       13       14       15       16
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035652
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      135,330
COMMITMENTS
     360    9,352        0  133,572  123,662  133,932  133,014    1,398    2,316

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      3,440)
     360    1,800        0    2,960    2,252    3,320    4,052      120     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.9      0.0     98.7     91.4     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       19       18       20       20
 
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035653
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      227,083
COMMITMENTS
   8,562   12,263    4,853  207,116  205,791  220,531  222,907    6,552    4,176

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,481)
    -272    2,327     -664    5,855    3,161    4,919    4,824   -2,438   -2,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      5.4      2.1     91.2     90.6     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        2        6       44       36       51       42
 
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE            Code-035654
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      162,165
COMMITMENTS
   1,425    4,592    2,347  147,341  152,678  151,113  159,617   11,052    2,548

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        142)
       0      445        0       19     -303       19      142      123        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.8      1.4     90.9     94.1     93.2     98.4      6.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        2       32       29       34       31
 
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                  Code-035655
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      277,030
COMMITMENTS
  17,979        0   12,723  228,967  248,073  259,669  260,796   17,361   16,234

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        608)
   1,692        0     -924     -524    1,536      244      612      364       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      4.6     82.7     89.5     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        0        5       42       43       47       48
 
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                      Code-035657
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      100,436
COMMITMENTS
       0    3,365    1,270   91,479   88,016   92,749   92,651    7,687    7,785

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -270)
       0        0        0     -270     -270     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.3     91.1     87.6     92.3     92.2      7.7      7.8

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,825
COMMITMENTS
     668        0        0   53,511   51,284   54,179   51,284    4,646    7,541

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        741)
       0        0        0       46     -177       46     -177      695      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     91.0     87.2     92.1     87.2      7.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       17       19       17
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-03565B
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    3,217,973
COMMITMENTS
 674,525  136,556  1054312  1454514  2016592  3183351  3207460   34,622   10,513

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     88,984)
 -22,888    5,264   44,769   67,799   40,549   89,680   90,582     -696   -1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      4.2     32.8     45.2     62.7     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      34       23       52      108      100      163      154
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE        Code-03565C
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,349,816
COMMITMENTS
 254,563   66,791  284,704  784,275  953,070  1323542  1304565   26,274   45,251

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     34,526)
  41,084   13,195  -32,228    6,865   11,935   15,721   -7,098   18,805   41,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      4.9     21.1     58.1     70.6     98.1     96.6      1.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      31       18       39       44       44       88       88
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE               Code-064657
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,432
COMMITMENTS
   1,302      878    1,672   32,431   33,819   35,405   36,369    1,027       63

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        333)
     100       60        0      713      293      813      353     -480      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.4      4.6     89.0     92.8     97.2     99.8      2.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        5       33       30       41       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                Code-06465A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,909
COMMITMENTS
       0        0        0    7,481    7,738    7,481    7,738      428      171

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      195      366      195      366        0     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.6     97.8     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       16       13       16
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE              Code-06465H
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       21,387
COMMITMENTS
   3,254        0       86   16,328   19,781   19,668   19,867    1,719    1,520

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        108)
      20        0      -18       70      138       72      120       36      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.0      0.4     76.3     92.5     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       17       19       19
 
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE          Code-06465I
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       16,095
COMMITMENTS
       0        0        0   15,208   14,427   15,208   14,427      887    1,668

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        -72)
       0        0        0      -64      -72      -64      -72       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.5     89.6     94.5     89.6      5.5     10.4

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       31,078
COMMITMENTS
     180      640      550   27,972   29,140   28,702   30,330    2,376      748

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        450)
     -20        0       20      426      430      426      450       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.1      1.8     90.0     93.8     92.4     97.6      7.6      2.4

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       27,519
COMMITMENTS
       0        0        0   27,017   26,731   27,017   26,731      502      788

CHANGES FROM 05/19/09 (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      0.0      0.0     98.2     97.1     98.2     97.1      1.8      2.9

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,886
COMMITMENTS
     880        0        0   10,238   11,968   11,118   11,968    1,768      918

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -24        0      -24        0       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.0     79.5     92.9     86.3     92.9     13.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       17       17       17
 
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE             Code-064A02
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH)                 OPEN INTEREST:       12,368
COMMITMENTS
       0        0        0   11,974   11,406   11,974   11,406      394      962

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -312)
       0        0        0     -312     -312     -312     -312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     92.2     96.8     92.2      3.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       17       21       17
 
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE               Code-064A54
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      101,128
COMMITMENTS
   6,697    8,645        0   94,431   92,483  101,128  101,128        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,444)
     420        0        0    1,024    1,444    1,444    1,444        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      8.5      0.0     93.4     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       12        9       13       11
 
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE           Code-064A55
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:    1,671,160
COMMITMENTS
  79,488   93,120        0  1591672  1578040  1671160  1671160        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     18,656)
       0        0        0   18,656   18,656   18,656   18,656        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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS)                                  OPEN INTEREST:      150,308
COMMITMENTS
  13,501    7,367        0  136,807  141,661  150,308  149,028        0    1,280

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,440)
  -1,050      420        0    3,490    2,020    2,440    2,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      4.9      0.0     91.0     94.2    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       16       25       19       26
 
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE        Code-064A57
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS)                                  OPEN INTEREST:    2,382,639
COMMITMENTS
  81,808   58,088   35,176  2265655  2289375  2382639  2382639        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      4,087)
 -46,640        0    7,840   42,887   -3,753    4,087    4,087        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.4      1.5     95.1     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       23       20       26
 
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE        Code-064A59
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS)                                   OPEN INTEREST:      502,248
COMMITMENTS
       0   70,000        0  502,248  432,248  502,248  502,248        0        0

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -1,943)
  -4,664        0        0    2,721   -1,943   -1,943   -1,943        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.9      0.0    100.0     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       12       10       13
 
 
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE               Code-066653
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       18,694
COMMITMENTS
       0        0        0   17,809   18,634   17,809   18,634      885       60

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        321)
       0        0        0      301      386      301      386       20      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     99.7     95.3     99.7      4.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       24       25       24
 
 
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE          Code-066654
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        6,489
COMMITMENTS
       0        0        0    5,700    6,349    5,700    6,349      789      140

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      390      120      390      120     -270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.8     97.8     87.8     97.8     12.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       21       16       21       16
 
 
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE         Code-066657
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:        9,459
COMMITMENTS
       0        0        0    8,920    8,994    8,920    8,994      539      465

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        398)
       0        0        0      133      158      133      158      265      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.3     95.1     94.3     95.1      5.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       18       18       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                Code-067651
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,095,865
COMMITMENTS
 185,237  145,115  258,216  569,025  624,670  1012478  1028001   83,387   67,864

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,889)
  10,190    5,305      876   -9,845   -2,173    1,221    4,008      668   -2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     13.2     23.6     51.9     57.0     92.4     93.8      7.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      94       92      134       79       94      256      250
 
 
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE           Code-06765A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      214,583
COMMITMENTS
  26,487   32,241   10,547  145,031  115,386  182,065  158,174   32,518   56,409

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      2,366)
   1,231       78      153      777    1,492    2,161    1,723      205      643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.0      4.9     67.6     53.8     84.8     73.7     15.2     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        6       23       24       31       30
 
 
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765G
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       75,830
COMMITMENTS
   5,610      450    2,470   65,662   70,596   73,742   73,516    2,088    2,314

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,319)
     371   -1,941       60    1,174    3,315    1,605    1,434     -286     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.6      3.3     86.6     93.1     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        2        4       39       45       48       49
 
 
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE               Code-06765I
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      181,034
COMMITMENTS
  22,503   46,713   25,420  123,176  100,283  171,099  172,416    9,935    8,618

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        866)
     502      240    1,339   -1,815   -1,747       26     -168      840    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     25.8     14.0     68.0     55.4     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       18       25       19       19       46       47
 
 
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE                       Code-06765J
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       37,749
COMMITMENTS
   2,121    2,875    4,549   25,057   26,359   31,727   33,783    6,022    3,966

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -143)
    -850      150   -1,100    1,398    1,198     -552      248      409     -391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.6     12.1     66.4     69.8     84.0     89.5     16.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        6       11       12       19       18
 
 
DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE         Code-06765M
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       64,016
COMMITMENTS
   1,200    1,465    1,260   49,125   48,287   51,585   51,012   12,431   13,004

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        613)
   1,200        0        0       73    2,143    1,273    2,143     -660   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.3      2.0     76.7     75.4     80.6     79.7     19.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       20       16       22       17
 
 
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE             Code-06765N
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      112,458
COMMITMENTS
   6,963    3,161    7,865   48,434   63,708   63,262   74,734   49,196   37,724

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        164)
      60     -693     -166     -625      863     -731        4      895      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.8      7.0     43.1     56.7     56.3     66.5     43.7     33.5

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       42,415
COMMITMENTS
   2,510    3,708      850   38,135   36,930   41,495   41,488      920      927

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:      1,070)
     600        0        0      470    1,070    1,070    1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      8.7      2.0     89.9     87.1     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        1       28       33       30       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE                             Code-075651
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       16,195
COMMITMENTS
  10,258    3,480      194    3,200   11,753   13,652   15,427    2,543      768

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -293)
    -321     -225     -148       79      -66     -390     -439       97      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     21.5      1.2     19.8     72.6     84.3     95.3     15.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      56       15        2       17       28       74       45
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE                              Code-076651
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:       21,840
COMMITMENTS
  11,175    3,395       43    6,840   16,990   18,058   20,428    3,782    1,412

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        666)
     652      -20       35     -212    1,005      475    1,020      191     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     15.5      0.2     31.3     77.8     82.7     93.5     17.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      42       16        2       10       23       54       39
 
 
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE            Code-111659
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      226,947
COMMITMENTS
  70,503    9,246   16,375  120,333  186,144  207,211  211,765   19,736   15,182

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:     -3,540)
   4,722     -461   -1,909   -7,173   -1,946   -4,360   -4,316      820      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      4.1      7.2     53.0     82.0     91.3     93.3      8.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      67       19       42       79       93      165      140
 
 
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-11165K
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:       20,994
COMMITMENTS
     746        0    1,077   12,947   13,934   14,770   15,011    6,224    5,983

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      5.1     61.7     66.4     70.4     71.5     29.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       14       15       16       17
 
 
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE                    Code-26265D
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,112
COMMITMENTS
   1,250      900        0    8,562    8,312    9,812    9,212      300      900

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        787)
     100        0        0      537      757      637      757      150       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      8.9      0.0     84.7     82.2     97.0     91.1      3.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        0       26       32       30       33
 
 
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE        Code-022A13
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       36,202
COMMITMENTS
   1,361       75      101   33,451   35,622   34,913   35,798    1,289      404

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        166)
       0       75        0      256       86      256      161      -90        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      0.3     92.4     98.4     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        1       36       29       39       31
 
 
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE         Code-86465A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS)                        OPEN INTEREST:       25,732
COMMITMENTS
     967        0      173   24,089   24,445   25,229   24,618      503    1,114

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:       -101)
     -12        0        3      -50     -105      -59     -102      -42        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.7     93.6     95.0     98.0     95.7      2.0      4.3

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 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       20,686
COMMITMENTS
     200       50        0   19,887   20,536   20,087   20,586      599      100

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      675      650      675      650      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.0     96.1     99.3     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       28       27       29       28
 
 
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE                Code-86465D
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS)                     OPEN INTEREST:        4,536
COMMITMENTS
       0      531        0    3,502    3,191    3,502    3,722    1,034      814

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         99)
       0        0        0      170      159      170      159      -71      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.7      0.0     77.2     70.3     77.2     82.1     22.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       19       19       19       21
 
 
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE          Code-86565A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,716
COMMITMENTS
     150        0        0   17,681   18,526   17,831   18,526      885      190

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        116)
       0        0        0      116      116      116      116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     94.5     99.0     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       22       12       23       12
 
 
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE          Code-86565C
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       27,354
COMMITMENTS
   1,928      768      114   22,573   25,195   24,615   26,077    2,739    1,277

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:         36)
     -72        0        0       36     -159      -36     -159       72      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.8      0.4     82.5     92.1     90.0     95.3     10.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       26       29       32       32
 
 
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86665A
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       10,866
COMMITMENTS
   1,127      222       50    8,958   10,228   10,135   10,500      731      366

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        339)
     135      162        0       69      132      204      294      135       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      2.0      0.5     82.4     94.1     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       24       24       26       26
 
 
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE                 Code-86765C
FUTURES ONLY POSITIONS AS OF 05/26/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       59,591
COMMITMENTS
   5,967    1,531      909   48,086   53,762   54,962   56,202    4,629    3,389

CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST:        984)
   1,482   -1,200     -351       75    2,405    1,206      854     -222      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      2.6      1.5     80.7     90.2     92.2     94.3      7.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        4       27       34       33       39
```

----

Updated May 29, 2009